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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 11:51:21 -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/t1196275413idyn381q2t0usks.htm/, Retrieved Thu, 02 May 2024 08:14:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7214, Retrieved Thu, 02 May 2024 08:14:53 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact165

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] [workshop 7 Q2 F] [2007-11-28 18:51:21] [6bae8369195607c4cbc8a8485fed7b2f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
106,7
110,2
125,9
100,1
106,4
114,8
81,3
87
104,2
108
105
94,5
92
95,9
108,8
103,4
102,1
110,1
83,2
82,7
106,8
113,7
102,5
96,6
92,1
95,6
102,3
98,6
98,2
104,5
84
73,8
103,9
106
97,2
102,6
89
93,8
116,7
106,8
98,5
118,7
90
91,9
113,3
113,1
104,1
108,7
96,7
101
116,9
105,8
99
129,4
83
88,9
115,9
104,2
113,4
112,2
100,8
107,3
126,6
102,9
117,9
128,8
87,5
93,8
122,7
126,2
124,6
116,7
115,2
111,1
129,9
113,3
118,5
133,5
102,1
102,4

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=7214&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=7214&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7214&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
018.94430
10.2397362.14430.017523
2-0.037255-0.33320.630079
30.3020622.70170.00421
40.0498150.44560.328561
50.1829751.63660.052823
60.483644.32582.2e-05
70.1582061.4150.08047
80.0528630.47280.318815
90.1833151.63960.052506
10-0.188116-1.68260.95182
110.0766490.68560.247483
120.6348375.67820
130.0757360.67740.250053
14-0.133564-1.19460.88212
150.1317091.1780.121137
16-0.089314-0.79890.786629
170.0225380.20160.420376
180.2857922.55620.006237
190.0357560.31980.374974
20-0.026746-0.23920.594229
210.0788090.70490.241463
22-0.257772-2.30560.988138
230.0181520.16240.435717
240.4137153.70040.000197
25-0.012074-0.1080.542866
26-0.138824-1.24170.891008
270.006410.05730.477212
28-0.158795-1.42030.920298
29-0.065482-0.58570.720134
300.1301421.1640.123937
31-0.060658-0.54250.705524
32-0.099361-0.88870.811588
33-0.054425-0.48680.686132
34-0.287367-2.57030.993992
35-0.103874-0.92910.822178

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.9443 & 0 \tabularnewline
1 & 0.239736 & 2.1443 & 0.017523 \tabularnewline
2 & -0.037255 & -0.3332 & 0.630079 \tabularnewline
3 & 0.302062 & 2.7017 & 0.00421 \tabularnewline
4 & 0.049815 & 0.4456 & 0.328561 \tabularnewline
5 & 0.182975 & 1.6366 & 0.052823 \tabularnewline
6 & 0.48364 & 4.3258 & 2.2e-05 \tabularnewline
7 & 0.158206 & 1.415 & 0.08047 \tabularnewline
8 & 0.052863 & 0.4728 & 0.318815 \tabularnewline
9 & 0.183315 & 1.6396 & 0.052506 \tabularnewline
10 & -0.188116 & -1.6826 & 0.95182 \tabularnewline
11 & 0.076649 & 0.6856 & 0.247483 \tabularnewline
12 & 0.634837 & 5.6782 & 0 \tabularnewline
13 & 0.075736 & 0.6774 & 0.250053 \tabularnewline
14 & -0.133564 & -1.1946 & 0.88212 \tabularnewline
15 & 0.131709 & 1.178 & 0.121137 \tabularnewline
16 & -0.089314 & -0.7989 & 0.786629 \tabularnewline
17 & 0.022538 & 0.2016 & 0.420376 \tabularnewline
18 & 0.285792 & 2.5562 & 0.006237 \tabularnewline
19 & 0.035756 & 0.3198 & 0.374974 \tabularnewline
20 & -0.026746 & -0.2392 & 0.594229 \tabularnewline
21 & 0.078809 & 0.7049 & 0.241463 \tabularnewline
22 & -0.257772 & -2.3056 & 0.988138 \tabularnewline
23 & 0.018152 & 0.1624 & 0.435717 \tabularnewline
24 & 0.413715 & 3.7004 & 0.000197 \tabularnewline
25 & -0.012074 & -0.108 & 0.542866 \tabularnewline
26 & -0.138824 & -1.2417 & 0.891008 \tabularnewline
27 & 0.00641 & 0.0573 & 0.477212 \tabularnewline
28 & -0.158795 & -1.4203 & 0.920298 \tabularnewline
29 & -0.065482 & -0.5857 & 0.720134 \tabularnewline
30 & 0.130142 & 1.164 & 0.123937 \tabularnewline
31 & -0.060658 & -0.5425 & 0.705524 \tabularnewline
32 & -0.099361 & -0.8887 & 0.811588 \tabularnewline
33 & -0.054425 & -0.4868 & 0.686132 \tabularnewline
34 & -0.287367 & -2.5703 & 0.993992 \tabularnewline
35 & -0.103874 & -0.9291 & 0.822178 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7214&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]8.9443[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.239736[/C][C]2.1443[/C][C]0.017523[/C][/ROW]
[ROW][C]2[/C][C]-0.037255[/C][C]-0.3332[/C][C]0.630079[/C][/ROW]
[ROW][C]3[/C][C]0.302062[/C][C]2.7017[/C][C]0.00421[/C][/ROW]
[ROW][C]4[/C][C]0.049815[/C][C]0.4456[/C][C]0.328561[/C][/ROW]
[ROW][C]5[/C][C]0.182975[/C][C]1.6366[/C][C]0.052823[/C][/ROW]
[ROW][C]6[/C][C]0.48364[/C][C]4.3258[/C][C]2.2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.158206[/C][C]1.415[/C][C]0.08047[/C][/ROW]
[ROW][C]8[/C][C]0.052863[/C][C]0.4728[/C][C]0.318815[/C][/ROW]
[ROW][C]9[/C][C]0.183315[/C][C]1.6396[/C][C]0.052506[/C][/ROW]
[ROW][C]10[/C][C]-0.188116[/C][C]-1.6826[/C][C]0.95182[/C][/ROW]
[ROW][C]11[/C][C]0.076649[/C][C]0.6856[/C][C]0.247483[/C][/ROW]
[ROW][C]12[/C][C]0.634837[/C][C]5.6782[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.075736[/C][C]0.6774[/C][C]0.250053[/C][/ROW]
[ROW][C]14[/C][C]-0.133564[/C][C]-1.1946[/C][C]0.88212[/C][/ROW]
[ROW][C]15[/C][C]0.131709[/C][C]1.178[/C][C]0.121137[/C][/ROW]
[ROW][C]16[/C][C]-0.089314[/C][C]-0.7989[/C][C]0.786629[/C][/ROW]
[ROW][C]17[/C][C]0.022538[/C][C]0.2016[/C][C]0.420376[/C][/ROW]
[ROW][C]18[/C][C]0.285792[/C][C]2.5562[/C][C]0.006237[/C][/ROW]
[ROW][C]19[/C][C]0.035756[/C][C]0.3198[/C][C]0.374974[/C][/ROW]
[ROW][C]20[/C][C]-0.026746[/C][C]-0.2392[/C][C]0.594229[/C][/ROW]
[ROW][C]21[/C][C]0.078809[/C][C]0.7049[/C][C]0.241463[/C][/ROW]
[ROW][C]22[/C][C]-0.257772[/C][C]-2.3056[/C][C]0.988138[/C][/ROW]
[ROW][C]23[/C][C]0.018152[/C][C]0.1624[/C][C]0.435717[/C][/ROW]
[ROW][C]24[/C][C]0.413715[/C][C]3.7004[/C][C]0.000197[/C][/ROW]
[ROW][C]25[/C][C]-0.012074[/C][C]-0.108[/C][C]0.542866[/C][/ROW]
[ROW][C]26[/C][C]-0.138824[/C][C]-1.2417[/C][C]0.891008[/C][/ROW]
[ROW][C]27[/C][C]0.00641[/C][C]0.0573[/C][C]0.477212[/C][/ROW]
[ROW][C]28[/C][C]-0.158795[/C][C]-1.4203[/C][C]0.920298[/C][/ROW]
[ROW][C]29[/C][C]-0.065482[/C][C]-0.5857[/C][C]0.720134[/C][/ROW]
[ROW][C]30[/C][C]0.130142[/C][C]1.164[/C][C]0.123937[/C][/ROW]
[ROW][C]31[/C][C]-0.060658[/C][C]-0.5425[/C][C]0.705524[/C][/ROW]
[ROW][C]32[/C][C]-0.099361[/C][C]-0.8887[/C][C]0.811588[/C][/ROW]
[ROW][C]33[/C][C]-0.054425[/C][C]-0.4868[/C][C]0.686132[/C][/ROW]
[ROW][C]34[/C][C]-0.287367[/C][C]-2.5703[/C][C]0.993992[/C][/ROW]
[ROW][C]35[/C][C]-0.103874[/C][C]-0.9291[/C][C]0.822178[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7214&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7214&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
018.94430
10.2397362.14430.017523
2-0.037255-0.33320.630079
30.3020622.70170.00421
40.0498150.44560.328561
50.1829751.63660.052823
60.483644.32582.2e-05
70.1582061.4150.08047
80.0528630.47280.318815
90.1833151.63960.052506
10-0.188116-1.68260.95182
110.0766490.68560.247483
120.6348375.67820
130.0757360.67740.250053
14-0.133564-1.19460.88212
150.1317091.1780.121137
16-0.089314-0.79890.786629
170.0225380.20160.420376
180.2857922.55620.006237
190.0357560.31980.374974
20-0.026746-0.23920.594229
210.0788090.70490.241463
22-0.257772-2.30560.988138
230.0181520.16240.435717
240.4137153.70040.000197
25-0.012074-0.1080.542866
26-0.138824-1.24170.891008
270.006410.05730.477212
28-0.158795-1.42030.920298
29-0.065482-0.58570.720134
300.1301421.1640.123937
31-0.060658-0.54250.705524
32-0.099361-0.88870.811588
33-0.054425-0.48680.686132
34-0.287367-2.57030.993992
35-0.103874-0.92910.822178






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2397362.14430.017523
1-0.100505-0.89890.814309
20.3601113.22090.000924
3-0.165547-1.48070.928693
40.3657413.27130.000791
50.2600012.32550.011289
60.0706710.63210.264561
70.0130620.11680.453642
8-0.015758-0.14090.555864
9-0.406403-3.6350.999755
100.1889811.69030.047432
110.4480674.00766.8e-05
12-0.170433-1.52440.934324
13-0.158283-1.41570.919631
14-0.068046-0.60860.72775
150.0575860.51510.303964
16-0.057159-0.51120.694705
17-0.079799-0.71370.761269
180.0136640.12220.451517
19-0.022923-0.2050.580964
200.0788760.70550.241277
21-0.024397-0.21820.58609
220.1467651.31270.096518
23-0.104694-0.93640.824061
240.0349470.31260.377707
25-0.067313-0.60210.725582
26-0.101036-0.90370.815565
27-0.048992-0.43820.668787
28-0.072405-0.64760.740455
29-0.039908-0.3570.638966
30-0.048669-0.43530.667745
31-0.02895-0.25890.601825
32-0.011342-0.10140.540275
330.0891880.79770.213696
34-0.135575-1.21260.885578
350.090160.80640.211198

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.239736 & 2.1443 & 0.017523 \tabularnewline
1 & -0.100505 & -0.8989 & 0.814309 \tabularnewline
2 & 0.360111 & 3.2209 & 0.000924 \tabularnewline
3 & -0.165547 & -1.4807 & 0.928693 \tabularnewline
4 & 0.365741 & 3.2713 & 0.000791 \tabularnewline
5 & 0.260001 & 2.3255 & 0.011289 \tabularnewline
6 & 0.070671 & 0.6321 & 0.264561 \tabularnewline
7 & 0.013062 & 0.1168 & 0.453642 \tabularnewline
8 & -0.015758 & -0.1409 & 0.555864 \tabularnewline
9 & -0.406403 & -3.635 & 0.999755 \tabularnewline
10 & 0.188981 & 1.6903 & 0.047432 \tabularnewline
11 & 0.448067 & 4.0076 & 6.8e-05 \tabularnewline
12 & -0.170433 & -1.5244 & 0.934324 \tabularnewline
13 & -0.158283 & -1.4157 & 0.919631 \tabularnewline
14 & -0.068046 & -0.6086 & 0.72775 \tabularnewline
15 & 0.057586 & 0.5151 & 0.303964 \tabularnewline
16 & -0.057159 & -0.5112 & 0.694705 \tabularnewline
17 & -0.079799 & -0.7137 & 0.761269 \tabularnewline
18 & 0.013664 & 0.1222 & 0.451517 \tabularnewline
19 & -0.022923 & -0.205 & 0.580964 \tabularnewline
20 & 0.078876 & 0.7055 & 0.241277 \tabularnewline
21 & -0.024397 & -0.2182 & 0.58609 \tabularnewline
22 & 0.146765 & 1.3127 & 0.096518 \tabularnewline
23 & -0.104694 & -0.9364 & 0.824061 \tabularnewline
24 & 0.034947 & 0.3126 & 0.377707 \tabularnewline
25 & -0.067313 & -0.6021 & 0.725582 \tabularnewline
26 & -0.101036 & -0.9037 & 0.815565 \tabularnewline
27 & -0.048992 & -0.4382 & 0.668787 \tabularnewline
28 & -0.072405 & -0.6476 & 0.740455 \tabularnewline
29 & -0.039908 & -0.357 & 0.638966 \tabularnewline
30 & -0.048669 & -0.4353 & 0.667745 \tabularnewline
31 & -0.02895 & -0.2589 & 0.601825 \tabularnewline
32 & -0.011342 & -0.1014 & 0.540275 \tabularnewline
33 & 0.089188 & 0.7977 & 0.213696 \tabularnewline
34 & -0.135575 & -1.2126 & 0.885578 \tabularnewline
35 & 0.09016 & 0.8064 & 0.211198 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7214&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]0.239736[/C][C]2.1443[/C][C]0.017523[/C][/ROW]
[ROW][C]1[/C][C]-0.100505[/C][C]-0.8989[/C][C]0.814309[/C][/ROW]
[ROW][C]2[/C][C]0.360111[/C][C]3.2209[/C][C]0.000924[/C][/ROW]
[ROW][C]3[/C][C]-0.165547[/C][C]-1.4807[/C][C]0.928693[/C][/ROW]
[ROW][C]4[/C][C]0.365741[/C][C]3.2713[/C][C]0.000791[/C][/ROW]
[ROW][C]5[/C][C]0.260001[/C][C]2.3255[/C][C]0.011289[/C][/ROW]
[ROW][C]6[/C][C]0.070671[/C][C]0.6321[/C][C]0.264561[/C][/ROW]
[ROW][C]7[/C][C]0.013062[/C][C]0.1168[/C][C]0.453642[/C][/ROW]
[ROW][C]8[/C][C]-0.015758[/C][C]-0.1409[/C][C]0.555864[/C][/ROW]
[ROW][C]9[/C][C]-0.406403[/C][C]-3.635[/C][C]0.999755[/C][/ROW]
[ROW][C]10[/C][C]0.188981[/C][C]1.6903[/C][C]0.047432[/C][/ROW]
[ROW][C]11[/C][C]0.448067[/C][C]4.0076[/C][C]6.8e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.170433[/C][C]-1.5244[/C][C]0.934324[/C][/ROW]
[ROW][C]13[/C][C]-0.158283[/C][C]-1.4157[/C][C]0.919631[/C][/ROW]
[ROW][C]14[/C][C]-0.068046[/C][C]-0.6086[/C][C]0.72775[/C][/ROW]
[ROW][C]15[/C][C]0.057586[/C][C]0.5151[/C][C]0.303964[/C][/ROW]
[ROW][C]16[/C][C]-0.057159[/C][C]-0.5112[/C][C]0.694705[/C][/ROW]
[ROW][C]17[/C][C]-0.079799[/C][C]-0.7137[/C][C]0.761269[/C][/ROW]
[ROW][C]18[/C][C]0.013664[/C][C]0.1222[/C][C]0.451517[/C][/ROW]
[ROW][C]19[/C][C]-0.022923[/C][C]-0.205[/C][C]0.580964[/C][/ROW]
[ROW][C]20[/C][C]0.078876[/C][C]0.7055[/C][C]0.241277[/C][/ROW]
[ROW][C]21[/C][C]-0.024397[/C][C]-0.2182[/C][C]0.58609[/C][/ROW]
[ROW][C]22[/C][C]0.146765[/C][C]1.3127[/C][C]0.096518[/C][/ROW]
[ROW][C]23[/C][C]-0.104694[/C][C]-0.9364[/C][C]0.824061[/C][/ROW]
[ROW][C]24[/C][C]0.034947[/C][C]0.3126[/C][C]0.377707[/C][/ROW]
[ROW][C]25[/C][C]-0.067313[/C][C]-0.6021[/C][C]0.725582[/C][/ROW]
[ROW][C]26[/C][C]-0.101036[/C][C]-0.9037[/C][C]0.815565[/C][/ROW]
[ROW][C]27[/C][C]-0.048992[/C][C]-0.4382[/C][C]0.668787[/C][/ROW]
[ROW][C]28[/C][C]-0.072405[/C][C]-0.6476[/C][C]0.740455[/C][/ROW]
[ROW][C]29[/C][C]-0.039908[/C][C]-0.357[/C][C]0.638966[/C][/ROW]
[ROW][C]30[/C][C]-0.048669[/C][C]-0.4353[/C][C]0.667745[/C][/ROW]
[ROW][C]31[/C][C]-0.02895[/C][C]-0.2589[/C][C]0.601825[/C][/ROW]
[ROW][C]32[/C][C]-0.011342[/C][C]-0.1014[/C][C]0.540275[/C][/ROW]
[ROW][C]33[/C][C]0.089188[/C][C]0.7977[/C][C]0.213696[/C][/ROW]
[ROW][C]34[/C][C]-0.135575[/C][C]-1.2126[/C][C]0.885578[/C][/ROW]
[ROW][C]35[/C][C]0.09016[/C][C]0.8064[/C][C]0.211198[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7214&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7214&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
00.2397362.14430.017523
1-0.100505-0.89890.814309
20.3601113.22090.000924
3-0.165547-1.48070.928693
40.3657413.27130.000791
50.2600012.32550.011289
60.0706710.63210.264561
70.0130620.11680.453642
8-0.015758-0.14090.555864
9-0.406403-3.6350.999755
100.1889811.69030.047432
110.4480674.00766.8e-05
12-0.170433-1.52440.934324
13-0.158283-1.41570.919631
14-0.068046-0.60860.72775
150.0575860.51510.303964
16-0.057159-0.51120.694705
17-0.079799-0.71370.761269
180.0136640.12220.451517
19-0.022923-0.2050.580964
200.0788760.70550.241277
21-0.024397-0.21820.58609
220.1467651.31270.096518
23-0.104694-0.93640.824061
240.0349470.31260.377707
25-0.067313-0.60210.725582
26-0.101036-0.90370.815565
27-0.048992-0.43820.668787
28-0.072405-0.64760.740455
29-0.039908-0.3570.638966
30-0.048669-0.43530.667745
31-0.02895-0.25890.601825
32-0.011342-0.10140.540275
330.0891880.79770.213696
34-0.135575-1.21260.885578
350.090160.80640.211198


Figures (Output of Computation)

Input Parameters & R Code

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