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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 12:05:18 -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/t1196276099ldsdztn0go73px4.htm/, Retrieved Thu, 02 May 2024 09:02:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7226, Retrieved Thu, 02 May 2024 09:02:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact168

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 G] [2007-11-28 19:05:18] [6bae8369195607c4cbc8a8485fed7b2f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
97,3
101
113,2
101
105,7
113,9
86,4
96,5
103,3
114,9
105,8
94,2
98,4
99,4
108,8
112,6
104,4
112,2
81,1
97,1
112,6
113,8
107,8
103,2
103,3
101,2
107,7
110,4
101,9
115,9
89,9
88,6
117,2
123,9
100
103,6
94,1
98,7
119,5
112,7
104,4
124,7
89,1
97
121,6
118,8
114
111,5
97,2
102,5
113,4
109,8
104,9
126,1
80
96,8
117,2
112,3
117,3
111,1
102,2
104,3
122,9
107,6
121,3
131,5
89
104,4
128,9
135,9
133,3
121,3
120,5
120,4
137,9
126,1
133,2
146,6
103,4
117,2

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=7226&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=7226&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7226&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
018.94430
10.2955232.64320.004939
20.0751170.67190.251802
30.2106711.88430.031578
40.0878420.78570.217188
50.3201712.86370.002673
60.5022844.49261.2e-05
70.2552592.28310.012539
80.0588720.52660.299974
90.0528520.47270.31885
10-0.144946-1.29640.900724
110.082460.73750.231475
120.5748135.14131e-06
130.0413170.36960.356346
14-0.097886-0.87550.808043
15-0.018504-0.16550.565516
16-0.132805-1.18780.880795
170.0937240.83830.202181
180.2762742.47110.007798
190.0631570.56490.286863
20-0.04648-0.41570.660641
21-0.059516-0.53230.702014
22-0.243581-2.17870.98385
230.0200390.17920.429103
240.3981113.56080.000313
25-0.0038-0.0340.513515
26-0.06687-0.59810.724269
27-0.068616-0.61370.729428
28-0.120498-1.07780.857811
290.0605660.54170.29476
300.1910711.7090.045665
310.0681590.60960.271916
32-0.01518-0.13580.553831
33-0.084146-0.75260.773059
34-0.218514-1.95440.972929
35-0.034263-0.30650.619973

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.9443 & 0 \tabularnewline
1 & 0.295523 & 2.6432 & 0.004939 \tabularnewline
2 & 0.075117 & 0.6719 & 0.251802 \tabularnewline
3 & 0.210671 & 1.8843 & 0.031578 \tabularnewline
4 & 0.087842 & 0.7857 & 0.217188 \tabularnewline
5 & 0.320171 & 2.8637 & 0.002673 \tabularnewline
6 & 0.502284 & 4.4926 & 1.2e-05 \tabularnewline
7 & 0.255259 & 2.2831 & 0.012539 \tabularnewline
8 & 0.058872 & 0.5266 & 0.299974 \tabularnewline
9 & 0.052852 & 0.4727 & 0.31885 \tabularnewline
10 & -0.144946 & -1.2964 & 0.900724 \tabularnewline
11 & 0.08246 & 0.7375 & 0.231475 \tabularnewline
12 & 0.574813 & 5.1413 & 1e-06 \tabularnewline
13 & 0.041317 & 0.3696 & 0.356346 \tabularnewline
14 & -0.097886 & -0.8755 & 0.808043 \tabularnewline
15 & -0.018504 & -0.1655 & 0.565516 \tabularnewline
16 & -0.132805 & -1.1878 & 0.880795 \tabularnewline
17 & 0.093724 & 0.8383 & 0.202181 \tabularnewline
18 & 0.276274 & 2.4711 & 0.007798 \tabularnewline
19 & 0.063157 & 0.5649 & 0.286863 \tabularnewline
20 & -0.04648 & -0.4157 & 0.660641 \tabularnewline
21 & -0.059516 & -0.5323 & 0.702014 \tabularnewline
22 & -0.243581 & -2.1787 & 0.98385 \tabularnewline
23 & 0.020039 & 0.1792 & 0.429103 \tabularnewline
24 & 0.398111 & 3.5608 & 0.000313 \tabularnewline
25 & -0.0038 & -0.034 & 0.513515 \tabularnewline
26 & -0.06687 & -0.5981 & 0.724269 \tabularnewline
27 & -0.068616 & -0.6137 & 0.729428 \tabularnewline
28 & -0.120498 & -1.0778 & 0.857811 \tabularnewline
29 & 0.060566 & 0.5417 & 0.29476 \tabularnewline
30 & 0.191071 & 1.709 & 0.045665 \tabularnewline
31 & 0.068159 & 0.6096 & 0.271916 \tabularnewline
32 & -0.01518 & -0.1358 & 0.553831 \tabularnewline
33 & -0.084146 & -0.7526 & 0.773059 \tabularnewline
34 & -0.218514 & -1.9544 & 0.972929 \tabularnewline
35 & -0.034263 & -0.3065 & 0.619973 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7226&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]0.295523[/C][C]2.6432[/C][C]0.004939[/C][/ROW]
[ROW][C]2[/C][C]0.075117[/C][C]0.6719[/C][C]0.251802[/C][/ROW]
[ROW][C]3[/C][C]0.210671[/C][C]1.8843[/C][C]0.031578[/C][/ROW]
[ROW][C]4[/C][C]0.087842[/C][C]0.7857[/C][C]0.217188[/C][/ROW]
[ROW][C]5[/C][C]0.320171[/C][C]2.8637[/C][C]0.002673[/C][/ROW]
[ROW][C]6[/C][C]0.502284[/C][C]4.4926[/C][C]1.2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.255259[/C][C]2.2831[/C][C]0.012539[/C][/ROW]
[ROW][C]8[/C][C]0.058872[/C][C]0.5266[/C][C]0.299974[/C][/ROW]
[ROW][C]9[/C][C]0.052852[/C][C]0.4727[/C][C]0.31885[/C][/ROW]
[ROW][C]10[/C][C]-0.144946[/C][C]-1.2964[/C][C]0.900724[/C][/ROW]
[ROW][C]11[/C][C]0.08246[/C][C]0.7375[/C][C]0.231475[/C][/ROW]
[ROW][C]12[/C][C]0.574813[/C][C]5.1413[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.041317[/C][C]0.3696[/C][C]0.356346[/C][/ROW]
[ROW][C]14[/C][C]-0.097886[/C][C]-0.8755[/C][C]0.808043[/C][/ROW]
[ROW][C]15[/C][C]-0.018504[/C][C]-0.1655[/C][C]0.565516[/C][/ROW]
[ROW][C]16[/C][C]-0.132805[/C][C]-1.1878[/C][C]0.880795[/C][/ROW]
[ROW][C]17[/C][C]0.093724[/C][C]0.8383[/C][C]0.202181[/C][/ROW]
[ROW][C]18[/C][C]0.276274[/C][C]2.4711[/C][C]0.007798[/C][/ROW]
[ROW][C]19[/C][C]0.063157[/C][C]0.5649[/C][C]0.286863[/C][/ROW]
[ROW][C]20[/C][C]-0.04648[/C][C]-0.4157[/C][C]0.660641[/C][/ROW]
[ROW][C]21[/C][C]-0.059516[/C][C]-0.5323[/C][C]0.702014[/C][/ROW]
[ROW][C]22[/C][C]-0.243581[/C][C]-2.1787[/C][C]0.98385[/C][/ROW]
[ROW][C]23[/C][C]0.020039[/C][C]0.1792[/C][C]0.429103[/C][/ROW]
[ROW][C]24[/C][C]0.398111[/C][C]3.5608[/C][C]0.000313[/C][/ROW]
[ROW][C]25[/C][C]-0.0038[/C][C]-0.034[/C][C]0.513515[/C][/ROW]
[ROW][C]26[/C][C]-0.06687[/C][C]-0.5981[/C][C]0.724269[/C][/ROW]
[ROW][C]27[/C][C]-0.068616[/C][C]-0.6137[/C][C]0.729428[/C][/ROW]
[ROW][C]28[/C][C]-0.120498[/C][C]-1.0778[/C][C]0.857811[/C][/ROW]
[ROW][C]29[/C][C]0.060566[/C][C]0.5417[/C][C]0.29476[/C][/ROW]
[ROW][C]30[/C][C]0.191071[/C][C]1.709[/C][C]0.045665[/C][/ROW]
[ROW][C]31[/C][C]0.068159[/C][C]0.6096[/C][C]0.271916[/C][/ROW]
[ROW][C]32[/C][C]-0.01518[/C][C]-0.1358[/C][C]0.553831[/C][/ROW]
[ROW][C]33[/C][C]-0.084146[/C][C]-0.7526[/C][C]0.773059[/C][/ROW]
[ROW][C]34[/C][C]-0.218514[/C][C]-1.9544[/C][C]0.972929[/C][/ROW]
[ROW][C]35[/C][C]-0.034263[/C][C]-0.3065[/C][C]0.619973[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7226&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7226&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
10.2955232.64320.004939
20.0751170.67190.251802
30.2106711.88430.031578
40.0878420.78570.217188
50.3201712.86370.002673
60.5022844.49261.2e-05
70.2552592.28310.012539
80.0588720.52660.299974
90.0528520.47270.31885
10-0.144946-1.29640.900724
110.082460.73750.231475
120.5748135.14131e-06
130.0413170.36960.356346
14-0.097886-0.87550.808043
15-0.018504-0.16550.565516
16-0.132805-1.18780.880795
170.0937240.83830.202181
180.2762742.47110.007798
190.0631570.56490.286863
20-0.04648-0.41570.660641
21-0.059516-0.53230.702014
22-0.243581-2.17870.98385
230.0200390.17920.429103
240.3981113.56080.000313
25-0.0038-0.0340.513515
26-0.06687-0.59810.724269
27-0.068616-0.61370.729428
28-0.120498-1.07780.857811
290.0605660.54170.29476
300.1910711.7090.045665
310.0681590.60960.271916
32-0.01518-0.13580.553831
33-0.084146-0.75260.773059
34-0.218514-1.95440.972929
35-0.034263-0.30650.619973






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2955232.64320.004939
1-0.013386-0.11970.547499
20.2105541.88330.03165
3-0.037068-0.33150.62945
40.3490023.12160.001252
50.350233.13250.001211
60.1070990.95790.170495
7-0.106942-0.95650.829154
8-0.094083-0.84150.798712
9-0.399945-3.57720.999703
10-0.117276-1.04890.85132
110.5137164.59488e-06
12-0.230209-2.05910.978629
13-0.040807-0.3650.641958
14-0.008432-0.07540.529963
150.1247331.11560.133956
16-0.052562-0.47010.68023
170.025220.22560.411053
18-0.050628-0.45280.674052
19-0.026622-0.23810.5938
20-0.012875-0.11520.545697
21-0.023423-0.20950.582705
220.0257020.22990.409384
230.063860.57120.284738
240.0440680.39420.347257
250.0613750.5490.292284
26-0.064631-0.57810.717583
270.1211.08230.141194
28-0.10233-0.91530.818599
29-0.097156-0.8690.806273
300.0044570.03990.484151
31-0.01499-0.13410.553159
32-0.107537-0.96180.830486
330.0449450.4020.344377
34-0.105784-0.94620.826541
350.041540.37150.355606

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.295523 & 2.6432 & 0.004939 \tabularnewline
1 & -0.013386 & -0.1197 & 0.547499 \tabularnewline
2 & 0.210554 & 1.8833 & 0.03165 \tabularnewline
3 & -0.037068 & -0.3315 & 0.62945 \tabularnewline
4 & 0.349002 & 3.1216 & 0.001252 \tabularnewline
5 & 0.35023 & 3.1325 & 0.001211 \tabularnewline
6 & 0.107099 & 0.9579 & 0.170495 \tabularnewline
7 & -0.106942 & -0.9565 & 0.829154 \tabularnewline
8 & -0.094083 & -0.8415 & 0.798712 \tabularnewline
9 & -0.399945 & -3.5772 & 0.999703 \tabularnewline
10 & -0.117276 & -1.0489 & 0.85132 \tabularnewline
11 & 0.513716 & 4.5948 & 8e-06 \tabularnewline
12 & -0.230209 & -2.0591 & 0.978629 \tabularnewline
13 & -0.040807 & -0.365 & 0.641958 \tabularnewline
14 & -0.008432 & -0.0754 & 0.529963 \tabularnewline
15 & 0.124733 & 1.1156 & 0.133956 \tabularnewline
16 & -0.052562 & -0.4701 & 0.68023 \tabularnewline
17 & 0.02522 & 0.2256 & 0.411053 \tabularnewline
18 & -0.050628 & -0.4528 & 0.674052 \tabularnewline
19 & -0.026622 & -0.2381 & 0.5938 \tabularnewline
20 & -0.012875 & -0.1152 & 0.545697 \tabularnewline
21 & -0.023423 & -0.2095 & 0.582705 \tabularnewline
22 & 0.025702 & 0.2299 & 0.409384 \tabularnewline
23 & 0.06386 & 0.5712 & 0.284738 \tabularnewline
24 & 0.044068 & 0.3942 & 0.347257 \tabularnewline
25 & 0.061375 & 0.549 & 0.292284 \tabularnewline
26 & -0.064631 & -0.5781 & 0.717583 \tabularnewline
27 & 0.121 & 1.0823 & 0.141194 \tabularnewline
28 & -0.10233 & -0.9153 & 0.818599 \tabularnewline
29 & -0.097156 & -0.869 & 0.806273 \tabularnewline
30 & 0.004457 & 0.0399 & 0.484151 \tabularnewline
31 & -0.01499 & -0.1341 & 0.553159 \tabularnewline
32 & -0.107537 & -0.9618 & 0.830486 \tabularnewline
33 & 0.044945 & 0.402 & 0.344377 \tabularnewline
34 & -0.105784 & -0.9462 & 0.826541 \tabularnewline
35 & 0.04154 & 0.3715 & 0.355606 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7226&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]0.295523[/C][C]2.6432[/C][C]0.004939[/C][/ROW]
[ROW][C]1[/C][C]-0.013386[/C][C]-0.1197[/C][C]0.547499[/C][/ROW]
[ROW][C]2[/C][C]0.210554[/C][C]1.8833[/C][C]0.03165[/C][/ROW]
[ROW][C]3[/C][C]-0.037068[/C][C]-0.3315[/C][C]0.62945[/C][/ROW]
[ROW][C]4[/C][C]0.349002[/C][C]3.1216[/C][C]0.001252[/C][/ROW]
[ROW][C]5[/C][C]0.35023[/C][C]3.1325[/C][C]0.001211[/C][/ROW]
[ROW][C]6[/C][C]0.107099[/C][C]0.9579[/C][C]0.170495[/C][/ROW]
[ROW][C]7[/C][C]-0.106942[/C][C]-0.9565[/C][C]0.829154[/C][/ROW]
[ROW][C]8[/C][C]-0.094083[/C][C]-0.8415[/C][C]0.798712[/C][/ROW]
[ROW][C]9[/C][C]-0.399945[/C][C]-3.5772[/C][C]0.999703[/C][/ROW]
[ROW][C]10[/C][C]-0.117276[/C][C]-1.0489[/C][C]0.85132[/C][/ROW]
[ROW][C]11[/C][C]0.513716[/C][C]4.5948[/C][C]8e-06[/C][/ROW]
[ROW][C]12[/C][C]-0.230209[/C][C]-2.0591[/C][C]0.978629[/C][/ROW]
[ROW][C]13[/C][C]-0.040807[/C][C]-0.365[/C][C]0.641958[/C][/ROW]
[ROW][C]14[/C][C]-0.008432[/C][C]-0.0754[/C][C]0.529963[/C][/ROW]
[ROW][C]15[/C][C]0.124733[/C][C]1.1156[/C][C]0.133956[/C][/ROW]
[ROW][C]16[/C][C]-0.052562[/C][C]-0.4701[/C][C]0.68023[/C][/ROW]
[ROW][C]17[/C][C]0.02522[/C][C]0.2256[/C][C]0.411053[/C][/ROW]
[ROW][C]18[/C][C]-0.050628[/C][C]-0.4528[/C][C]0.674052[/C][/ROW]
[ROW][C]19[/C][C]-0.026622[/C][C]-0.2381[/C][C]0.5938[/C][/ROW]
[ROW][C]20[/C][C]-0.012875[/C][C]-0.1152[/C][C]0.545697[/C][/ROW]
[ROW][C]21[/C][C]-0.023423[/C][C]-0.2095[/C][C]0.582705[/C][/ROW]
[ROW][C]22[/C][C]0.025702[/C][C]0.2299[/C][C]0.409384[/C][/ROW]
[ROW][C]23[/C][C]0.06386[/C][C]0.5712[/C][C]0.284738[/C][/ROW]
[ROW][C]24[/C][C]0.044068[/C][C]0.3942[/C][C]0.347257[/C][/ROW]
[ROW][C]25[/C][C]0.061375[/C][C]0.549[/C][C]0.292284[/C][/ROW]
[ROW][C]26[/C][C]-0.064631[/C][C]-0.5781[/C][C]0.717583[/C][/ROW]
[ROW][C]27[/C][C]0.121[/C][C]1.0823[/C][C]0.141194[/C][/ROW]
[ROW][C]28[/C][C]-0.10233[/C][C]-0.9153[/C][C]0.818599[/C][/ROW]
[ROW][C]29[/C][C]-0.097156[/C][C]-0.869[/C][C]0.806273[/C][/ROW]
[ROW][C]30[/C][C]0.004457[/C][C]0.0399[/C][C]0.484151[/C][/ROW]
[ROW][C]31[/C][C]-0.01499[/C][C]-0.1341[/C][C]0.553159[/C][/ROW]
[ROW][C]32[/C][C]-0.107537[/C][C]-0.9618[/C][C]0.830486[/C][/ROW]
[ROW][C]33[/C][C]0.044945[/C][C]0.402[/C][C]0.344377[/C][/ROW]
[ROW][C]34[/C][C]-0.105784[/C][C]-0.9462[/C][C]0.826541[/C][/ROW]
[ROW][C]35[/C][C]0.04154[/C][C]0.3715[/C][C]0.355606[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7226&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7226&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
00.2955232.64320.004939
1-0.013386-0.11970.547499
20.2105541.88330.03165
3-0.037068-0.33150.62945
40.3490023.12160.001252
50.350233.13250.001211
60.1070990.95790.170495
7-0.106942-0.95650.829154
8-0.094083-0.84150.798712
9-0.399945-3.57720.999703
10-0.117276-1.04890.85132
110.5137164.59488e-06
12-0.230209-2.05910.978629
13-0.040807-0.3650.641958
14-0.008432-0.07540.529963
150.1247331.11560.133956
16-0.052562-0.47010.68023
170.025220.22560.411053
18-0.050628-0.45280.674052
19-0.026622-0.23810.5938
20-0.012875-0.11520.545697
21-0.023423-0.20950.582705
220.0257020.22990.409384
230.063860.57120.284738
240.0440680.39420.347257
250.0613750.5490.292284
26-0.064631-0.57810.717583
270.1211.08230.141194
28-0.10233-0.91530.818599
29-0.097156-0.8690.806273
300.0044570.03990.484151
31-0.01499-0.13410.553159
32-0.107537-0.96180.830486
330.0449450.4020.344377
34-0.105784-0.94620.826541
350.041540.37150.355606


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')