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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 12:34:18 -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/t1196277837wxtrbmo0f01fyk8.htm/, Retrieved Thu, 02 May 2024 00:32:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7252, Retrieved Thu, 02 May 2024 00:32:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact164

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 L] [2007-11-28 19:34:18] [6bae8369195607c4cbc8a8485fed7b2f] [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 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=7252&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=7252&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7252&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
018.18540
1-0.407721-3.33730.999308
2-0.170895-1.39880.916763
30.1007310.82450.206285
40.0202790.1660.434332
50.0314730.25760.398746
6-0.016085-0.13170.552177
70.0350580.2870.387512
8-0.144392-1.18190.879288
90.086920.71150.239632
10-0.03167-0.25920.601873
110.0987750.80850.210829
12-0.188395-1.54210.936118
13-0.041572-0.34030.632646
140.1758511.43940.077346
15-0.033528-0.27440.607704
160.0100380.08220.467382
17-0.127741-1.04560.850249
180.0936360.76640.223051
19-0.042256-0.34590.634743
200.0165120.13520.446446
210.0283410.2320.40863
220.0393570.32220.37417
230.0429810.35180.36304
24-0.237742-1.9460.972075
250.2004231.64050.052791
260.086910.71140.239656
27-0.179213-1.46690.926462
280.0238760.19540.422824
290.1163070.9520.172257
30-0.050074-0.40990.658396
31-0.029815-0.2440.59603
320.0457820.37470.354519
33-0.103016-0.84320.798948
340.0263290.21550.415012
350.0894780.73240.233237

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.1854 & 0 \tabularnewline
1 & -0.407721 & -3.3373 & 0.999308 \tabularnewline
2 & -0.170895 & -1.3988 & 0.916763 \tabularnewline
3 & 0.100731 & 0.8245 & 0.206285 \tabularnewline
4 & 0.020279 & 0.166 & 0.434332 \tabularnewline
5 & 0.031473 & 0.2576 & 0.398746 \tabularnewline
6 & -0.016085 & -0.1317 & 0.552177 \tabularnewline
7 & 0.035058 & 0.287 & 0.387512 \tabularnewline
8 & -0.144392 & -1.1819 & 0.879288 \tabularnewline
9 & 0.08692 & 0.7115 & 0.239632 \tabularnewline
10 & -0.03167 & -0.2592 & 0.601873 \tabularnewline
11 & 0.098775 & 0.8085 & 0.210829 \tabularnewline
12 & -0.188395 & -1.5421 & 0.936118 \tabularnewline
13 & -0.041572 & -0.3403 & 0.632646 \tabularnewline
14 & 0.175851 & 1.4394 & 0.077346 \tabularnewline
15 & -0.033528 & -0.2744 & 0.607704 \tabularnewline
16 & 0.010038 & 0.0822 & 0.467382 \tabularnewline
17 & -0.127741 & -1.0456 & 0.850249 \tabularnewline
18 & 0.093636 & 0.7664 & 0.223051 \tabularnewline
19 & -0.042256 & -0.3459 & 0.634743 \tabularnewline
20 & 0.016512 & 0.1352 & 0.446446 \tabularnewline
21 & 0.028341 & 0.232 & 0.40863 \tabularnewline
22 & 0.039357 & 0.3222 & 0.37417 \tabularnewline
23 & 0.042981 & 0.3518 & 0.36304 \tabularnewline
24 & -0.237742 & -1.946 & 0.972075 \tabularnewline
25 & 0.200423 & 1.6405 & 0.052791 \tabularnewline
26 & 0.08691 & 0.7114 & 0.239656 \tabularnewline
27 & -0.179213 & -1.4669 & 0.926462 \tabularnewline
28 & 0.023876 & 0.1954 & 0.422824 \tabularnewline
29 & 0.116307 & 0.952 & 0.172257 \tabularnewline
30 & -0.050074 & -0.4099 & 0.658396 \tabularnewline
31 & -0.029815 & -0.244 & 0.59603 \tabularnewline
32 & 0.045782 & 0.3747 & 0.354519 \tabularnewline
33 & -0.103016 & -0.8432 & 0.798948 \tabularnewline
34 & 0.026329 & 0.2155 & 0.415012 \tabularnewline
35 & 0.089478 & 0.7324 & 0.233237 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7252&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]-0.407721[/C][C]-3.3373[/C][C]0.999308[/C][/ROW]
[ROW][C]2[/C][C]-0.170895[/C][C]-1.3988[/C][C]0.916763[/C][/ROW]
[ROW][C]3[/C][C]0.100731[/C][C]0.8245[/C][C]0.206285[/C][/ROW]
[ROW][C]4[/C][C]0.020279[/C][C]0.166[/C][C]0.434332[/C][/ROW]
[ROW][C]5[/C][C]0.031473[/C][C]0.2576[/C][C]0.398746[/C][/ROW]
[ROW][C]6[/C][C]-0.016085[/C][C]-0.1317[/C][C]0.552177[/C][/ROW]
[ROW][C]7[/C][C]0.035058[/C][C]0.287[/C][C]0.387512[/C][/ROW]
[ROW][C]8[/C][C]-0.144392[/C][C]-1.1819[/C][C]0.879288[/C][/ROW]
[ROW][C]9[/C][C]0.08692[/C][C]0.7115[/C][C]0.239632[/C][/ROW]
[ROW][C]10[/C][C]-0.03167[/C][C]-0.2592[/C][C]0.601873[/C][/ROW]
[ROW][C]11[/C][C]0.098775[/C][C]0.8085[/C][C]0.210829[/C][/ROW]
[ROW][C]12[/C][C]-0.188395[/C][C]-1.5421[/C][C]0.936118[/C][/ROW]
[ROW][C]13[/C][C]-0.041572[/C][C]-0.3403[/C][C]0.632646[/C][/ROW]
[ROW][C]14[/C][C]0.175851[/C][C]1.4394[/C][C]0.077346[/C][/ROW]
[ROW][C]15[/C][C]-0.033528[/C][C]-0.2744[/C][C]0.607704[/C][/ROW]
[ROW][C]16[/C][C]0.010038[/C][C]0.0822[/C][C]0.467382[/C][/ROW]
[ROW][C]17[/C][C]-0.127741[/C][C]-1.0456[/C][C]0.850249[/C][/ROW]
[ROW][C]18[/C][C]0.093636[/C][C]0.7664[/C][C]0.223051[/C][/ROW]
[ROW][C]19[/C][C]-0.042256[/C][C]-0.3459[/C][C]0.634743[/C][/ROW]
[ROW][C]20[/C][C]0.016512[/C][C]0.1352[/C][C]0.446446[/C][/ROW]
[ROW][C]21[/C][C]0.028341[/C][C]0.232[/C][C]0.40863[/C][/ROW]
[ROW][C]22[/C][C]0.039357[/C][C]0.3222[/C][C]0.37417[/C][/ROW]
[ROW][C]23[/C][C]0.042981[/C][C]0.3518[/C][C]0.36304[/C][/ROW]
[ROW][C]24[/C][C]-0.237742[/C][C]-1.946[/C][C]0.972075[/C][/ROW]
[ROW][C]25[/C][C]0.200423[/C][C]1.6405[/C][C]0.052791[/C][/ROW]
[ROW][C]26[/C][C]0.08691[/C][C]0.7114[/C][C]0.239656[/C][/ROW]
[ROW][C]27[/C][C]-0.179213[/C][C]-1.4669[/C][C]0.926462[/C][/ROW]
[ROW][C]28[/C][C]0.023876[/C][C]0.1954[/C][C]0.422824[/C][/ROW]
[ROW][C]29[/C][C]0.116307[/C][C]0.952[/C][C]0.172257[/C][/ROW]
[ROW][C]30[/C][C]-0.050074[/C][C]-0.4099[/C][C]0.658396[/C][/ROW]
[ROW][C]31[/C][C]-0.029815[/C][C]-0.244[/C][C]0.59603[/C][/ROW]
[ROW][C]32[/C][C]0.045782[/C][C]0.3747[/C][C]0.354519[/C][/ROW]
[ROW][C]33[/C][C]-0.103016[/C][C]-0.8432[/C][C]0.798948[/C][/ROW]
[ROW][C]34[/C][C]0.026329[/C][C]0.2155[/C][C]0.415012[/C][/ROW]
[ROW][C]35[/C][C]0.089478[/C][C]0.7324[/C][C]0.233237[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7252&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7252&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
1-0.407721-3.33730.999308
2-0.170895-1.39880.916763
30.1007310.82450.206285
40.0202790.1660.434332
50.0314730.25760.398746
6-0.016085-0.13170.552177
70.0350580.2870.387512
8-0.144392-1.18190.879288
90.086920.71150.239632
10-0.03167-0.25920.601873
110.0987750.80850.210829
12-0.188395-1.54210.936118
13-0.041572-0.34030.632646
140.1758511.43940.077346
15-0.033528-0.27440.607704
160.0100380.08220.467382
17-0.127741-1.04560.850249
180.0936360.76640.223051
19-0.042256-0.34590.634743
200.0165120.13520.446446
210.0283410.2320.40863
220.0393570.32220.37417
230.0429810.35180.36304
24-0.237742-1.9460.972075
250.2004231.64050.052791
260.086910.71140.239656
27-0.179213-1.46690.926462
280.0238760.19540.422824
290.1163070.9520.172257
30-0.050074-0.40990.658396
31-0.029815-0.2440.59603
320.0457820.37470.354519
33-0.103016-0.84320.798948
340.0263290.21550.415012
350.0894780.73240.233237






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.407721-3.33730.999308
1-0.40435-3.30970.999247
2-0.232252-1.90110.969202
3-0.150201-1.22940.888398
4-0.01564-0.1280.550741
50.0298310.24420.403919
60.1201160.98320.164526
7-0.089927-0.73610.767875
8-0.043842-0.35890.639587
9-0.148418-1.21490.885657
100.0432240.35380.362298
11-0.18851-1.5430.936232
12-0.267791-2.1920.984069
13-0.147006-1.20330.883452
14-0.069422-0.56820.714114
150.0527570.43180.333623
16-0.07339-0.60070.724975
17-0.02282-0.18680.573804
18-0.12251-1.00280.840214
19-0.19402-1.58810.941516
20-0.208048-1.70290.953393
21-0.058285-0.47710.682574
220.1684461.37880.086273
23-0.153035-1.25260.892655
24-0.133982-1.09670.861648
250.0665370.54460.293909
26-0.057467-0.47040.680197
27-0.086542-0.70840.759415
28-0.029727-0.24330.595751
290.0098130.08030.468111
300.0328440.26880.394438
31-0.02125-0.17390.568782
32-0.071118-0.58210.718781
33-0.057883-0.47380.681405
340.1066480.87290.192904
35-0.0823-0.67370.748576

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.407721 & -3.3373 & 0.999308 \tabularnewline
1 & -0.40435 & -3.3097 & 0.999247 \tabularnewline
2 & -0.232252 & -1.9011 & 0.969202 \tabularnewline
3 & -0.150201 & -1.2294 & 0.888398 \tabularnewline
4 & -0.01564 & -0.128 & 0.550741 \tabularnewline
5 & 0.029831 & 0.2442 & 0.403919 \tabularnewline
6 & 0.120116 & 0.9832 & 0.164526 \tabularnewline
7 & -0.089927 & -0.7361 & 0.767875 \tabularnewline
8 & -0.043842 & -0.3589 & 0.639587 \tabularnewline
9 & -0.148418 & -1.2149 & 0.885657 \tabularnewline
10 & 0.043224 & 0.3538 & 0.362298 \tabularnewline
11 & -0.18851 & -1.543 & 0.936232 \tabularnewline
12 & -0.267791 & -2.192 & 0.984069 \tabularnewline
13 & -0.147006 & -1.2033 & 0.883452 \tabularnewline
14 & -0.069422 & -0.5682 & 0.714114 \tabularnewline
15 & 0.052757 & 0.4318 & 0.333623 \tabularnewline
16 & -0.07339 & -0.6007 & 0.724975 \tabularnewline
17 & -0.02282 & -0.1868 & 0.573804 \tabularnewline
18 & -0.12251 & -1.0028 & 0.840214 \tabularnewline
19 & -0.19402 & -1.5881 & 0.941516 \tabularnewline
20 & -0.208048 & -1.7029 & 0.953393 \tabularnewline
21 & -0.058285 & -0.4771 & 0.682574 \tabularnewline
22 & 0.168446 & 1.3788 & 0.086273 \tabularnewline
23 & -0.153035 & -1.2526 & 0.892655 \tabularnewline
24 & -0.133982 & -1.0967 & 0.861648 \tabularnewline
25 & 0.066537 & 0.5446 & 0.293909 \tabularnewline
26 & -0.057467 & -0.4704 & 0.680197 \tabularnewline
27 & -0.086542 & -0.7084 & 0.759415 \tabularnewline
28 & -0.029727 & -0.2433 & 0.595751 \tabularnewline
29 & 0.009813 & 0.0803 & 0.468111 \tabularnewline
30 & 0.032844 & 0.2688 & 0.394438 \tabularnewline
31 & -0.02125 & -0.1739 & 0.568782 \tabularnewline
32 & -0.071118 & -0.5821 & 0.718781 \tabularnewline
33 & -0.057883 & -0.4738 & 0.681405 \tabularnewline
34 & 0.106648 & 0.8729 & 0.192904 \tabularnewline
35 & -0.0823 & -0.6737 & 0.748576 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7252&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]-0.407721[/C][C]-3.3373[/C][C]0.999308[/C][/ROW]
[ROW][C]1[/C][C]-0.40435[/C][C]-3.3097[/C][C]0.999247[/C][/ROW]
[ROW][C]2[/C][C]-0.232252[/C][C]-1.9011[/C][C]0.969202[/C][/ROW]
[ROW][C]3[/C][C]-0.150201[/C][C]-1.2294[/C][C]0.888398[/C][/ROW]
[ROW][C]4[/C][C]-0.01564[/C][C]-0.128[/C][C]0.550741[/C][/ROW]
[ROW][C]5[/C][C]0.029831[/C][C]0.2442[/C][C]0.403919[/C][/ROW]
[ROW][C]6[/C][C]0.120116[/C][C]0.9832[/C][C]0.164526[/C][/ROW]
[ROW][C]7[/C][C]-0.089927[/C][C]-0.7361[/C][C]0.767875[/C][/ROW]
[ROW][C]8[/C][C]-0.043842[/C][C]-0.3589[/C][C]0.639587[/C][/ROW]
[ROW][C]9[/C][C]-0.148418[/C][C]-1.2149[/C][C]0.885657[/C][/ROW]
[ROW][C]10[/C][C]0.043224[/C][C]0.3538[/C][C]0.362298[/C][/ROW]
[ROW][C]11[/C][C]-0.18851[/C][C]-1.543[/C][C]0.936232[/C][/ROW]
[ROW][C]12[/C][C]-0.267791[/C][C]-2.192[/C][C]0.984069[/C][/ROW]
[ROW][C]13[/C][C]-0.147006[/C][C]-1.2033[/C][C]0.883452[/C][/ROW]
[ROW][C]14[/C][C]-0.069422[/C][C]-0.5682[/C][C]0.714114[/C][/ROW]
[ROW][C]15[/C][C]0.052757[/C][C]0.4318[/C][C]0.333623[/C][/ROW]
[ROW][C]16[/C][C]-0.07339[/C][C]-0.6007[/C][C]0.724975[/C][/ROW]
[ROW][C]17[/C][C]-0.02282[/C][C]-0.1868[/C][C]0.573804[/C][/ROW]
[ROW][C]18[/C][C]-0.12251[/C][C]-1.0028[/C][C]0.840214[/C][/ROW]
[ROW][C]19[/C][C]-0.19402[/C][C]-1.5881[/C][C]0.941516[/C][/ROW]
[ROW][C]20[/C][C]-0.208048[/C][C]-1.7029[/C][C]0.953393[/C][/ROW]
[ROW][C]21[/C][C]-0.058285[/C][C]-0.4771[/C][C]0.682574[/C][/ROW]
[ROW][C]22[/C][C]0.168446[/C][C]1.3788[/C][C]0.086273[/C][/ROW]
[ROW][C]23[/C][C]-0.153035[/C][C]-1.2526[/C][C]0.892655[/C][/ROW]
[ROW][C]24[/C][C]-0.133982[/C][C]-1.0967[/C][C]0.861648[/C][/ROW]
[ROW][C]25[/C][C]0.066537[/C][C]0.5446[/C][C]0.293909[/C][/ROW]
[ROW][C]26[/C][C]-0.057467[/C][C]-0.4704[/C][C]0.680197[/C][/ROW]
[ROW][C]27[/C][C]-0.086542[/C][C]-0.7084[/C][C]0.759415[/C][/ROW]
[ROW][C]28[/C][C]-0.029727[/C][C]-0.2433[/C][C]0.595751[/C][/ROW]
[ROW][C]29[/C][C]0.009813[/C][C]0.0803[/C][C]0.468111[/C][/ROW]
[ROW][C]30[/C][C]0.032844[/C][C]0.2688[/C][C]0.394438[/C][/ROW]
[ROW][C]31[/C][C]-0.02125[/C][C]-0.1739[/C][C]0.568782[/C][/ROW]
[ROW][C]32[/C][C]-0.071118[/C][C]-0.5821[/C][C]0.718781[/C][/ROW]
[ROW][C]33[/C][C]-0.057883[/C][C]-0.4738[/C][C]0.681405[/C][/ROW]
[ROW][C]34[/C][C]0.106648[/C][C]0.8729[/C][C]0.192904[/C][/ROW]
[ROW][C]35[/C][C]-0.0823[/C][C]-0.6737[/C][C]0.748576[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7252&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7252&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
0-0.407721-3.33730.999308
1-0.40435-3.30970.999247
2-0.232252-1.90110.969202
3-0.150201-1.22940.888398
4-0.01564-0.1280.550741
50.0298310.24420.403919
60.1201160.98320.164526
7-0.089927-0.73610.767875
8-0.043842-0.35890.639587
9-0.148418-1.21490.885657
100.0432240.35380.362298
11-0.18851-1.5430.936232
12-0.267791-2.1920.984069
13-0.147006-1.20330.883452
14-0.069422-0.56820.714114
150.0527570.43180.333623
16-0.07339-0.60070.724975
17-0.02282-0.18680.573804
18-0.12251-1.00280.840214
19-0.19402-1.58810.941516
20-0.208048-1.70290.953393
21-0.058285-0.47710.682574
220.1684461.37880.086273
23-0.153035-1.25260.892655
24-0.133982-1.09670.861648
250.0665370.54460.293909
26-0.057467-0.47040.680197
27-0.086542-0.70840.759415
28-0.029727-0.24330.595751
290.0098130.08030.468111
300.0328440.26880.394438
31-0.02125-0.17390.568782
32-0.071118-0.58210.718781
33-0.057883-0.47380.681405
340.1066480.87290.192904
35-0.0823-0.67370.748576


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')