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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 12:47:57 -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/t1196278672h4273r55fxg5y30.htm/, Retrieved Thu, 02 May 2024 06:20:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7258, Retrieved Thu, 02 May 2024 06:20:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact180

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 M] [2007-11-28 19:47:57] [6bae8369195607c4cbc8a8485fed7b2f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
124,9
132
151,4
108,9
121,3
123,4
90,3
79,3
117,2
116,9
120,8
96,1
100,8
105,3
116,1
112,8
114,5
117,2
77,1
80,1
120,3
133,4
109,4
93,2
91,2
99,2
108,2
101,5
106,9
104,4
77,9
60
99,5
95
105,6
102,5
93,3
97,3
127
111,7
96,4
133
72,2
95,8
124,1
127,6
110,7
104,6
112,7
115,3
139,4
119
97,4
154
81,5
88,8
127,7
105,1
114,9
106,4
104,5
121,6
141,4
99
126,7
134,1
81,3
88,6
132,7
132,9
134,4
103,7
119,7
115
132,9
108,5
113,9
142,9
95,2
93

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=7258&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=7258&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7258&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
10.1480891.32460.094546
2-0.128383-1.14830.872865
30.1140371.020.155407
40.0215240.19250.423912
50.0882380.78920.216157
60.1839841.64560.051884
70.0737970.66010.255556
80.0552230.49390.311355
90.056550.50580.307195
10-0.25098-2.24480.98623
110.030050.26880.394396
120.5523384.94032e-06
130.0219240.19610.422517
14-0.211737-1.89380.969069
150.0404270.36160.359305
16-0.084761-0.75810.774698
17-0.028832-0.25790.601421
180.0509350.45560.324963
190.0142960.12790.449286
20-0.038909-0.3480.635626
210.0146390.13090.448076
22-0.279875-2.50330.99283
23-0.010126-0.09060.535968
240.4080973.65010.000233
25-0.042356-0.37880.647096
26-0.17479-1.56340.939043
27-0.049931-0.44660.671812
28-0.126197-1.12870.868809
29-0.076227-0.68180.751331
30-0.054494-0.48740.686348
31-0.125113-1.1190.866764
32-0.112403-1.00540.841123
33-0.05747-0.5140.695674
34-0.221581-1.98190.974536
35-0.061213-0.54750.707223

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.9443 & 0 \tabularnewline
1 & 0.148089 & 1.3246 & 0.094546 \tabularnewline
2 & -0.128383 & -1.1483 & 0.872865 \tabularnewline
3 & 0.114037 & 1.02 & 0.155407 \tabularnewline
4 & 0.021524 & 0.1925 & 0.423912 \tabularnewline
5 & 0.088238 & 0.7892 & 0.216157 \tabularnewline
6 & 0.183984 & 1.6456 & 0.051884 \tabularnewline
7 & 0.073797 & 0.6601 & 0.255556 \tabularnewline
8 & 0.055223 & 0.4939 & 0.311355 \tabularnewline
9 & 0.05655 & 0.5058 & 0.307195 \tabularnewline
10 & -0.25098 & -2.2448 & 0.98623 \tabularnewline
11 & 0.03005 & 0.2688 & 0.394396 \tabularnewline
12 & 0.552338 & 4.9403 & 2e-06 \tabularnewline
13 & 0.021924 & 0.1961 & 0.422517 \tabularnewline
14 & -0.211737 & -1.8938 & 0.969069 \tabularnewline
15 & 0.040427 & 0.3616 & 0.359305 \tabularnewline
16 & -0.084761 & -0.7581 & 0.774698 \tabularnewline
17 & -0.028832 & -0.2579 & 0.601421 \tabularnewline
18 & 0.050935 & 0.4556 & 0.324963 \tabularnewline
19 & 0.014296 & 0.1279 & 0.449286 \tabularnewline
20 & -0.038909 & -0.348 & 0.635626 \tabularnewline
21 & 0.014639 & 0.1309 & 0.448076 \tabularnewline
22 & -0.279875 & -2.5033 & 0.99283 \tabularnewline
23 & -0.010126 & -0.0906 & 0.535968 \tabularnewline
24 & 0.408097 & 3.6501 & 0.000233 \tabularnewline
25 & -0.042356 & -0.3788 & 0.647096 \tabularnewline
26 & -0.17479 & -1.5634 & 0.939043 \tabularnewline
27 & -0.049931 & -0.4466 & 0.671812 \tabularnewline
28 & -0.126197 & -1.1287 & 0.868809 \tabularnewline
29 & -0.076227 & -0.6818 & 0.751331 \tabularnewline
30 & -0.054494 & -0.4874 & 0.686348 \tabularnewline
31 & -0.125113 & -1.119 & 0.866764 \tabularnewline
32 & -0.112403 & -1.0054 & 0.841123 \tabularnewline
33 & -0.05747 & -0.514 & 0.695674 \tabularnewline
34 & -0.221581 & -1.9819 & 0.974536 \tabularnewline
35 & -0.061213 & -0.5475 & 0.707223 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7258&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]0.148089[/C][C]1.3246[/C][C]0.094546[/C][/ROW]
[ROW][C]2[/C][C]-0.128383[/C][C]-1.1483[/C][C]0.872865[/C][/ROW]
[ROW][C]3[/C][C]0.114037[/C][C]1.02[/C][C]0.155407[/C][/ROW]
[ROW][C]4[/C][C]0.021524[/C][C]0.1925[/C][C]0.423912[/C][/ROW]
[ROW][C]5[/C][C]0.088238[/C][C]0.7892[/C][C]0.216157[/C][/ROW]
[ROW][C]6[/C][C]0.183984[/C][C]1.6456[/C][C]0.051884[/C][/ROW]
[ROW][C]7[/C][C]0.073797[/C][C]0.6601[/C][C]0.255556[/C][/ROW]
[ROW][C]8[/C][C]0.055223[/C][C]0.4939[/C][C]0.311355[/C][/ROW]
[ROW][C]9[/C][C]0.05655[/C][C]0.5058[/C][C]0.307195[/C][/ROW]
[ROW][C]10[/C][C]-0.25098[/C][C]-2.2448[/C][C]0.98623[/C][/ROW]
[ROW][C]11[/C][C]0.03005[/C][C]0.2688[/C][C]0.394396[/C][/ROW]
[ROW][C]12[/C][C]0.552338[/C][C]4.9403[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]0.021924[/C][C]0.1961[/C][C]0.422517[/C][/ROW]
[ROW][C]14[/C][C]-0.211737[/C][C]-1.8938[/C][C]0.969069[/C][/ROW]
[ROW][C]15[/C][C]0.040427[/C][C]0.3616[/C][C]0.359305[/C][/ROW]
[ROW][C]16[/C][C]-0.084761[/C][C]-0.7581[/C][C]0.774698[/C][/ROW]
[ROW][C]17[/C][C]-0.028832[/C][C]-0.2579[/C][C]0.601421[/C][/ROW]
[ROW][C]18[/C][C]0.050935[/C][C]0.4556[/C][C]0.324963[/C][/ROW]
[ROW][C]19[/C][C]0.014296[/C][C]0.1279[/C][C]0.449286[/C][/ROW]
[ROW][C]20[/C][C]-0.038909[/C][C]-0.348[/C][C]0.635626[/C][/ROW]
[ROW][C]21[/C][C]0.014639[/C][C]0.1309[/C][C]0.448076[/C][/ROW]
[ROW][C]22[/C][C]-0.279875[/C][C]-2.5033[/C][C]0.99283[/C][/ROW]
[ROW][C]23[/C][C]-0.010126[/C][C]-0.0906[/C][C]0.535968[/C][/ROW]
[ROW][C]24[/C][C]0.408097[/C][C]3.6501[/C][C]0.000233[/C][/ROW]
[ROW][C]25[/C][C]-0.042356[/C][C]-0.3788[/C][C]0.647096[/C][/ROW]
[ROW][C]26[/C][C]-0.17479[/C][C]-1.5634[/C][C]0.939043[/C][/ROW]
[ROW][C]27[/C][C]-0.049931[/C][C]-0.4466[/C][C]0.671812[/C][/ROW]
[ROW][C]28[/C][C]-0.126197[/C][C]-1.1287[/C][C]0.868809[/C][/ROW]
[ROW][C]29[/C][C]-0.076227[/C][C]-0.6818[/C][C]0.751331[/C][/ROW]
[ROW][C]30[/C][C]-0.054494[/C][C]-0.4874[/C][C]0.686348[/C][/ROW]
[ROW][C]31[/C][C]-0.125113[/C][C]-1.119[/C][C]0.866764[/C][/ROW]
[ROW][C]32[/C][C]-0.112403[/C][C]-1.0054[/C][C]0.841123[/C][/ROW]
[ROW][C]33[/C][C]-0.05747[/C][C]-0.514[/C][C]0.695674[/C][/ROW]
[ROW][C]34[/C][C]-0.221581[/C][C]-1.9819[/C][C]0.974536[/C][/ROW]
[ROW][C]35[/C][C]-0.061213[/C][C]-0.5475[/C][C]0.707223[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7258&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7258&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
10.1480891.32460.094546
2-0.128383-1.14830.872865
30.1140371.020.155407
40.0215240.19250.423912
50.0882380.78920.216157
60.1839841.64560.051884
70.0737970.66010.255556
80.0552230.49390.311355
90.056550.50580.307195
10-0.25098-2.24480.98623
110.030050.26880.394396
120.5523384.94032e-06
130.0219240.19610.422517
14-0.211737-1.89380.969069
150.0404270.36160.359305
16-0.084761-0.75810.774698
17-0.028832-0.25790.601421
180.0509350.45560.324963
190.0142960.12790.449286
20-0.038909-0.3480.635626
210.0146390.13090.448076
22-0.279875-2.50330.99283
23-0.010126-0.09060.535968
240.4080973.65010.000233
25-0.042356-0.37880.647096
26-0.17479-1.56340.939043
27-0.049931-0.44660.671812
28-0.126197-1.12870.868809
29-0.076227-0.68180.751331
30-0.054494-0.48740.686348
31-0.125113-1.1190.866764
32-0.112403-1.00540.841123
33-0.05747-0.5140.695674
34-0.221581-1.98190.974536
35-0.061213-0.54750.707223






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1480891.32460.094546
1-0.153684-1.37460.913452
20.1662151.48670.070517
3-0.052621-0.47070.680415
40.1470141.31490.096144
50.1259821.12680.131595
60.0623110.55730.289431
70.0636240.56910.285452
80.018360.16420.434987
9-0.299026-2.67460.995465
100.1162981.04020.15069
110.4765064.2622.7e-05
12-0.146687-1.3120.903365
13-0.194-1.73520.956721
140.0249490.22320.411992
15-0.067873-0.60710.72724
16-0.053422-0.47780.682959
17-0.082429-0.73730.768442
180.0637040.56980.285211
19-0.155449-1.39040.915866
200.089020.79620.214129
21-0.045898-0.41050.658741
220.0809210.72380.235656
230.0802740.7180.237427
24-0.035529-0.31780.624259
25-0.003762-0.03360.513378
26-0.158197-1.4150.91952
27-0.021364-0.19110.575528
28-0.037621-0.33650.63131
29-0.171574-1.53460.935587
30-0.162001-1.4490.924374
31-0.100518-0.89910.81434
320.0273080.24430.40383
330.0874470.78220.218216
34-0.008849-0.07910.531443
35-0.024779-0.22160.587417

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.148089 & 1.3246 & 0.094546 \tabularnewline
1 & -0.153684 & -1.3746 & 0.913452 \tabularnewline
2 & 0.166215 & 1.4867 & 0.070517 \tabularnewline
3 & -0.052621 & -0.4707 & 0.680415 \tabularnewline
4 & 0.147014 & 1.3149 & 0.096144 \tabularnewline
5 & 0.125982 & 1.1268 & 0.131595 \tabularnewline
6 & 0.062311 & 0.5573 & 0.289431 \tabularnewline
7 & 0.063624 & 0.5691 & 0.285452 \tabularnewline
8 & 0.01836 & 0.1642 & 0.434987 \tabularnewline
9 & -0.299026 & -2.6746 & 0.995465 \tabularnewline
10 & 0.116298 & 1.0402 & 0.15069 \tabularnewline
11 & 0.476506 & 4.262 & 2.7e-05 \tabularnewline
12 & -0.146687 & -1.312 & 0.903365 \tabularnewline
13 & -0.194 & -1.7352 & 0.956721 \tabularnewline
14 & 0.024949 & 0.2232 & 0.411992 \tabularnewline
15 & -0.067873 & -0.6071 & 0.72724 \tabularnewline
16 & -0.053422 & -0.4778 & 0.682959 \tabularnewline
17 & -0.082429 & -0.7373 & 0.768442 \tabularnewline
18 & 0.063704 & 0.5698 & 0.285211 \tabularnewline
19 & -0.155449 & -1.3904 & 0.915866 \tabularnewline
20 & 0.08902 & 0.7962 & 0.214129 \tabularnewline
21 & -0.045898 & -0.4105 & 0.658741 \tabularnewline
22 & 0.080921 & 0.7238 & 0.235656 \tabularnewline
23 & 0.080274 & 0.718 & 0.237427 \tabularnewline
24 & -0.035529 & -0.3178 & 0.624259 \tabularnewline
25 & -0.003762 & -0.0336 & 0.513378 \tabularnewline
26 & -0.158197 & -1.415 & 0.91952 \tabularnewline
27 & -0.021364 & -0.1911 & 0.575528 \tabularnewline
28 & -0.037621 & -0.3365 & 0.63131 \tabularnewline
29 & -0.171574 & -1.5346 & 0.935587 \tabularnewline
30 & -0.162001 & -1.449 & 0.924374 \tabularnewline
31 & -0.100518 & -0.8991 & 0.81434 \tabularnewline
32 & 0.027308 & 0.2443 & 0.40383 \tabularnewline
33 & 0.087447 & 0.7822 & 0.218216 \tabularnewline
34 & -0.008849 & -0.0791 & 0.531443 \tabularnewline
35 & -0.024779 & -0.2216 & 0.587417 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7258&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]0.148089[/C][C]1.3246[/C][C]0.094546[/C][/ROW]
[ROW][C]1[/C][C]-0.153684[/C][C]-1.3746[/C][C]0.913452[/C][/ROW]
[ROW][C]2[/C][C]0.166215[/C][C]1.4867[/C][C]0.070517[/C][/ROW]
[ROW][C]3[/C][C]-0.052621[/C][C]-0.4707[/C][C]0.680415[/C][/ROW]
[ROW][C]4[/C][C]0.147014[/C][C]1.3149[/C][C]0.096144[/C][/ROW]
[ROW][C]5[/C][C]0.125982[/C][C]1.1268[/C][C]0.131595[/C][/ROW]
[ROW][C]6[/C][C]0.062311[/C][C]0.5573[/C][C]0.289431[/C][/ROW]
[ROW][C]7[/C][C]0.063624[/C][C]0.5691[/C][C]0.285452[/C][/ROW]
[ROW][C]8[/C][C]0.01836[/C][C]0.1642[/C][C]0.434987[/C][/ROW]
[ROW][C]9[/C][C]-0.299026[/C][C]-2.6746[/C][C]0.995465[/C][/ROW]
[ROW][C]10[/C][C]0.116298[/C][C]1.0402[/C][C]0.15069[/C][/ROW]
[ROW][C]11[/C][C]0.476506[/C][C]4.262[/C][C]2.7e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.146687[/C][C]-1.312[/C][C]0.903365[/C][/ROW]
[ROW][C]13[/C][C]-0.194[/C][C]-1.7352[/C][C]0.956721[/C][/ROW]
[ROW][C]14[/C][C]0.024949[/C][C]0.2232[/C][C]0.411992[/C][/ROW]
[ROW][C]15[/C][C]-0.067873[/C][C]-0.6071[/C][C]0.72724[/C][/ROW]
[ROW][C]16[/C][C]-0.053422[/C][C]-0.4778[/C][C]0.682959[/C][/ROW]
[ROW][C]17[/C][C]-0.082429[/C][C]-0.7373[/C][C]0.768442[/C][/ROW]
[ROW][C]18[/C][C]0.063704[/C][C]0.5698[/C][C]0.285211[/C][/ROW]
[ROW][C]19[/C][C]-0.155449[/C][C]-1.3904[/C][C]0.915866[/C][/ROW]
[ROW][C]20[/C][C]0.08902[/C][C]0.7962[/C][C]0.214129[/C][/ROW]
[ROW][C]21[/C][C]-0.045898[/C][C]-0.4105[/C][C]0.658741[/C][/ROW]
[ROW][C]22[/C][C]0.080921[/C][C]0.7238[/C][C]0.235656[/C][/ROW]
[ROW][C]23[/C][C]0.080274[/C][C]0.718[/C][C]0.237427[/C][/ROW]
[ROW][C]24[/C][C]-0.035529[/C][C]-0.3178[/C][C]0.624259[/C][/ROW]
[ROW][C]25[/C][C]-0.003762[/C][C]-0.0336[/C][C]0.513378[/C][/ROW]
[ROW][C]26[/C][C]-0.158197[/C][C]-1.415[/C][C]0.91952[/C][/ROW]
[ROW][C]27[/C][C]-0.021364[/C][C]-0.1911[/C][C]0.575528[/C][/ROW]
[ROW][C]28[/C][C]-0.037621[/C][C]-0.3365[/C][C]0.63131[/C][/ROW]
[ROW][C]29[/C][C]-0.171574[/C][C]-1.5346[/C][C]0.935587[/C][/ROW]
[ROW][C]30[/C][C]-0.162001[/C][C]-1.449[/C][C]0.924374[/C][/ROW]
[ROW][C]31[/C][C]-0.100518[/C][C]-0.8991[/C][C]0.81434[/C][/ROW]
[ROW][C]32[/C][C]0.027308[/C][C]0.2443[/C][C]0.40383[/C][/ROW]
[ROW][C]33[/C][C]0.087447[/C][C]0.7822[/C][C]0.218216[/C][/ROW]
[ROW][C]34[/C][C]-0.008849[/C][C]-0.0791[/C][C]0.531443[/C][/ROW]
[ROW][C]35[/C][C]-0.024779[/C][C]-0.2216[/C][C]0.587417[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7258&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7258&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
00.1480891.32460.094546
1-0.153684-1.37460.913452
20.1662151.48670.070517
3-0.052621-0.47070.680415
40.1470141.31490.096144
50.1259821.12680.131595
60.0623110.55730.289431
70.0636240.56910.285452
80.018360.16420.434987
9-0.299026-2.67460.995465
100.1162981.04020.15069
110.4765064.2622.7e-05
12-0.146687-1.3120.903365
13-0.194-1.73520.956721
140.0249490.22320.411992
15-0.067873-0.60710.72724
16-0.053422-0.47780.682959
17-0.082429-0.73730.768442
180.0637040.56980.285211
19-0.155449-1.39040.915866
200.089020.79620.214129
21-0.045898-0.41050.658741
220.0809210.72380.235656
230.0802740.7180.237427
24-0.035529-0.31780.624259
25-0.003762-0.03360.513378
26-0.158197-1.4150.91952
27-0.021364-0.19110.575528
28-0.037621-0.33650.63131
29-0.171574-1.53460.935587
30-0.162001-1.4490.924374
31-0.100518-0.89910.81434
320.0273080.24430.40383
330.0874470.78220.218216
34-0.008849-0.07910.531443
35-0.024779-0.22160.587417


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 = 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')