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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 computationThu, 29 Nov 2007 02:12:54 -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/29/t1196326963tjct2kp15ivhee1.htm/, Retrieved Fri, 03 May 2024 08:48:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7293, Retrieved Fri, 03 May 2024 08:48:53 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact127

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 R] [2007-11-29 09:12:54] [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 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=7293&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=7293&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7293&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
018.24620
10.3435772.83320.00303
20.3454972.8490.002898
30.3750843.0930.001437
40.1877871.54850.063069
50.2980052.45740.008275
60.185731.53160.065135
7-0.026847-0.22140.587273
80.0579770.47810.31706
90.0095860.0790.468614
10-0.066076-0.54490.70619
11-0.075615-0.62350.732492
12-0.188189-1.55180.937329
13-0.079503-0.65560.742853
14-0.006826-0.05630.52236
15-0.030768-0.25370.59976
16-0.094702-0.78090.781223
170.0558260.46040.323366
180.0685180.5650.286963
190.0962880.7940.214974
200.1203940.99280.162165
210.1229181.01360.157181
220.0017070.01410.494407
230.1699311.40130.082837
24-0.019492-0.16070.56361
250.0172040.14190.443802
260.1086050.89560.186819
27-0.050237-0.41430.660009
280.0151770.12520.450385
29-0.045137-0.37220.644552
30-0.122261-1.00820.841532
31-0.109969-0.90680.816149
320.0020050.01650.493429
33-0.12379-1.02080.844516
34-0.014198-0.11710.546429
350.0022310.01840.492688

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.2462 & 0 \tabularnewline
1 & 0.343577 & 2.8332 & 0.00303 \tabularnewline
2 & 0.345497 & 2.849 & 0.002898 \tabularnewline
3 & 0.375084 & 3.093 & 0.001437 \tabularnewline
4 & 0.187787 & 1.5485 & 0.063069 \tabularnewline
5 & 0.298005 & 2.4574 & 0.008275 \tabularnewline
6 & 0.18573 & 1.5316 & 0.065135 \tabularnewline
7 & -0.026847 & -0.2214 & 0.587273 \tabularnewline
8 & 0.057977 & 0.4781 & 0.31706 \tabularnewline
9 & 0.009586 & 0.079 & 0.468614 \tabularnewline
10 & -0.066076 & -0.5449 & 0.70619 \tabularnewline
11 & -0.075615 & -0.6235 & 0.732492 \tabularnewline
12 & -0.188189 & -1.5518 & 0.937329 \tabularnewline
13 & -0.079503 & -0.6556 & 0.742853 \tabularnewline
14 & -0.006826 & -0.0563 & 0.52236 \tabularnewline
15 & -0.030768 & -0.2537 & 0.59976 \tabularnewline
16 & -0.094702 & -0.7809 & 0.781223 \tabularnewline
17 & 0.055826 & 0.4604 & 0.323366 \tabularnewline
18 & 0.068518 & 0.565 & 0.286963 \tabularnewline
19 & 0.096288 & 0.794 & 0.214974 \tabularnewline
20 & 0.120394 & 0.9928 & 0.162165 \tabularnewline
21 & 0.122918 & 1.0136 & 0.157181 \tabularnewline
22 & 0.001707 & 0.0141 & 0.494407 \tabularnewline
23 & 0.169931 & 1.4013 & 0.082837 \tabularnewline
24 & -0.019492 & -0.1607 & 0.56361 \tabularnewline
25 & 0.017204 & 0.1419 & 0.443802 \tabularnewline
26 & 0.108605 & 0.8956 & 0.186819 \tabularnewline
27 & -0.050237 & -0.4143 & 0.660009 \tabularnewline
28 & 0.015177 & 0.1252 & 0.450385 \tabularnewline
29 & -0.045137 & -0.3722 & 0.644552 \tabularnewline
30 & -0.122261 & -1.0082 & 0.841532 \tabularnewline
31 & -0.109969 & -0.9068 & 0.816149 \tabularnewline
32 & 0.002005 & 0.0165 & 0.493429 \tabularnewline
33 & -0.12379 & -1.0208 & 0.844516 \tabularnewline
34 & -0.014198 & -0.1171 & 0.546429 \tabularnewline
35 & 0.002231 & 0.0184 & 0.492688 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7293&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]8.2462[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.343577[/C][C]2.8332[/C][C]0.00303[/C][/ROW]
[ROW][C]2[/C][C]0.345497[/C][C]2.849[/C][C]0.002898[/C][/ROW]
[ROW][C]3[/C][C]0.375084[/C][C]3.093[/C][C]0.001437[/C][/ROW]
[ROW][C]4[/C][C]0.187787[/C][C]1.5485[/C][C]0.063069[/C][/ROW]
[ROW][C]5[/C][C]0.298005[/C][C]2.4574[/C][C]0.008275[/C][/ROW]
[ROW][C]6[/C][C]0.18573[/C][C]1.5316[/C][C]0.065135[/C][/ROW]
[ROW][C]7[/C][C]-0.026847[/C][C]-0.2214[/C][C]0.587273[/C][/ROW]
[ROW][C]8[/C][C]0.057977[/C][C]0.4781[/C][C]0.31706[/C][/ROW]
[ROW][C]9[/C][C]0.009586[/C][C]0.079[/C][C]0.468614[/C][/ROW]
[ROW][C]10[/C][C]-0.066076[/C][C]-0.5449[/C][C]0.70619[/C][/ROW]
[ROW][C]11[/C][C]-0.075615[/C][C]-0.6235[/C][C]0.732492[/C][/ROW]
[ROW][C]12[/C][C]-0.188189[/C][C]-1.5518[/C][C]0.937329[/C][/ROW]
[ROW][C]13[/C][C]-0.079503[/C][C]-0.6556[/C][C]0.742853[/C][/ROW]
[ROW][C]14[/C][C]-0.006826[/C][C]-0.0563[/C][C]0.52236[/C][/ROW]
[ROW][C]15[/C][C]-0.030768[/C][C]-0.2537[/C][C]0.59976[/C][/ROW]
[ROW][C]16[/C][C]-0.094702[/C][C]-0.7809[/C][C]0.781223[/C][/ROW]
[ROW][C]17[/C][C]0.055826[/C][C]0.4604[/C][C]0.323366[/C][/ROW]
[ROW][C]18[/C][C]0.068518[/C][C]0.565[/C][C]0.286963[/C][/ROW]
[ROW][C]19[/C][C]0.096288[/C][C]0.794[/C][C]0.214974[/C][/ROW]
[ROW][C]20[/C][C]0.120394[/C][C]0.9928[/C][C]0.162165[/C][/ROW]
[ROW][C]21[/C][C]0.122918[/C][C]1.0136[/C][C]0.157181[/C][/ROW]
[ROW][C]22[/C][C]0.001707[/C][C]0.0141[/C][C]0.494407[/C][/ROW]
[ROW][C]23[/C][C]0.169931[/C][C]1.4013[/C][C]0.082837[/C][/ROW]
[ROW][C]24[/C][C]-0.019492[/C][C]-0.1607[/C][C]0.56361[/C][/ROW]
[ROW][C]25[/C][C]0.017204[/C][C]0.1419[/C][C]0.443802[/C][/ROW]
[ROW][C]26[/C][C]0.108605[/C][C]0.8956[/C][C]0.186819[/C][/ROW]
[ROW][C]27[/C][C]-0.050237[/C][C]-0.4143[/C][C]0.660009[/C][/ROW]
[ROW][C]28[/C][C]0.015177[/C][C]0.1252[/C][C]0.450385[/C][/ROW]
[ROW][C]29[/C][C]-0.045137[/C][C]-0.3722[/C][C]0.644552[/C][/ROW]
[ROW][C]30[/C][C]-0.122261[/C][C]-1.0082[/C][C]0.841532[/C][/ROW]
[ROW][C]31[/C][C]-0.109969[/C][C]-0.9068[/C][C]0.816149[/C][/ROW]
[ROW][C]32[/C][C]0.002005[/C][C]0.0165[/C][C]0.493429[/C][/ROW]
[ROW][C]33[/C][C]-0.12379[/C][C]-1.0208[/C][C]0.844516[/C][/ROW]
[ROW][C]34[/C][C]-0.014198[/C][C]-0.1171[/C][C]0.546429[/C][/ROW]
[ROW][C]35[/C][C]0.002231[/C][C]0.0184[/C][C]0.492688[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7293&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7293&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
018.24620
10.3435772.83320.00303
20.3454972.8490.002898
30.3750843.0930.001437
40.1877871.54850.063069
50.2980052.45740.008275
60.185731.53160.065135
7-0.026847-0.22140.587273
80.0579770.47810.31706
90.0095860.0790.468614
10-0.066076-0.54490.70619
11-0.075615-0.62350.732492
12-0.188189-1.55180.937329
13-0.079503-0.65560.742853
14-0.006826-0.05630.52236
15-0.030768-0.25370.59976
16-0.094702-0.78090.781223
170.0558260.46040.323366
180.0685180.5650.286963
190.0962880.7940.214974
200.1203940.99280.162165
210.1229181.01360.157181
220.0017070.01410.494407
230.1699311.40130.082837
24-0.019492-0.16070.56361
250.0172040.14190.443802
260.1086050.89560.186819
27-0.050237-0.41430.660009
280.0151770.12520.450385
29-0.045137-0.37220.644552
30-0.122261-1.00820.841532
31-0.109969-0.90680.816149
320.0020050.01650.493429
33-0.12379-1.02080.844516
34-0.014198-0.11710.546429
350.0022310.01840.492688






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3435772.83320.00303
10.2578962.12670.01854
20.2409651.9870.025474
3-0.045397-0.37430.645345
40.1447591.19370.118369
5-0.019936-0.16440.565046
6-0.232851-1.92010.970482
7-0.046186-0.38090.647752
80.0148780.12270.451358
9-0.054411-0.44870.672456
10-0.086357-0.71210.760586
11-0.097538-0.80430.787992
120.1002490.82670.205656
130.1191560.98260.164646
140.0788570.65030.258853
15-0.098099-0.80890.789316
160.1583451.30570.09802
170.0879420.72520.235413
18-0.009179-0.07570.530058
19-0.021473-0.17710.57001
200.0999080.82390.206449
21-0.204082-1.68290.95151
220.0272870.2250.41132
23-0.180078-1.4850.928912
240.0641980.52940.29913
250.104720.86350.195437
26-0.016491-0.1360.553884
27-0.036248-0.29890.617039
280.0011690.00960.49617
290.0116450.0960.46189
30-0.146434-1.20750.884294
310.1543081.27250.103773
32-0.003364-0.02770.511024
330.0180220.14860.44115
340.0502030.4140.340095
35-0.062334-0.5140.695547

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.343577 & 2.8332 & 0.00303 \tabularnewline
1 & 0.257896 & 2.1267 & 0.01854 \tabularnewline
2 & 0.240965 & 1.987 & 0.025474 \tabularnewline
3 & -0.045397 & -0.3743 & 0.645345 \tabularnewline
4 & 0.144759 & 1.1937 & 0.118369 \tabularnewline
5 & -0.019936 & -0.1644 & 0.565046 \tabularnewline
6 & -0.232851 & -1.9201 & 0.970482 \tabularnewline
7 & -0.046186 & -0.3809 & 0.647752 \tabularnewline
8 & 0.014878 & 0.1227 & 0.451358 \tabularnewline
9 & -0.054411 & -0.4487 & 0.672456 \tabularnewline
10 & -0.086357 & -0.7121 & 0.760586 \tabularnewline
11 & -0.097538 & -0.8043 & 0.787992 \tabularnewline
12 & 0.100249 & 0.8267 & 0.205656 \tabularnewline
13 & 0.119156 & 0.9826 & 0.164646 \tabularnewline
14 & 0.078857 & 0.6503 & 0.258853 \tabularnewline
15 & -0.098099 & -0.8089 & 0.789316 \tabularnewline
16 & 0.158345 & 1.3057 & 0.09802 \tabularnewline
17 & 0.087942 & 0.7252 & 0.235413 \tabularnewline
18 & -0.009179 & -0.0757 & 0.530058 \tabularnewline
19 & -0.021473 & -0.1771 & 0.57001 \tabularnewline
20 & 0.099908 & 0.8239 & 0.206449 \tabularnewline
21 & -0.204082 & -1.6829 & 0.95151 \tabularnewline
22 & 0.027287 & 0.225 & 0.41132 \tabularnewline
23 & -0.180078 & -1.485 & 0.928912 \tabularnewline
24 & 0.064198 & 0.5294 & 0.29913 \tabularnewline
25 & 0.10472 & 0.8635 & 0.195437 \tabularnewline
26 & -0.016491 & -0.136 & 0.553884 \tabularnewline
27 & -0.036248 & -0.2989 & 0.617039 \tabularnewline
28 & 0.001169 & 0.0096 & 0.49617 \tabularnewline
29 & 0.011645 & 0.096 & 0.46189 \tabularnewline
30 & -0.146434 & -1.2075 & 0.884294 \tabularnewline
31 & 0.154308 & 1.2725 & 0.103773 \tabularnewline
32 & -0.003364 & -0.0277 & 0.511024 \tabularnewline
33 & 0.018022 & 0.1486 & 0.44115 \tabularnewline
34 & 0.050203 & 0.414 & 0.340095 \tabularnewline
35 & -0.062334 & -0.514 & 0.695547 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7293&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]0.343577[/C][C]2.8332[/C][C]0.00303[/C][/ROW]
[ROW][C]1[/C][C]0.257896[/C][C]2.1267[/C][C]0.01854[/C][/ROW]
[ROW][C]2[/C][C]0.240965[/C][C]1.987[/C][C]0.025474[/C][/ROW]
[ROW][C]3[/C][C]-0.045397[/C][C]-0.3743[/C][C]0.645345[/C][/ROW]
[ROW][C]4[/C][C]0.144759[/C][C]1.1937[/C][C]0.118369[/C][/ROW]
[ROW][C]5[/C][C]-0.019936[/C][C]-0.1644[/C][C]0.565046[/C][/ROW]
[ROW][C]6[/C][C]-0.232851[/C][C]-1.9201[/C][C]0.970482[/C][/ROW]
[ROW][C]7[/C][C]-0.046186[/C][C]-0.3809[/C][C]0.647752[/C][/ROW]
[ROW][C]8[/C][C]0.014878[/C][C]0.1227[/C][C]0.451358[/C][/ROW]
[ROW][C]9[/C][C]-0.054411[/C][C]-0.4487[/C][C]0.672456[/C][/ROW]
[ROW][C]10[/C][C]-0.086357[/C][C]-0.7121[/C][C]0.760586[/C][/ROW]
[ROW][C]11[/C][C]-0.097538[/C][C]-0.8043[/C][C]0.787992[/C][/ROW]
[ROW][C]12[/C][C]0.100249[/C][C]0.8267[/C][C]0.205656[/C][/ROW]
[ROW][C]13[/C][C]0.119156[/C][C]0.9826[/C][C]0.164646[/C][/ROW]
[ROW][C]14[/C][C]0.078857[/C][C]0.6503[/C][C]0.258853[/C][/ROW]
[ROW][C]15[/C][C]-0.098099[/C][C]-0.8089[/C][C]0.789316[/C][/ROW]
[ROW][C]16[/C][C]0.158345[/C][C]1.3057[/C][C]0.09802[/C][/ROW]
[ROW][C]17[/C][C]0.087942[/C][C]0.7252[/C][C]0.235413[/C][/ROW]
[ROW][C]18[/C][C]-0.009179[/C][C]-0.0757[/C][C]0.530058[/C][/ROW]
[ROW][C]19[/C][C]-0.021473[/C][C]-0.1771[/C][C]0.57001[/C][/ROW]
[ROW][C]20[/C][C]0.099908[/C][C]0.8239[/C][C]0.206449[/C][/ROW]
[ROW][C]21[/C][C]-0.204082[/C][C]-1.6829[/C][C]0.95151[/C][/ROW]
[ROW][C]22[/C][C]0.027287[/C][C]0.225[/C][C]0.41132[/C][/ROW]
[ROW][C]23[/C][C]-0.180078[/C][C]-1.485[/C][C]0.928912[/C][/ROW]
[ROW][C]24[/C][C]0.064198[/C][C]0.5294[/C][C]0.29913[/C][/ROW]
[ROW][C]25[/C][C]0.10472[/C][C]0.8635[/C][C]0.195437[/C][/ROW]
[ROW][C]26[/C][C]-0.016491[/C][C]-0.136[/C][C]0.553884[/C][/ROW]
[ROW][C]27[/C][C]-0.036248[/C][C]-0.2989[/C][C]0.617039[/C][/ROW]
[ROW][C]28[/C][C]0.001169[/C][C]0.0096[/C][C]0.49617[/C][/ROW]
[ROW][C]29[/C][C]0.011645[/C][C]0.096[/C][C]0.46189[/C][/ROW]
[ROW][C]30[/C][C]-0.146434[/C][C]-1.2075[/C][C]0.884294[/C][/ROW]
[ROW][C]31[/C][C]0.154308[/C][C]1.2725[/C][C]0.103773[/C][/ROW]
[ROW][C]32[/C][C]-0.003364[/C][C]-0.0277[/C][C]0.511024[/C][/ROW]
[ROW][C]33[/C][C]0.018022[/C][C]0.1486[/C][C]0.44115[/C][/ROW]
[ROW][C]34[/C][C]0.050203[/C][C]0.414[/C][C]0.340095[/C][/ROW]
[ROW][C]35[/C][C]-0.062334[/C][C]-0.514[/C][C]0.695547[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7293&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7293&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
00.3435772.83320.00303
10.2578962.12670.01854
20.2409651.9870.025474
3-0.045397-0.37430.645345
40.1447591.19370.118369
5-0.019936-0.16440.565046
6-0.232851-1.92010.970482
7-0.046186-0.38090.647752
80.0148780.12270.451358
9-0.054411-0.44870.672456
10-0.086357-0.71210.760586
11-0.097538-0.80430.787992
120.1002490.82670.205656
130.1191560.98260.164646
140.0788570.65030.258853
15-0.098099-0.80890.789316
160.1583451.30570.09802
170.0879420.72520.235413
18-0.009179-0.07570.530058
19-0.021473-0.17710.57001
200.0999080.82390.206449
21-0.204082-1.68290.95151
220.0272870.2250.41132
23-0.180078-1.4850.928912
240.0641980.52940.29913
250.104720.86350.195437
26-0.016491-0.1360.553884
27-0.036248-0.29890.617039
280.0011690.00960.49617
290.0116450.0960.46189
30-0.146434-1.20750.884294
310.1543081.27250.103773
32-0.003364-0.02770.511024
330.0180220.14860.44115
340.0502030.4140.340095
35-0.062334-0.5140.695547


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = -1.7 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = -1.7 ; par3 = 0 ; 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')