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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 02:47:48 -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/t1196329118l9amjlu2lf1a65h.htm/, Retrieved Fri, 03 May 2024 08:43:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7320, Retrieved Fri, 03 May 2024 08:43:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact241

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] [ws 7 Q2 V] [2007-11-29 09:47:48] [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 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=7320&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=7320&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7320&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
018.18540
1-0.410133-3.35710.999349
2-0.167629-1.37210.912696
30.0989280.80980.210472
40.020230.16560.43449
50.0289240.23680.406785
6-0.013436-0.110.543623
70.0429950.35190.362999
8-0.161405-1.32120.904529
90.0988560.80920.21064
10-0.033716-0.2760.608292
110.0951370.77870.219439
12-0.181926-1.48910.929427
13-0.040136-0.32850.628232
140.1734451.41970.080165
15-0.042048-0.34420.634104
160.0301510.24680.402911
17-0.142371-1.16540.875997
180.0949740.77740.21983
19-0.040538-0.33180.62947
200.0179090.14660.441947
210.0237960.19480.423077
220.0429520.35160.36313
230.0387770.31740.375963
24-0.236479-1.93570.971435
250.1997971.63540.053326
260.0830530.67980.249481
27-0.170203-1.39320.915914
280.0191240.15650.438039
290.1131150.92590.178915
30-0.048272-0.39510.652995
31-0.026089-0.21350.584224
320.0416640.3410.367072
33-0.101719-0.83260.795987
340.0309340.25320.400444
350.0832890.68170.248874

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.1854 & 0 \tabularnewline
1 & -0.410133 & -3.3571 & 0.999349 \tabularnewline
2 & -0.167629 & -1.3721 & 0.912696 \tabularnewline
3 & 0.098928 & 0.8098 & 0.210472 \tabularnewline
4 & 0.02023 & 0.1656 & 0.43449 \tabularnewline
5 & 0.028924 & 0.2368 & 0.406785 \tabularnewline
6 & -0.013436 & -0.11 & 0.543623 \tabularnewline
7 & 0.042995 & 0.3519 & 0.362999 \tabularnewline
8 & -0.161405 & -1.3212 & 0.904529 \tabularnewline
9 & 0.098856 & 0.8092 & 0.21064 \tabularnewline
10 & -0.033716 & -0.276 & 0.608292 \tabularnewline
11 & 0.095137 & 0.7787 & 0.219439 \tabularnewline
12 & -0.181926 & -1.4891 & 0.929427 \tabularnewline
13 & -0.040136 & -0.3285 & 0.628232 \tabularnewline
14 & 0.173445 & 1.4197 & 0.080165 \tabularnewline
15 & -0.042048 & -0.3442 & 0.634104 \tabularnewline
16 & 0.030151 & 0.2468 & 0.402911 \tabularnewline
17 & -0.142371 & -1.1654 & 0.875997 \tabularnewline
18 & 0.094974 & 0.7774 & 0.21983 \tabularnewline
19 & -0.040538 & -0.3318 & 0.62947 \tabularnewline
20 & 0.017909 & 0.1466 & 0.441947 \tabularnewline
21 & 0.023796 & 0.1948 & 0.423077 \tabularnewline
22 & 0.042952 & 0.3516 & 0.36313 \tabularnewline
23 & 0.038777 & 0.3174 & 0.375963 \tabularnewline
24 & -0.236479 & -1.9357 & 0.971435 \tabularnewline
25 & 0.199797 & 1.6354 & 0.053326 \tabularnewline
26 & 0.083053 & 0.6798 & 0.249481 \tabularnewline
27 & -0.170203 & -1.3932 & 0.915914 \tabularnewline
28 & 0.019124 & 0.1565 & 0.438039 \tabularnewline
29 & 0.113115 & 0.9259 & 0.178915 \tabularnewline
30 & -0.048272 & -0.3951 & 0.652995 \tabularnewline
31 & -0.026089 & -0.2135 & 0.584224 \tabularnewline
32 & 0.041664 & 0.341 & 0.367072 \tabularnewline
33 & -0.101719 & -0.8326 & 0.795987 \tabularnewline
34 & 0.030934 & 0.2532 & 0.400444 \tabularnewline
35 & 0.083289 & 0.6817 & 0.248874 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7320&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]-0.410133[/C][C]-3.3571[/C][C]0.999349[/C][/ROW]
[ROW][C]2[/C][C]-0.167629[/C][C]-1.3721[/C][C]0.912696[/C][/ROW]
[ROW][C]3[/C][C]0.098928[/C][C]0.8098[/C][C]0.210472[/C][/ROW]
[ROW][C]4[/C][C]0.02023[/C][C]0.1656[/C][C]0.43449[/C][/ROW]
[ROW][C]5[/C][C]0.028924[/C][C]0.2368[/C][C]0.406785[/C][/ROW]
[ROW][C]6[/C][C]-0.013436[/C][C]-0.11[/C][C]0.543623[/C][/ROW]
[ROW][C]7[/C][C]0.042995[/C][C]0.3519[/C][C]0.362999[/C][/ROW]
[ROW][C]8[/C][C]-0.161405[/C][C]-1.3212[/C][C]0.904529[/C][/ROW]
[ROW][C]9[/C][C]0.098856[/C][C]0.8092[/C][C]0.21064[/C][/ROW]
[ROW][C]10[/C][C]-0.033716[/C][C]-0.276[/C][C]0.608292[/C][/ROW]
[ROW][C]11[/C][C]0.095137[/C][C]0.7787[/C][C]0.219439[/C][/ROW]
[ROW][C]12[/C][C]-0.181926[/C][C]-1.4891[/C][C]0.929427[/C][/ROW]
[ROW][C]13[/C][C]-0.040136[/C][C]-0.3285[/C][C]0.628232[/C][/ROW]
[ROW][C]14[/C][C]0.173445[/C][C]1.4197[/C][C]0.080165[/C][/ROW]
[ROW][C]15[/C][C]-0.042048[/C][C]-0.3442[/C][C]0.634104[/C][/ROW]
[ROW][C]16[/C][C]0.030151[/C][C]0.2468[/C][C]0.402911[/C][/ROW]
[ROW][C]17[/C][C]-0.142371[/C][C]-1.1654[/C][C]0.875997[/C][/ROW]
[ROW][C]18[/C][C]0.094974[/C][C]0.7774[/C][C]0.21983[/C][/ROW]
[ROW][C]19[/C][C]-0.040538[/C][C]-0.3318[/C][C]0.62947[/C][/ROW]
[ROW][C]20[/C][C]0.017909[/C][C]0.1466[/C][C]0.441947[/C][/ROW]
[ROW][C]21[/C][C]0.023796[/C][C]0.1948[/C][C]0.423077[/C][/ROW]
[ROW][C]22[/C][C]0.042952[/C][C]0.3516[/C][C]0.36313[/C][/ROW]
[ROW][C]23[/C][C]0.038777[/C][C]0.3174[/C][C]0.375963[/C][/ROW]
[ROW][C]24[/C][C]-0.236479[/C][C]-1.9357[/C][C]0.971435[/C][/ROW]
[ROW][C]25[/C][C]0.199797[/C][C]1.6354[/C][C]0.053326[/C][/ROW]
[ROW][C]26[/C][C]0.083053[/C][C]0.6798[/C][C]0.249481[/C][/ROW]
[ROW][C]27[/C][C]-0.170203[/C][C]-1.3932[/C][C]0.915914[/C][/ROW]
[ROW][C]28[/C][C]0.019124[/C][C]0.1565[/C][C]0.438039[/C][/ROW]
[ROW][C]29[/C][C]0.113115[/C][C]0.9259[/C][C]0.178915[/C][/ROW]
[ROW][C]30[/C][C]-0.048272[/C][C]-0.3951[/C][C]0.652995[/C][/ROW]
[ROW][C]31[/C][C]-0.026089[/C][C]-0.2135[/C][C]0.584224[/C][/ROW]
[ROW][C]32[/C][C]0.041664[/C][C]0.341[/C][C]0.367072[/C][/ROW]
[ROW][C]33[/C][C]-0.101719[/C][C]-0.8326[/C][C]0.795987[/C][/ROW]
[ROW][C]34[/C][C]0.030934[/C][C]0.2532[/C][C]0.400444[/C][/ROW]
[ROW][C]35[/C][C]0.083289[/C][C]0.6817[/C][C]0.248874[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7320&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7320&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
1-0.410133-3.35710.999349
2-0.167629-1.37210.912696
30.0989280.80980.210472
40.020230.16560.43449
50.0289240.23680.406785
6-0.013436-0.110.543623
70.0429950.35190.362999
8-0.161405-1.32120.904529
90.0988560.80920.21064
10-0.033716-0.2760.608292
110.0951370.77870.219439
12-0.181926-1.48910.929427
13-0.040136-0.32850.628232
140.1734451.41970.080165
15-0.042048-0.34420.634104
160.0301510.24680.402911
17-0.142371-1.16540.875997
180.0949740.77740.21983
19-0.040538-0.33180.62947
200.0179090.14660.441947
210.0237960.19480.423077
220.0429520.35160.36313
230.0387770.31740.375963
24-0.236479-1.93570.971435
250.1997971.63540.053326
260.0830530.67980.249481
27-0.170203-1.39320.915914
280.0191240.15650.438039
290.1131150.92590.178915
30-0.048272-0.39510.652995
31-0.026089-0.21350.584224
320.0416640.3410.367072
33-0.101719-0.83260.795987
340.0309340.25320.400444
350.0832890.68170.248874






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.410133-3.35710.999349
1-0.403753-3.30490.999236
2-0.234377-1.91850.970342
3-0.151803-1.24260.89082
4-0.021811-0.17850.570578
50.0270780.22160.412633
60.1306991.06980.144271
7-0.098052-0.80260.787476
8-0.040584-0.33220.629611
9-0.150961-1.23570.889552
100.0390190.31940.375215
11-0.186921-1.530.934639
12-0.262003-2.14460.982192
13-0.138797-1.13610.870019
14-0.071929-0.58880.721
150.0691430.5660.286655
16-0.071364-0.58410.719455
17-0.020747-0.16980.567168
18-0.12058-0.9870.836401
19-0.192805-1.57820.940382
20-0.215168-1.76120.958618
21-0.05388-0.4410.669692
220.1633461.3370.092865
23-0.140634-1.15110.873116
24-0.130586-1.06890.855523
250.0702860.57530.283503
26-0.05631-0.46090.676823
27-0.081417-0.66640.746286
28-0.032286-0.26430.60381
290.0064090.05250.479158
300.0428250.35050.363519
31-0.026043-0.21320.584079
32-0.071517-0.58540.719875
33-0.052808-0.43220.666526
340.100610.82350.206564
35-0.08142-0.66640.746294

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.410133 & -3.3571 & 0.999349 \tabularnewline
1 & -0.403753 & -3.3049 & 0.999236 \tabularnewline
2 & -0.234377 & -1.9185 & 0.970342 \tabularnewline
3 & -0.151803 & -1.2426 & 0.89082 \tabularnewline
4 & -0.021811 & -0.1785 & 0.570578 \tabularnewline
5 & 0.027078 & 0.2216 & 0.412633 \tabularnewline
6 & 0.130699 & 1.0698 & 0.144271 \tabularnewline
7 & -0.098052 & -0.8026 & 0.787476 \tabularnewline
8 & -0.040584 & -0.3322 & 0.629611 \tabularnewline
9 & -0.150961 & -1.2357 & 0.889552 \tabularnewline
10 & 0.039019 & 0.3194 & 0.375215 \tabularnewline
11 & -0.186921 & -1.53 & 0.934639 \tabularnewline
12 & -0.262003 & -2.1446 & 0.982192 \tabularnewline
13 & -0.138797 & -1.1361 & 0.870019 \tabularnewline
14 & -0.071929 & -0.5888 & 0.721 \tabularnewline
15 & 0.069143 & 0.566 & 0.286655 \tabularnewline
16 & -0.071364 & -0.5841 & 0.719455 \tabularnewline
17 & -0.020747 & -0.1698 & 0.567168 \tabularnewline
18 & -0.12058 & -0.987 & 0.836401 \tabularnewline
19 & -0.192805 & -1.5782 & 0.940382 \tabularnewline
20 & -0.215168 & -1.7612 & 0.958618 \tabularnewline
21 & -0.05388 & -0.441 & 0.669692 \tabularnewline
22 & 0.163346 & 1.337 & 0.092865 \tabularnewline
23 & -0.140634 & -1.1511 & 0.873116 \tabularnewline
24 & -0.130586 & -1.0689 & 0.855523 \tabularnewline
25 & 0.070286 & 0.5753 & 0.283503 \tabularnewline
26 & -0.05631 & -0.4609 & 0.676823 \tabularnewline
27 & -0.081417 & -0.6664 & 0.746286 \tabularnewline
28 & -0.032286 & -0.2643 & 0.60381 \tabularnewline
29 & 0.006409 & 0.0525 & 0.479158 \tabularnewline
30 & 0.042825 & 0.3505 & 0.363519 \tabularnewline
31 & -0.026043 & -0.2132 & 0.584079 \tabularnewline
32 & -0.071517 & -0.5854 & 0.719875 \tabularnewline
33 & -0.052808 & -0.4322 & 0.666526 \tabularnewline
34 & 0.10061 & 0.8235 & 0.206564 \tabularnewline
35 & -0.08142 & -0.6664 & 0.746294 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7320&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]-0.410133[/C][C]-3.3571[/C][C]0.999349[/C][/ROW]
[ROW][C]1[/C][C]-0.403753[/C][C]-3.3049[/C][C]0.999236[/C][/ROW]
[ROW][C]2[/C][C]-0.234377[/C][C]-1.9185[/C][C]0.970342[/C][/ROW]
[ROW][C]3[/C][C]-0.151803[/C][C]-1.2426[/C][C]0.89082[/C][/ROW]
[ROW][C]4[/C][C]-0.021811[/C][C]-0.1785[/C][C]0.570578[/C][/ROW]
[ROW][C]5[/C][C]0.027078[/C][C]0.2216[/C][C]0.412633[/C][/ROW]
[ROW][C]6[/C][C]0.130699[/C][C]1.0698[/C][C]0.144271[/C][/ROW]
[ROW][C]7[/C][C]-0.098052[/C][C]-0.8026[/C][C]0.787476[/C][/ROW]
[ROW][C]8[/C][C]-0.040584[/C][C]-0.3322[/C][C]0.629611[/C][/ROW]
[ROW][C]9[/C][C]-0.150961[/C][C]-1.2357[/C][C]0.889552[/C][/ROW]
[ROW][C]10[/C][C]0.039019[/C][C]0.3194[/C][C]0.375215[/C][/ROW]
[ROW][C]11[/C][C]-0.186921[/C][C]-1.53[/C][C]0.934639[/C][/ROW]
[ROW][C]12[/C][C]-0.262003[/C][C]-2.1446[/C][C]0.982192[/C][/ROW]
[ROW][C]13[/C][C]-0.138797[/C][C]-1.1361[/C][C]0.870019[/C][/ROW]
[ROW][C]14[/C][C]-0.071929[/C][C]-0.5888[/C][C]0.721[/C][/ROW]
[ROW][C]15[/C][C]0.069143[/C][C]0.566[/C][C]0.286655[/C][/ROW]
[ROW][C]16[/C][C]-0.071364[/C][C]-0.5841[/C][C]0.719455[/C][/ROW]
[ROW][C]17[/C][C]-0.020747[/C][C]-0.1698[/C][C]0.567168[/C][/ROW]
[ROW][C]18[/C][C]-0.12058[/C][C]-0.987[/C][C]0.836401[/C][/ROW]
[ROW][C]19[/C][C]-0.192805[/C][C]-1.5782[/C][C]0.940382[/C][/ROW]
[ROW][C]20[/C][C]-0.215168[/C][C]-1.7612[/C][C]0.958618[/C][/ROW]
[ROW][C]21[/C][C]-0.05388[/C][C]-0.441[/C][C]0.669692[/C][/ROW]
[ROW][C]22[/C][C]0.163346[/C][C]1.337[/C][C]0.092865[/C][/ROW]
[ROW][C]23[/C][C]-0.140634[/C][C]-1.1511[/C][C]0.873116[/C][/ROW]
[ROW][C]24[/C][C]-0.130586[/C][C]-1.0689[/C][C]0.855523[/C][/ROW]
[ROW][C]25[/C][C]0.070286[/C][C]0.5753[/C][C]0.283503[/C][/ROW]
[ROW][C]26[/C][C]-0.05631[/C][C]-0.4609[/C][C]0.676823[/C][/ROW]
[ROW][C]27[/C][C]-0.081417[/C][C]-0.6664[/C][C]0.746286[/C][/ROW]
[ROW][C]28[/C][C]-0.032286[/C][C]-0.2643[/C][C]0.60381[/C][/ROW]
[ROW][C]29[/C][C]0.006409[/C][C]0.0525[/C][C]0.479158[/C][/ROW]
[ROW][C]30[/C][C]0.042825[/C][C]0.3505[/C][C]0.363519[/C][/ROW]
[ROW][C]31[/C][C]-0.026043[/C][C]-0.2132[/C][C]0.584079[/C][/ROW]
[ROW][C]32[/C][C]-0.071517[/C][C]-0.5854[/C][C]0.719875[/C][/ROW]
[ROW][C]33[/C][C]-0.052808[/C][C]-0.4322[/C][C]0.666526[/C][/ROW]
[ROW][C]34[/C][C]0.10061[/C][C]0.8235[/C][C]0.206564[/C][/ROW]
[ROW][C]35[/C][C]-0.08142[/C][C]-0.6664[/C][C]0.746294[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7320&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7320&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
0-0.410133-3.35710.999349
1-0.403753-3.30490.999236
2-0.234377-1.91850.970342
3-0.151803-1.24260.89082
4-0.021811-0.17850.570578
50.0270780.22160.412633
60.1306991.06980.144271
7-0.098052-0.80260.787476
8-0.040584-0.33220.629611
9-0.150961-1.23570.889552
100.0390190.31940.375215
11-0.186921-1.530.934639
12-0.262003-2.14460.982192
13-0.138797-1.13610.870019
14-0.071929-0.58880.721
150.0691430.5660.286655
16-0.071364-0.58410.719455
17-0.020747-0.16980.567168
18-0.12058-0.9870.836401
19-0.192805-1.57820.940382
20-0.215168-1.76120.958618
21-0.05388-0.4410.669692
220.1633461.3370.092865
23-0.140634-1.15110.873116
24-0.130586-1.06890.855523
250.0702860.57530.283503
26-0.05631-0.46090.676823
27-0.081417-0.66640.746286
28-0.032286-0.26430.60381
290.0064090.05250.479158
300.0428250.35050.363519
31-0.026043-0.21320.584079
32-0.071517-0.58540.719875
33-0.052808-0.43220.666526
340.100610.82350.206564
35-0.08142-0.66640.746294


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1.2 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1.2 ; 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')