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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 03:01:04 -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/t1196329841f9w2bhrd3acalai.htm/, Retrieved Fri, 03 May 2024 07:14:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7342, Retrieved Fri, 03 May 2024 07:14:53 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact205

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 T] [2007-11-29 10:01:04] [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 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=7342&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=7342&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7342&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
10.2141371.76580.040958
20.3902373.2180.000989
30.1223731.00910.158249
40.1509111.24440.108804
50.2700462.22690.014636
60.1945831.60460.056611
70.0069430.05720.477257
80.1332891.09910.137795
90.0827670.68250.248615
10-0.046199-0.3810.647794
110.0359410.29640.383922
12-0.388276-3.20180.998961
130.0031760.02620.48959
14-0.143006-1.17930.878798
150.0228630.18850.425512
16-0.067112-0.55340.709105
17-0.099437-0.820.792453
18-0.035315-0.29120.614114
190.0265950.21930.413533
20-0.063697-0.52530.699445
21-0.002837-0.02340.509297
22-0.135607-1.11820.866302
23-0.027448-0.22630.589193
240.0613720.50610.307216
25-0.069814-0.57570.716642
260.0804070.66310.254769
27-0.05523-0.45540.674877
280.0074240.06120.475681
29-0.014601-0.12040.547742
30-0.097873-0.80710.788784
31-0.164034-1.35270.909677
32-0.013898-0.11460.545452
33-0.079183-0.6530.742009
340.1009720.83260.203981
35-0.016924-0.13960.55529

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.2462 & 0 \tabularnewline
1 & 0.214137 & 1.7658 & 0.040958 \tabularnewline
2 & 0.390237 & 3.218 & 0.000989 \tabularnewline
3 & 0.122373 & 1.0091 & 0.158249 \tabularnewline
4 & 0.150911 & 1.2444 & 0.108804 \tabularnewline
5 & 0.270046 & 2.2269 & 0.014636 \tabularnewline
6 & 0.194583 & 1.6046 & 0.056611 \tabularnewline
7 & 0.006943 & 0.0572 & 0.477257 \tabularnewline
8 & 0.133289 & 1.0991 & 0.137795 \tabularnewline
9 & 0.082767 & 0.6825 & 0.248615 \tabularnewline
10 & -0.046199 & -0.381 & 0.647794 \tabularnewline
11 & 0.035941 & 0.2964 & 0.383922 \tabularnewline
12 & -0.388276 & -3.2018 & 0.998961 \tabularnewline
13 & 0.003176 & 0.0262 & 0.48959 \tabularnewline
14 & -0.143006 & -1.1793 & 0.878798 \tabularnewline
15 & 0.022863 & 0.1885 & 0.425512 \tabularnewline
16 & -0.067112 & -0.5534 & 0.709105 \tabularnewline
17 & -0.099437 & -0.82 & 0.792453 \tabularnewline
18 & -0.035315 & -0.2912 & 0.614114 \tabularnewline
19 & 0.026595 & 0.2193 & 0.413533 \tabularnewline
20 & -0.063697 & -0.5253 & 0.699445 \tabularnewline
21 & -0.002837 & -0.0234 & 0.509297 \tabularnewline
22 & -0.135607 & -1.1182 & 0.866302 \tabularnewline
23 & -0.027448 & -0.2263 & 0.589193 \tabularnewline
24 & 0.061372 & 0.5061 & 0.307216 \tabularnewline
25 & -0.069814 & -0.5757 & 0.716642 \tabularnewline
26 & 0.080407 & 0.6631 & 0.254769 \tabularnewline
27 & -0.05523 & -0.4554 & 0.674877 \tabularnewline
28 & 0.007424 & 0.0612 & 0.475681 \tabularnewline
29 & -0.014601 & -0.1204 & 0.547742 \tabularnewline
30 & -0.097873 & -0.8071 & 0.788784 \tabularnewline
31 & -0.164034 & -1.3527 & 0.909677 \tabularnewline
32 & -0.013898 & -0.1146 & 0.545452 \tabularnewline
33 & -0.079183 & -0.653 & 0.742009 \tabularnewline
34 & 0.100972 & 0.8326 & 0.203981 \tabularnewline
35 & -0.016924 & -0.1396 & 0.55529 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7342&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]0.214137[/C][C]1.7658[/C][C]0.040958[/C][/ROW]
[ROW][C]2[/C][C]0.390237[/C][C]3.218[/C][C]0.000989[/C][/ROW]
[ROW][C]3[/C][C]0.122373[/C][C]1.0091[/C][C]0.158249[/C][/ROW]
[ROW][C]4[/C][C]0.150911[/C][C]1.2444[/C][C]0.108804[/C][/ROW]
[ROW][C]5[/C][C]0.270046[/C][C]2.2269[/C][C]0.014636[/C][/ROW]
[ROW][C]6[/C][C]0.194583[/C][C]1.6046[/C][C]0.056611[/C][/ROW]
[ROW][C]7[/C][C]0.006943[/C][C]0.0572[/C][C]0.477257[/C][/ROW]
[ROW][C]8[/C][C]0.133289[/C][C]1.0991[/C][C]0.137795[/C][/ROW]
[ROW][C]9[/C][C]0.082767[/C][C]0.6825[/C][C]0.248615[/C][/ROW]
[ROW][C]10[/C][C]-0.046199[/C][C]-0.381[/C][C]0.647794[/C][/ROW]
[ROW][C]11[/C][C]0.035941[/C][C]0.2964[/C][C]0.383922[/C][/ROW]
[ROW][C]12[/C][C]-0.388276[/C][C]-3.2018[/C][C]0.998961[/C][/ROW]
[ROW][C]13[/C][C]0.003176[/C][C]0.0262[/C][C]0.48959[/C][/ROW]
[ROW][C]14[/C][C]-0.143006[/C][C]-1.1793[/C][C]0.878798[/C][/ROW]
[ROW][C]15[/C][C]0.022863[/C][C]0.1885[/C][C]0.425512[/C][/ROW]
[ROW][C]16[/C][C]-0.067112[/C][C]-0.5534[/C][C]0.709105[/C][/ROW]
[ROW][C]17[/C][C]-0.099437[/C][C]-0.82[/C][C]0.792453[/C][/ROW]
[ROW][C]18[/C][C]-0.035315[/C][C]-0.2912[/C][C]0.614114[/C][/ROW]
[ROW][C]19[/C][C]0.026595[/C][C]0.2193[/C][C]0.413533[/C][/ROW]
[ROW][C]20[/C][C]-0.063697[/C][C]-0.5253[/C][C]0.699445[/C][/ROW]
[ROW][C]21[/C][C]-0.002837[/C][C]-0.0234[/C][C]0.509297[/C][/ROW]
[ROW][C]22[/C][C]-0.135607[/C][C]-1.1182[/C][C]0.866302[/C][/ROW]
[ROW][C]23[/C][C]-0.027448[/C][C]-0.2263[/C][C]0.589193[/C][/ROW]
[ROW][C]24[/C][C]0.061372[/C][C]0.5061[/C][C]0.307216[/C][/ROW]
[ROW][C]25[/C][C]-0.069814[/C][C]-0.5757[/C][C]0.716642[/C][/ROW]
[ROW][C]26[/C][C]0.080407[/C][C]0.6631[/C][C]0.254769[/C][/ROW]
[ROW][C]27[/C][C]-0.05523[/C][C]-0.4554[/C][C]0.674877[/C][/ROW]
[ROW][C]28[/C][C]0.007424[/C][C]0.0612[/C][C]0.475681[/C][/ROW]
[ROW][C]29[/C][C]-0.014601[/C][C]-0.1204[/C][C]0.547742[/C][/ROW]
[ROW][C]30[/C][C]-0.097873[/C][C]-0.8071[/C][C]0.788784[/C][/ROW]
[ROW][C]31[/C][C]-0.164034[/C][C]-1.3527[/C][C]0.909677[/C][/ROW]
[ROW][C]32[/C][C]-0.013898[/C][C]-0.1146[/C][C]0.545452[/C][/ROW]
[ROW][C]33[/C][C]-0.079183[/C][C]-0.653[/C][C]0.742009[/C][/ROW]
[ROW][C]34[/C][C]0.100972[/C][C]0.8326[/C][C]0.203981[/C][/ROW]
[ROW][C]35[/C][C]-0.016924[/C][C]-0.1396[/C][C]0.55529[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7342&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7342&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
10.2141371.76580.040958
20.3902373.2180.000989
30.1223731.00910.158249
40.1509111.24440.108804
50.2700462.22690.014636
60.1945831.60460.056611
70.0069430.05720.477257
80.1332891.09910.137795
90.0827670.68250.248615
10-0.046199-0.3810.647794
110.0359410.29640.383922
12-0.388276-3.20180.998961
130.0031760.02620.48959
14-0.143006-1.17930.878798
150.0228630.18850.425512
16-0.067112-0.55340.709105
17-0.099437-0.820.792453
18-0.035315-0.29120.614114
190.0265950.21930.413533
20-0.063697-0.52530.699445
21-0.002837-0.02340.509297
22-0.135607-1.11820.866302
23-0.027448-0.22630.589193
240.0613720.50610.307216
25-0.069814-0.57570.716642
260.0804070.66310.254769
27-0.05523-0.45540.674877
280.0074240.06120.475681
29-0.014601-0.12040.547742
30-0.097873-0.80710.788784
31-0.164034-1.35270.909677
32-0.013898-0.11460.545452
33-0.079183-0.6530.742009
340.1009720.83260.203981
35-0.016924-0.13960.55529






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2141371.76580.040958
10.3609322.97630.002019
2-0.010025-0.08270.53282
3-0.006648-0.05480.521778
40.252132.07910.020691
50.0973180.80250.212528
6-0.268567-2.21470.984931
70.0828840.68350.248315
80.1949111.60730.056314
9-0.328014-2.70490.995686
10-0.094868-0.78230.781625
11-0.266562-2.19810.984326
120.1438831.18650.119779
130.0208960.17230.431851
140.0414470.34180.366786
150.0338980.27950.390345
160.04490.37030.35617
170.1569861.29450.099929
18-0.047486-0.39160.651703
19-0.079795-0.6580.743623
200.1008150.83130.204346
21-0.247017-2.0370.977225
22-0.050152-0.41360.659752
23-0.027444-0.22630.589182
24-0.005897-0.04860.519322
250.0763550.62960.265519
260.0553340.45630.324817
270.0349420.28810.387058
28-0.096561-0.79630.785674
290.0032240.02660.489433
30-0.144454-1.19120.881141
31-0.022449-0.18510.573157
320.1340011.1050.136526
33-0.046392-0.38260.64838
340.0193520.15960.436842
35-0.088467-0.72950.765905

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.214137 & 1.7658 & 0.040958 \tabularnewline
1 & 0.360932 & 2.9763 & 0.002019 \tabularnewline
2 & -0.010025 & -0.0827 & 0.53282 \tabularnewline
3 & -0.006648 & -0.0548 & 0.521778 \tabularnewline
4 & 0.25213 & 2.0791 & 0.020691 \tabularnewline
5 & 0.097318 & 0.8025 & 0.212528 \tabularnewline
6 & -0.268567 & -2.2147 & 0.984931 \tabularnewline
7 & 0.082884 & 0.6835 & 0.248315 \tabularnewline
8 & 0.194911 & 1.6073 & 0.056314 \tabularnewline
9 & -0.328014 & -2.7049 & 0.995686 \tabularnewline
10 & -0.094868 & -0.7823 & 0.781625 \tabularnewline
11 & -0.266562 & -2.1981 & 0.984326 \tabularnewline
12 & 0.143883 & 1.1865 & 0.119779 \tabularnewline
13 & 0.020896 & 0.1723 & 0.431851 \tabularnewline
14 & 0.041447 & 0.3418 & 0.366786 \tabularnewline
15 & 0.033898 & 0.2795 & 0.390345 \tabularnewline
16 & 0.0449 & 0.3703 & 0.35617 \tabularnewline
17 & 0.156986 & 1.2945 & 0.099929 \tabularnewline
18 & -0.047486 & -0.3916 & 0.651703 \tabularnewline
19 & -0.079795 & -0.658 & 0.743623 \tabularnewline
20 & 0.100815 & 0.8313 & 0.204346 \tabularnewline
21 & -0.247017 & -2.037 & 0.977225 \tabularnewline
22 & -0.050152 & -0.4136 & 0.659752 \tabularnewline
23 & -0.027444 & -0.2263 & 0.589182 \tabularnewline
24 & -0.005897 & -0.0486 & 0.519322 \tabularnewline
25 & 0.076355 & 0.6296 & 0.265519 \tabularnewline
26 & 0.055334 & 0.4563 & 0.324817 \tabularnewline
27 & 0.034942 & 0.2881 & 0.387058 \tabularnewline
28 & -0.096561 & -0.7963 & 0.785674 \tabularnewline
29 & 0.003224 & 0.0266 & 0.489433 \tabularnewline
30 & -0.144454 & -1.1912 & 0.881141 \tabularnewline
31 & -0.022449 & -0.1851 & 0.573157 \tabularnewline
32 & 0.134001 & 1.105 & 0.136526 \tabularnewline
33 & -0.046392 & -0.3826 & 0.64838 \tabularnewline
34 & 0.019352 & 0.1596 & 0.436842 \tabularnewline
35 & -0.088467 & -0.7295 & 0.765905 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7342&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]0.214137[/C][C]1.7658[/C][C]0.040958[/C][/ROW]
[ROW][C]1[/C][C]0.360932[/C][C]2.9763[/C][C]0.002019[/C][/ROW]
[ROW][C]2[/C][C]-0.010025[/C][C]-0.0827[/C][C]0.53282[/C][/ROW]
[ROW][C]3[/C][C]-0.006648[/C][C]-0.0548[/C][C]0.521778[/C][/ROW]
[ROW][C]4[/C][C]0.25213[/C][C]2.0791[/C][C]0.020691[/C][/ROW]
[ROW][C]5[/C][C]0.097318[/C][C]0.8025[/C][C]0.212528[/C][/ROW]
[ROW][C]6[/C][C]-0.268567[/C][C]-2.2147[/C][C]0.984931[/C][/ROW]
[ROW][C]7[/C][C]0.082884[/C][C]0.6835[/C][C]0.248315[/C][/ROW]
[ROW][C]8[/C][C]0.194911[/C][C]1.6073[/C][C]0.056314[/C][/ROW]
[ROW][C]9[/C][C]-0.328014[/C][C]-2.7049[/C][C]0.995686[/C][/ROW]
[ROW][C]10[/C][C]-0.094868[/C][C]-0.7823[/C][C]0.781625[/C][/ROW]
[ROW][C]11[/C][C]-0.266562[/C][C]-2.1981[/C][C]0.984326[/C][/ROW]
[ROW][C]12[/C][C]0.143883[/C][C]1.1865[/C][C]0.119779[/C][/ROW]
[ROW][C]13[/C][C]0.020896[/C][C]0.1723[/C][C]0.431851[/C][/ROW]
[ROW][C]14[/C][C]0.041447[/C][C]0.3418[/C][C]0.366786[/C][/ROW]
[ROW][C]15[/C][C]0.033898[/C][C]0.2795[/C][C]0.390345[/C][/ROW]
[ROW][C]16[/C][C]0.0449[/C][C]0.3703[/C][C]0.35617[/C][/ROW]
[ROW][C]17[/C][C]0.156986[/C][C]1.2945[/C][C]0.099929[/C][/ROW]
[ROW][C]18[/C][C]-0.047486[/C][C]-0.3916[/C][C]0.651703[/C][/ROW]
[ROW][C]19[/C][C]-0.079795[/C][C]-0.658[/C][C]0.743623[/C][/ROW]
[ROW][C]20[/C][C]0.100815[/C][C]0.8313[/C][C]0.204346[/C][/ROW]
[ROW][C]21[/C][C]-0.247017[/C][C]-2.037[/C][C]0.977225[/C][/ROW]
[ROW][C]22[/C][C]-0.050152[/C][C]-0.4136[/C][C]0.659752[/C][/ROW]
[ROW][C]23[/C][C]-0.027444[/C][C]-0.2263[/C][C]0.589182[/C][/ROW]
[ROW][C]24[/C][C]-0.005897[/C][C]-0.0486[/C][C]0.519322[/C][/ROW]
[ROW][C]25[/C][C]0.076355[/C][C]0.6296[/C][C]0.265519[/C][/ROW]
[ROW][C]26[/C][C]0.055334[/C][C]0.4563[/C][C]0.324817[/C][/ROW]
[ROW][C]27[/C][C]0.034942[/C][C]0.2881[/C][C]0.387058[/C][/ROW]
[ROW][C]28[/C][C]-0.096561[/C][C]-0.7963[/C][C]0.785674[/C][/ROW]
[ROW][C]29[/C][C]0.003224[/C][C]0.0266[/C][C]0.489433[/C][/ROW]
[ROW][C]30[/C][C]-0.144454[/C][C]-1.1912[/C][C]0.881141[/C][/ROW]
[ROW][C]31[/C][C]-0.022449[/C][C]-0.1851[/C][C]0.573157[/C][/ROW]
[ROW][C]32[/C][C]0.134001[/C][C]1.105[/C][C]0.136526[/C][/ROW]
[ROW][C]33[/C][C]-0.046392[/C][C]-0.3826[/C][C]0.64838[/C][/ROW]
[ROW][C]34[/C][C]0.019352[/C][C]0.1596[/C][C]0.436842[/C][/ROW]
[ROW][C]35[/C][C]-0.088467[/C][C]-0.7295[/C][C]0.765905[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7342&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7342&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
00.2141371.76580.040958
10.3609322.97630.002019
2-0.010025-0.08270.53282
3-0.006648-0.05480.521778
40.252132.07910.020691
50.0973180.80250.212528
6-0.268567-2.21470.984931
70.0828840.68350.248315
80.1949111.60730.056314
9-0.328014-2.70490.995686
10-0.094868-0.78230.781625
11-0.266562-2.19810.984326
120.1438831.18650.119779
130.0208960.17230.431851
140.0414470.34180.366786
150.0338980.27950.390345
160.04490.37030.35617
170.1569861.29450.099929
18-0.047486-0.39160.651703
19-0.079795-0.6580.743623
200.1008150.83130.204346
21-0.247017-2.0370.977225
22-0.050152-0.41360.659752
23-0.027444-0.22630.589182
24-0.005897-0.04860.519322
250.0763550.62960.265519
260.0553340.45630.324817
270.0349420.28810.387058
28-0.096561-0.79630.785674
290.0032240.02660.489433
30-0.144454-1.19120.881141
31-0.022449-0.18510.573157
320.1340011.1050.136526
33-0.046392-0.38260.64838
340.0193520.15960.436842
35-0.088467-0.72950.765905


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = -0.9 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = -0.9 ; 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')