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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, 04 Dec 2008 10:47:45 -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/2008/Dec/04/t1228413098951576v2nnu4go2.htm/, Retrieved Sun, 19 May 2024 06:07:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28978, Retrieved Sun, 19 May 2024 06:07:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact158

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] [(P)ACF Transportm...] [2008-12-04 17:47:45] [b72e060d4eaf5aae1831b15bc791ef7e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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
97,7
92,2
128,8
134,9
128,2
114,8
117,9

Tables (Output of Computation)





Summary of computational 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 computational 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=28978&T=0

[TABLE]
[ROW][C]Summary of computational 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=28978&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28978&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 computational 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
10.1353231.15620.125684
2-0.147926-1.26390.105147
30.1469721.25570.10661
40.0558850.47750.317224
50.1487361.27080.103918
60.2470712.1110.0191
70.1113130.95110.172357
80.0750350.64110.261732
90.1195691.02160.155173
10-0.196511-1.6790.048715
110.0549860.46980.319949
120.593015.06671e-06
130.0409980.35030.363567
14-0.189305-1.61740.05505
150.0495820.42360.336541
16-0.062269-0.5320.298161
170.0166360.14210.443682
180.0906890.77480.220466
190.0241750.20660.418467
20-0.04481-0.38290.351468
210.0542710.46370.322124
22-0.242318-2.07040.020978
230.0164610.14060.44427
240.4123363.5230.00037
25-0.054967-0.46960.320006
26-0.197658-1.68880.047763
27-0.015615-0.13340.447116
28-0.063619-0.54360.294199
290.0167360.1430.443344
300.0323960.27680.39136
31-0.029547-0.25250.4007
32-0.037155-0.31750.375902
33-0.028572-0.24410.40391
34-0.176485-1.50790.06795
35-0.044729-0.38220.351726
360.2259141.93020.028733

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.135323 & 1.1562 & 0.125684 \tabularnewline
2 & -0.147926 & -1.2639 & 0.105147 \tabularnewline
3 & 0.146972 & 1.2557 & 0.10661 \tabularnewline
4 & 0.055885 & 0.4775 & 0.317224 \tabularnewline
5 & 0.148736 & 1.2708 & 0.103918 \tabularnewline
6 & 0.247071 & 2.111 & 0.0191 \tabularnewline
7 & 0.111313 & 0.9511 & 0.172357 \tabularnewline
8 & 0.075035 & 0.6411 & 0.261732 \tabularnewline
9 & 0.119569 & 1.0216 & 0.155173 \tabularnewline
10 & -0.196511 & -1.679 & 0.048715 \tabularnewline
11 & 0.054986 & 0.4698 & 0.319949 \tabularnewline
12 & 0.59301 & 5.0667 & 1e-06 \tabularnewline
13 & 0.040998 & 0.3503 & 0.363567 \tabularnewline
14 & -0.189305 & -1.6174 & 0.05505 \tabularnewline
15 & 0.049582 & 0.4236 & 0.336541 \tabularnewline
16 & -0.062269 & -0.532 & 0.298161 \tabularnewline
17 & 0.016636 & 0.1421 & 0.443682 \tabularnewline
18 & 0.090689 & 0.7748 & 0.220466 \tabularnewline
19 & 0.024175 & 0.2066 & 0.418467 \tabularnewline
20 & -0.04481 & -0.3829 & 0.351468 \tabularnewline
21 & 0.054271 & 0.4637 & 0.322124 \tabularnewline
22 & -0.242318 & -2.0704 & 0.020978 \tabularnewline
23 & 0.016461 & 0.1406 & 0.44427 \tabularnewline
24 & 0.412336 & 3.523 & 0.00037 \tabularnewline
25 & -0.054967 & -0.4696 & 0.320006 \tabularnewline
26 & -0.197658 & -1.6888 & 0.047763 \tabularnewline
27 & -0.015615 & -0.1334 & 0.447116 \tabularnewline
28 & -0.063619 & -0.5436 & 0.294199 \tabularnewline
29 & 0.016736 & 0.143 & 0.443344 \tabularnewline
30 & 0.032396 & 0.2768 & 0.39136 \tabularnewline
31 & -0.029547 & -0.2525 & 0.4007 \tabularnewline
32 & -0.037155 & -0.3175 & 0.375902 \tabularnewline
33 & -0.028572 & -0.2441 & 0.40391 \tabularnewline
34 & -0.176485 & -1.5079 & 0.06795 \tabularnewline
35 & -0.044729 & -0.3822 & 0.351726 \tabularnewline
36 & 0.225914 & 1.9302 & 0.028733 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28978&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]1[/C][C]0.135323[/C][C]1.1562[/C][C]0.125684[/C][/ROW]
[ROW][C]2[/C][C]-0.147926[/C][C]-1.2639[/C][C]0.105147[/C][/ROW]
[ROW][C]3[/C][C]0.146972[/C][C]1.2557[/C][C]0.10661[/C][/ROW]
[ROW][C]4[/C][C]0.055885[/C][C]0.4775[/C][C]0.317224[/C][/ROW]
[ROW][C]5[/C][C]0.148736[/C][C]1.2708[/C][C]0.103918[/C][/ROW]
[ROW][C]6[/C][C]0.247071[/C][C]2.111[/C][C]0.0191[/C][/ROW]
[ROW][C]7[/C][C]0.111313[/C][C]0.9511[/C][C]0.172357[/C][/ROW]
[ROW][C]8[/C][C]0.075035[/C][C]0.6411[/C][C]0.261732[/C][/ROW]
[ROW][C]9[/C][C]0.119569[/C][C]1.0216[/C][C]0.155173[/C][/ROW]
[ROW][C]10[/C][C]-0.196511[/C][C]-1.679[/C][C]0.048715[/C][/ROW]
[ROW][C]11[/C][C]0.054986[/C][C]0.4698[/C][C]0.319949[/C][/ROW]
[ROW][C]12[/C][C]0.59301[/C][C]5.0667[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.040998[/C][C]0.3503[/C][C]0.363567[/C][/ROW]
[ROW][C]14[/C][C]-0.189305[/C][C]-1.6174[/C][C]0.05505[/C][/ROW]
[ROW][C]15[/C][C]0.049582[/C][C]0.4236[/C][C]0.336541[/C][/ROW]
[ROW][C]16[/C][C]-0.062269[/C][C]-0.532[/C][C]0.298161[/C][/ROW]
[ROW][C]17[/C][C]0.016636[/C][C]0.1421[/C][C]0.443682[/C][/ROW]
[ROW][C]18[/C][C]0.090689[/C][C]0.7748[/C][C]0.220466[/C][/ROW]
[ROW][C]19[/C][C]0.024175[/C][C]0.2066[/C][C]0.418467[/C][/ROW]
[ROW][C]20[/C][C]-0.04481[/C][C]-0.3829[/C][C]0.351468[/C][/ROW]
[ROW][C]21[/C][C]0.054271[/C][C]0.4637[/C][C]0.322124[/C][/ROW]
[ROW][C]22[/C][C]-0.242318[/C][C]-2.0704[/C][C]0.020978[/C][/ROW]
[ROW][C]23[/C][C]0.016461[/C][C]0.1406[/C][C]0.44427[/C][/ROW]
[ROW][C]24[/C][C]0.412336[/C][C]3.523[/C][C]0.00037[/C][/ROW]
[ROW][C]25[/C][C]-0.054967[/C][C]-0.4696[/C][C]0.320006[/C][/ROW]
[ROW][C]26[/C][C]-0.197658[/C][C]-1.6888[/C][C]0.047763[/C][/ROW]
[ROW][C]27[/C][C]-0.015615[/C][C]-0.1334[/C][C]0.447116[/C][/ROW]
[ROW][C]28[/C][C]-0.063619[/C][C]-0.5436[/C][C]0.294199[/C][/ROW]
[ROW][C]29[/C][C]0.016736[/C][C]0.143[/C][C]0.443344[/C][/ROW]
[ROW][C]30[/C][C]0.032396[/C][C]0.2768[/C][C]0.39136[/C][/ROW]
[ROW][C]31[/C][C]-0.029547[/C][C]-0.2525[/C][C]0.4007[/C][/ROW]
[ROW][C]32[/C][C]-0.037155[/C][C]-0.3175[/C][C]0.375902[/C][/ROW]
[ROW][C]33[/C][C]-0.028572[/C][C]-0.2441[/C][C]0.40391[/C][/ROW]
[ROW][C]34[/C][C]-0.176485[/C][C]-1.5079[/C][C]0.06795[/C][/ROW]
[ROW][C]35[/C][C]-0.044729[/C][C]-0.3822[/C][C]0.351726[/C][/ROW]
[ROW][C]36[/C][C]0.225914[/C][C]1.9302[/C][C]0.028733[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28978&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28978&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
10.1353231.15620.125684
2-0.147926-1.26390.105147
30.1469721.25570.10661
40.0558850.47750.317224
50.1487361.27080.103918
60.2470712.1110.0191
70.1113130.95110.172357
80.0750350.64110.261732
90.1195691.02160.155173
10-0.196511-1.6790.048715
110.0549860.46980.319949
120.593015.06671e-06
130.0409980.35030.363567
14-0.189305-1.61740.05505
150.0495820.42360.336541
16-0.062269-0.5320.298161
170.0166360.14210.443682
180.0906890.77480.220466
190.0241750.20660.418467
20-0.04481-0.38290.351468
210.0542710.46370.322124
22-0.242318-2.07040.020978
230.0164610.14060.44427
240.4123363.5230.00037
25-0.054967-0.46960.320006
26-0.197658-1.68880.047763
27-0.015615-0.13340.447116
28-0.063619-0.54360.294199
290.0167360.1430.443344
300.0323960.27680.39136
31-0.029547-0.25250.4007
32-0.037155-0.31750.375902
33-0.028572-0.24410.40391
34-0.176485-1.50790.06795
35-0.044729-0.38220.351726
360.2259141.93020.028733






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1353231.15620.125684
2-0.169339-1.44680.076112
30.2027131.7320.04375
4-0.032421-0.2770.391281
50.2227591.90330.030475
60.1746171.49190.070013
70.1221071.04330.15013
80.084190.71930.237121
90.0819040.69980.243142
10-0.308699-2.63750.0051
110.0914180.78110.218643
120.4644813.96858.4e-05
13-0.125063-1.06850.144398
14-0.132448-1.13160.130745
15-0.048737-0.41640.339166
16-0.112582-0.96190.169637
17-0.09242-0.78960.216148
18-0.113529-0.970.167627
190.0563910.48180.315693
20-0.149856-1.28040.102235
210.1090590.93180.177256
22-0.068642-0.58650.279682
230.1782641.52310.066029
240.0676250.57780.282592
25-0.004482-0.03830.484777
26-0.035092-0.29980.382581
27-0.039882-0.34080.367133
280.0190370.16270.435619
290.0343480.29350.384998
30-0.090734-0.77520.220355
31-0.004066-0.03470.48619
32-0.039336-0.33610.368885
33-0.080271-0.68580.247494
340.0565630.48330.315173
35-0.124228-1.06140.146002
36-0.097091-0.82950.204749

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.135323 & 1.1562 & 0.125684 \tabularnewline
2 & -0.169339 & -1.4468 & 0.076112 \tabularnewline
3 & 0.202713 & 1.732 & 0.04375 \tabularnewline
4 & -0.032421 & -0.277 & 0.391281 \tabularnewline
5 & 0.222759 & 1.9033 & 0.030475 \tabularnewline
6 & 0.174617 & 1.4919 & 0.070013 \tabularnewline
7 & 0.122107 & 1.0433 & 0.15013 \tabularnewline
8 & 0.08419 & 0.7193 & 0.237121 \tabularnewline
9 & 0.081904 & 0.6998 & 0.243142 \tabularnewline
10 & -0.308699 & -2.6375 & 0.0051 \tabularnewline
11 & 0.091418 & 0.7811 & 0.218643 \tabularnewline
12 & 0.464481 & 3.9685 & 8.4e-05 \tabularnewline
13 & -0.125063 & -1.0685 & 0.144398 \tabularnewline
14 & -0.132448 & -1.1316 & 0.130745 \tabularnewline
15 & -0.048737 & -0.4164 & 0.339166 \tabularnewline
16 & -0.112582 & -0.9619 & 0.169637 \tabularnewline
17 & -0.09242 & -0.7896 & 0.216148 \tabularnewline
18 & -0.113529 & -0.97 & 0.167627 \tabularnewline
19 & 0.056391 & 0.4818 & 0.315693 \tabularnewline
20 & -0.149856 & -1.2804 & 0.102235 \tabularnewline
21 & 0.109059 & 0.9318 & 0.177256 \tabularnewline
22 & -0.068642 & -0.5865 & 0.279682 \tabularnewline
23 & 0.178264 & 1.5231 & 0.066029 \tabularnewline
24 & 0.067625 & 0.5778 & 0.282592 \tabularnewline
25 & -0.004482 & -0.0383 & 0.484777 \tabularnewline
26 & -0.035092 & -0.2998 & 0.382581 \tabularnewline
27 & -0.039882 & -0.3408 & 0.367133 \tabularnewline
28 & 0.019037 & 0.1627 & 0.435619 \tabularnewline
29 & 0.034348 & 0.2935 & 0.384998 \tabularnewline
30 & -0.090734 & -0.7752 & 0.220355 \tabularnewline
31 & -0.004066 & -0.0347 & 0.48619 \tabularnewline
32 & -0.039336 & -0.3361 & 0.368885 \tabularnewline
33 & -0.080271 & -0.6858 & 0.247494 \tabularnewline
34 & 0.056563 & 0.4833 & 0.315173 \tabularnewline
35 & -0.124228 & -1.0614 & 0.146002 \tabularnewline
36 & -0.097091 & -0.8295 & 0.204749 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28978&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]1[/C][C]0.135323[/C][C]1.1562[/C][C]0.125684[/C][/ROW]
[ROW][C]2[/C][C]-0.169339[/C][C]-1.4468[/C][C]0.076112[/C][/ROW]
[ROW][C]3[/C][C]0.202713[/C][C]1.732[/C][C]0.04375[/C][/ROW]
[ROW][C]4[/C][C]-0.032421[/C][C]-0.277[/C][C]0.391281[/C][/ROW]
[ROW][C]5[/C][C]0.222759[/C][C]1.9033[/C][C]0.030475[/C][/ROW]
[ROW][C]6[/C][C]0.174617[/C][C]1.4919[/C][C]0.070013[/C][/ROW]
[ROW][C]7[/C][C]0.122107[/C][C]1.0433[/C][C]0.15013[/C][/ROW]
[ROW][C]8[/C][C]0.08419[/C][C]0.7193[/C][C]0.237121[/C][/ROW]
[ROW][C]9[/C][C]0.081904[/C][C]0.6998[/C][C]0.243142[/C][/ROW]
[ROW][C]10[/C][C]-0.308699[/C][C]-2.6375[/C][C]0.0051[/C][/ROW]
[ROW][C]11[/C][C]0.091418[/C][C]0.7811[/C][C]0.218643[/C][/ROW]
[ROW][C]12[/C][C]0.464481[/C][C]3.9685[/C][C]8.4e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.125063[/C][C]-1.0685[/C][C]0.144398[/C][/ROW]
[ROW][C]14[/C][C]-0.132448[/C][C]-1.1316[/C][C]0.130745[/C][/ROW]
[ROW][C]15[/C][C]-0.048737[/C][C]-0.4164[/C][C]0.339166[/C][/ROW]
[ROW][C]16[/C][C]-0.112582[/C][C]-0.9619[/C][C]0.169637[/C][/ROW]
[ROW][C]17[/C][C]-0.09242[/C][C]-0.7896[/C][C]0.216148[/C][/ROW]
[ROW][C]18[/C][C]-0.113529[/C][C]-0.97[/C][C]0.167627[/C][/ROW]
[ROW][C]19[/C][C]0.056391[/C][C]0.4818[/C][C]0.315693[/C][/ROW]
[ROW][C]20[/C][C]-0.149856[/C][C]-1.2804[/C][C]0.102235[/C][/ROW]
[ROW][C]21[/C][C]0.109059[/C][C]0.9318[/C][C]0.177256[/C][/ROW]
[ROW][C]22[/C][C]-0.068642[/C][C]-0.5865[/C][C]0.279682[/C][/ROW]
[ROW][C]23[/C][C]0.178264[/C][C]1.5231[/C][C]0.066029[/C][/ROW]
[ROW][C]24[/C][C]0.067625[/C][C]0.5778[/C][C]0.282592[/C][/ROW]
[ROW][C]25[/C][C]-0.004482[/C][C]-0.0383[/C][C]0.484777[/C][/ROW]
[ROW][C]26[/C][C]-0.035092[/C][C]-0.2998[/C][C]0.382581[/C][/ROW]
[ROW][C]27[/C][C]-0.039882[/C][C]-0.3408[/C][C]0.367133[/C][/ROW]
[ROW][C]28[/C][C]0.019037[/C][C]0.1627[/C][C]0.435619[/C][/ROW]
[ROW][C]29[/C][C]0.034348[/C][C]0.2935[/C][C]0.384998[/C][/ROW]
[ROW][C]30[/C][C]-0.090734[/C][C]-0.7752[/C][C]0.220355[/C][/ROW]
[ROW][C]31[/C][C]-0.004066[/C][C]-0.0347[/C][C]0.48619[/C][/ROW]
[ROW][C]32[/C][C]-0.039336[/C][C]-0.3361[/C][C]0.368885[/C][/ROW]
[ROW][C]33[/C][C]-0.080271[/C][C]-0.6858[/C][C]0.247494[/C][/ROW]
[ROW][C]34[/C][C]0.056563[/C][C]0.4833[/C][C]0.315173[/C][/ROW]
[ROW][C]35[/C][C]-0.124228[/C][C]-1.0614[/C][C]0.146002[/C][/ROW]
[ROW][C]36[/C][C]-0.097091[/C][C]-0.8295[/C][C]0.204749[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28978&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28978&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
10.1353231.15620.125684
2-0.169339-1.44680.076112
30.2027131.7320.04375
4-0.032421-0.2770.391281
50.2227591.90330.030475
60.1746171.49190.070013
70.1221071.04330.15013
80.084190.71930.237121
90.0819040.69980.243142
10-0.308699-2.63750.0051
110.0914180.78110.218643
120.4644813.96858.4e-05
13-0.125063-1.06850.144398
14-0.132448-1.13160.130745
15-0.048737-0.41640.339166
16-0.112582-0.96190.169637
17-0.09242-0.78960.216148
18-0.113529-0.970.167627
190.0563910.48180.315693
20-0.149856-1.28040.102235
210.1090590.93180.177256
22-0.068642-0.58650.279682
230.1782641.52310.066029
240.0676250.57780.282592
25-0.004482-0.03830.484777
26-0.035092-0.29980.382581
27-0.039882-0.34080.367133
280.0190370.16270.435619
290.0343480.29350.384998
30-0.090734-0.77520.220355
31-0.004066-0.03470.48619
32-0.039336-0.33610.368885
33-0.080271-0.68580.247494
340.0565630.48330.315173
35-0.124228-1.06140.146002
36-0.097091-0.82950.204749


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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 2:(par1+1)) {
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(abs(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,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(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')