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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationSat, 06 Dec 2008 08:56:05 -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/06/t12285791656vwx0zkd2bk8l18.htm/, Retrieved Sun, 19 May 2024 12:19:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29720, Retrieved Sun, 19 May 2024 12:19:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact172
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [Paper - Autocorre...] [2008-12-06 15:56:05] [98255691c21504803b38711776845ae0] [Current]
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Dataseries X:
14929387,5
14717825,3
15826281,2
16301309,6
15033016,9
16998460,6
14066462,7
13328937,3
17319718,2
17586426,8
15887037,4
17935679,1
15869489
15892510,9
17556558,1
16791643
15953688,5
18144913,6
14390881
13885708,7
17332571,5
17152595,8
16003877,1
16841467,1
14783398,1
14667847,5
17714362,2
16282088
15014866,2
17722582,4
13876509,4
15495489,6
17799521,1
17920079,1
17248022,4
18813782,4
16249688,3
17823358,5
20424438,3
17814218,7
19699959,6
19776328,1
15679833,1
17119266,5
20092613
20863688,3
20925203,1
21032593
20664684,3
19711511,4
22553293,4
19498332,9
20722827,8
21321275
17960847,7
17789654,9
20003708,5
21169851,7
20422839,4
19810562,3




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 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=29720&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]2 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=29720&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29720&T=0

As an alternative you can also use a 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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6100994.72587e-06
20.4740873.67230.000257
30.5990424.64021e-05
40.4099653.17560.001181
50.4687163.63070.000293
60.6698425.18861e-06
70.383092.96740.002154
80.2913892.25710.013828
90.3954673.06330.001638
100.1835291.42160.080158
110.2725432.11110.019469
120.4885493.78430.000179
130.1738671.34680.09156
140.0700080.54230.294816
150.1339791.03780.151765
16-0.038059-0.29480.384582
170.0503430.390.348974
180.2012591.55890.062135
19-0.030144-0.23350.408087
20-0.082564-0.63950.262454
21-0.019092-0.14790.441463
22-0.185789-1.43910.077658
23-0.064515-0.49970.309547
240.0682550.52870.299481
25-0.165446-1.28150.102467
26-0.181492-1.40580.082466
27-0.149797-1.16030.125256
28-0.2589-2.00540.024717
29-0.177659-1.37610.086946
30-0.090661-0.70230.242617
31-0.246821-1.91190.030336
32-0.230454-1.78510.039651
33-0.213015-1.650.052084
34-0.304993-2.36250.010707
35-0.17714-1.37210.087567
36-0.095139-0.73690.232015

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.610099 & 4.7258 & 7e-06 \tabularnewline
2 & 0.474087 & 3.6723 & 0.000257 \tabularnewline
3 & 0.599042 & 4.6402 & 1e-05 \tabularnewline
4 & 0.409965 & 3.1756 & 0.001181 \tabularnewline
5 & 0.468716 & 3.6307 & 0.000293 \tabularnewline
6 & 0.669842 & 5.1886 & 1e-06 \tabularnewline
7 & 0.38309 & 2.9674 & 0.002154 \tabularnewline
8 & 0.291389 & 2.2571 & 0.013828 \tabularnewline
9 & 0.395467 & 3.0633 & 0.001638 \tabularnewline
10 & 0.183529 & 1.4216 & 0.080158 \tabularnewline
11 & 0.272543 & 2.1111 & 0.019469 \tabularnewline
12 & 0.488549 & 3.7843 & 0.000179 \tabularnewline
13 & 0.173867 & 1.3468 & 0.09156 \tabularnewline
14 & 0.070008 & 0.5423 & 0.294816 \tabularnewline
15 & 0.133979 & 1.0378 & 0.151765 \tabularnewline
16 & -0.038059 & -0.2948 & 0.384582 \tabularnewline
17 & 0.050343 & 0.39 & 0.348974 \tabularnewline
18 & 0.201259 & 1.5589 & 0.062135 \tabularnewline
19 & -0.030144 & -0.2335 & 0.408087 \tabularnewline
20 & -0.082564 & -0.6395 & 0.262454 \tabularnewline
21 & -0.019092 & -0.1479 & 0.441463 \tabularnewline
22 & -0.185789 & -1.4391 & 0.077658 \tabularnewline
23 & -0.064515 & -0.4997 & 0.309547 \tabularnewline
24 & 0.068255 & 0.5287 & 0.299481 \tabularnewline
25 & -0.165446 & -1.2815 & 0.102467 \tabularnewline
26 & -0.181492 & -1.4058 & 0.082466 \tabularnewline
27 & -0.149797 & -1.1603 & 0.125256 \tabularnewline
28 & -0.2589 & -2.0054 & 0.024717 \tabularnewline
29 & -0.177659 & -1.3761 & 0.086946 \tabularnewline
30 & -0.090661 & -0.7023 & 0.242617 \tabularnewline
31 & -0.246821 & -1.9119 & 0.030336 \tabularnewline
32 & -0.230454 & -1.7851 & 0.039651 \tabularnewline
33 & -0.213015 & -1.65 & 0.052084 \tabularnewline
34 & -0.304993 & -2.3625 & 0.010707 \tabularnewline
35 & -0.17714 & -1.3721 & 0.087567 \tabularnewline
36 & -0.095139 & -0.7369 & 0.232015 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29720&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]0.610099[/C][C]4.7258[/C][C]7e-06[/C][/ROW]
[ROW][C]2[/C][C]0.474087[/C][C]3.6723[/C][C]0.000257[/C][/ROW]
[ROW][C]3[/C][C]0.599042[/C][C]4.6402[/C][C]1e-05[/C][/ROW]
[ROW][C]4[/C][C]0.409965[/C][C]3.1756[/C][C]0.001181[/C][/ROW]
[ROW][C]5[/C][C]0.468716[/C][C]3.6307[/C][C]0.000293[/C][/ROW]
[ROW][C]6[/C][C]0.669842[/C][C]5.1886[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.38309[/C][C]2.9674[/C][C]0.002154[/C][/ROW]
[ROW][C]8[/C][C]0.291389[/C][C]2.2571[/C][C]0.013828[/C][/ROW]
[ROW][C]9[/C][C]0.395467[/C][C]3.0633[/C][C]0.001638[/C][/ROW]
[ROW][C]10[/C][C]0.183529[/C][C]1.4216[/C][C]0.080158[/C][/ROW]
[ROW][C]11[/C][C]0.272543[/C][C]2.1111[/C][C]0.019469[/C][/ROW]
[ROW][C]12[/C][C]0.488549[/C][C]3.7843[/C][C]0.000179[/C][/ROW]
[ROW][C]13[/C][C]0.173867[/C][C]1.3468[/C][C]0.09156[/C][/ROW]
[ROW][C]14[/C][C]0.070008[/C][C]0.5423[/C][C]0.294816[/C][/ROW]
[ROW][C]15[/C][C]0.133979[/C][C]1.0378[/C][C]0.151765[/C][/ROW]
[ROW][C]16[/C][C]-0.038059[/C][C]-0.2948[/C][C]0.384582[/C][/ROW]
[ROW][C]17[/C][C]0.050343[/C][C]0.39[/C][C]0.348974[/C][/ROW]
[ROW][C]18[/C][C]0.201259[/C][C]1.5589[/C][C]0.062135[/C][/ROW]
[ROW][C]19[/C][C]-0.030144[/C][C]-0.2335[/C][C]0.408087[/C][/ROW]
[ROW][C]20[/C][C]-0.082564[/C][C]-0.6395[/C][C]0.262454[/C][/ROW]
[ROW][C]21[/C][C]-0.019092[/C][C]-0.1479[/C][C]0.441463[/C][/ROW]
[ROW][C]22[/C][C]-0.185789[/C][C]-1.4391[/C][C]0.077658[/C][/ROW]
[ROW][C]23[/C][C]-0.064515[/C][C]-0.4997[/C][C]0.309547[/C][/ROW]
[ROW][C]24[/C][C]0.068255[/C][C]0.5287[/C][C]0.299481[/C][/ROW]
[ROW][C]25[/C][C]-0.165446[/C][C]-1.2815[/C][C]0.102467[/C][/ROW]
[ROW][C]26[/C][C]-0.181492[/C][C]-1.4058[/C][C]0.082466[/C][/ROW]
[ROW][C]27[/C][C]-0.149797[/C][C]-1.1603[/C][C]0.125256[/C][/ROW]
[ROW][C]28[/C][C]-0.2589[/C][C]-2.0054[/C][C]0.024717[/C][/ROW]
[ROW][C]29[/C][C]-0.177659[/C][C]-1.3761[/C][C]0.086946[/C][/ROW]
[ROW][C]30[/C][C]-0.090661[/C][C]-0.7023[/C][C]0.242617[/C][/ROW]
[ROW][C]31[/C][C]-0.246821[/C][C]-1.9119[/C][C]0.030336[/C][/ROW]
[ROW][C]32[/C][C]-0.230454[/C][C]-1.7851[/C][C]0.039651[/C][/ROW]
[ROW][C]33[/C][C]-0.213015[/C][C]-1.65[/C][C]0.052084[/C][/ROW]
[ROW][C]34[/C][C]-0.304993[/C][C]-2.3625[/C][C]0.010707[/C][/ROW]
[ROW][C]35[/C][C]-0.17714[/C][C]-1.3721[/C][C]0.087567[/C][/ROW]
[ROW][C]36[/C][C]-0.095139[/C][C]-0.7369[/C][C]0.232015[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29720&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29720&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6100994.72587e-06
20.4740873.67230.000257
30.5990424.64021e-05
40.4099653.17560.001181
50.4687163.63070.000293
60.6698425.18861e-06
70.383092.96740.002154
80.2913892.25710.013828
90.3954673.06330.001638
100.1835291.42160.080158
110.2725432.11110.019469
120.4885493.78430.000179
130.1738671.34680.09156
140.0700080.54230.294816
150.1339791.03780.151765
16-0.038059-0.29480.384582
170.0503430.390.348974
180.2012591.55890.062135
19-0.030144-0.23350.408087
20-0.082564-0.63950.262454
21-0.019092-0.14790.441463
22-0.185789-1.43910.077658
23-0.064515-0.49970.309547
240.0682550.52870.299481
25-0.165446-1.28150.102467
26-0.181492-1.40580.082466
27-0.149797-1.16030.125256
28-0.2589-2.00540.024717
29-0.177659-1.37610.086946
30-0.090661-0.70230.242617
31-0.246821-1.91190.030336
32-0.230454-1.78510.039651
33-0.213015-1.650.052084
34-0.304993-2.36250.010707
35-0.17714-1.37210.087567
36-0.095139-0.73690.232015







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6100994.72587e-06
20.1622651.25690.106831
30.4216573.26610.000902
4-0.173566-1.34440.091934
50.3369182.60980.005712
60.3309642.56360.006441
7-0.323424-2.50520.007485
8-0.099551-0.77110.221832
9-0.015581-0.12070.452171
10-0.170158-1.3180.09625
110.1757531.36140.089243
120.2164381.67650.04942
13-0.297512-2.30450.012335
14-0.176441-1.36670.088408
15-0.15043-1.16520.12427
160.0585960.45390.325775
170.0290.22460.411515
18-0.013851-0.10730.457459
190.0702930.54450.294062
20-0.030345-0.23510.407485
21-0.029713-0.23020.409377
22-0.012947-0.10030.460224
230.0522540.40480.343547
24-0.082492-0.6390.262633
25-0.081985-0.63510.263904
260.0697220.54010.295577
27-0.048993-0.37950.352829
280.0635660.49240.312123
29-0.197774-1.5320.065395
30-0.067819-0.52530.300646
310.0347990.26950.394216
320.0531770.41190.340938
33-0.01447-0.11210.455566
340.0445160.34480.365718
35-0.000295-0.00230.499091
360.0434040.33620.368945

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.610099 & 4.7258 & 7e-06 \tabularnewline
2 & 0.162265 & 1.2569 & 0.106831 \tabularnewline
3 & 0.421657 & 3.2661 & 0.000902 \tabularnewline
4 & -0.173566 & -1.3444 & 0.091934 \tabularnewline
5 & 0.336918 & 2.6098 & 0.005712 \tabularnewline
6 & 0.330964 & 2.5636 & 0.006441 \tabularnewline
7 & -0.323424 & -2.5052 & 0.007485 \tabularnewline
8 & -0.099551 & -0.7711 & 0.221832 \tabularnewline
9 & -0.015581 & -0.1207 & 0.452171 \tabularnewline
10 & -0.170158 & -1.318 & 0.09625 \tabularnewline
11 & 0.175753 & 1.3614 & 0.089243 \tabularnewline
12 & 0.216438 & 1.6765 & 0.04942 \tabularnewline
13 & -0.297512 & -2.3045 & 0.012335 \tabularnewline
14 & -0.176441 & -1.3667 & 0.088408 \tabularnewline
15 & -0.15043 & -1.1652 & 0.12427 \tabularnewline
16 & 0.058596 & 0.4539 & 0.325775 \tabularnewline
17 & 0.029 & 0.2246 & 0.411515 \tabularnewline
18 & -0.013851 & -0.1073 & 0.457459 \tabularnewline
19 & 0.070293 & 0.5445 & 0.294062 \tabularnewline
20 & -0.030345 & -0.2351 & 0.407485 \tabularnewline
21 & -0.029713 & -0.2302 & 0.409377 \tabularnewline
22 & -0.012947 & -0.1003 & 0.460224 \tabularnewline
23 & 0.052254 & 0.4048 & 0.343547 \tabularnewline
24 & -0.082492 & -0.639 & 0.262633 \tabularnewline
25 & -0.081985 & -0.6351 & 0.263904 \tabularnewline
26 & 0.069722 & 0.5401 & 0.295577 \tabularnewline
27 & -0.048993 & -0.3795 & 0.352829 \tabularnewline
28 & 0.063566 & 0.4924 & 0.312123 \tabularnewline
29 & -0.197774 & -1.532 & 0.065395 \tabularnewline
30 & -0.067819 & -0.5253 & 0.300646 \tabularnewline
31 & 0.034799 & 0.2695 & 0.394216 \tabularnewline
32 & 0.053177 & 0.4119 & 0.340938 \tabularnewline
33 & -0.01447 & -0.1121 & 0.455566 \tabularnewline
34 & 0.044516 & 0.3448 & 0.365718 \tabularnewline
35 & -0.000295 & -0.0023 & 0.499091 \tabularnewline
36 & 0.043404 & 0.3362 & 0.368945 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29720&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]0.610099[/C][C]4.7258[/C][C]7e-06[/C][/ROW]
[ROW][C]2[/C][C]0.162265[/C][C]1.2569[/C][C]0.106831[/C][/ROW]
[ROW][C]3[/C][C]0.421657[/C][C]3.2661[/C][C]0.000902[/C][/ROW]
[ROW][C]4[/C][C]-0.173566[/C][C]-1.3444[/C][C]0.091934[/C][/ROW]
[ROW][C]5[/C][C]0.336918[/C][C]2.6098[/C][C]0.005712[/C][/ROW]
[ROW][C]6[/C][C]0.330964[/C][C]2.5636[/C][C]0.006441[/C][/ROW]
[ROW][C]7[/C][C]-0.323424[/C][C]-2.5052[/C][C]0.007485[/C][/ROW]
[ROW][C]8[/C][C]-0.099551[/C][C]-0.7711[/C][C]0.221832[/C][/ROW]
[ROW][C]9[/C][C]-0.015581[/C][C]-0.1207[/C][C]0.452171[/C][/ROW]
[ROW][C]10[/C][C]-0.170158[/C][C]-1.318[/C][C]0.09625[/C][/ROW]
[ROW][C]11[/C][C]0.175753[/C][C]1.3614[/C][C]0.089243[/C][/ROW]
[ROW][C]12[/C][C]0.216438[/C][C]1.6765[/C][C]0.04942[/C][/ROW]
[ROW][C]13[/C][C]-0.297512[/C][C]-2.3045[/C][C]0.012335[/C][/ROW]
[ROW][C]14[/C][C]-0.176441[/C][C]-1.3667[/C][C]0.088408[/C][/ROW]
[ROW][C]15[/C][C]-0.15043[/C][C]-1.1652[/C][C]0.12427[/C][/ROW]
[ROW][C]16[/C][C]0.058596[/C][C]0.4539[/C][C]0.325775[/C][/ROW]
[ROW][C]17[/C][C]0.029[/C][C]0.2246[/C][C]0.411515[/C][/ROW]
[ROW][C]18[/C][C]-0.013851[/C][C]-0.1073[/C][C]0.457459[/C][/ROW]
[ROW][C]19[/C][C]0.070293[/C][C]0.5445[/C][C]0.294062[/C][/ROW]
[ROW][C]20[/C][C]-0.030345[/C][C]-0.2351[/C][C]0.407485[/C][/ROW]
[ROW][C]21[/C][C]-0.029713[/C][C]-0.2302[/C][C]0.409377[/C][/ROW]
[ROW][C]22[/C][C]-0.012947[/C][C]-0.1003[/C][C]0.460224[/C][/ROW]
[ROW][C]23[/C][C]0.052254[/C][C]0.4048[/C][C]0.343547[/C][/ROW]
[ROW][C]24[/C][C]-0.082492[/C][C]-0.639[/C][C]0.262633[/C][/ROW]
[ROW][C]25[/C][C]-0.081985[/C][C]-0.6351[/C][C]0.263904[/C][/ROW]
[ROW][C]26[/C][C]0.069722[/C][C]0.5401[/C][C]0.295577[/C][/ROW]
[ROW][C]27[/C][C]-0.048993[/C][C]-0.3795[/C][C]0.352829[/C][/ROW]
[ROW][C]28[/C][C]0.063566[/C][C]0.4924[/C][C]0.312123[/C][/ROW]
[ROW][C]29[/C][C]-0.197774[/C][C]-1.532[/C][C]0.065395[/C][/ROW]
[ROW][C]30[/C][C]-0.067819[/C][C]-0.5253[/C][C]0.300646[/C][/ROW]
[ROW][C]31[/C][C]0.034799[/C][C]0.2695[/C][C]0.394216[/C][/ROW]
[ROW][C]32[/C][C]0.053177[/C][C]0.4119[/C][C]0.340938[/C][/ROW]
[ROW][C]33[/C][C]-0.01447[/C][C]-0.1121[/C][C]0.455566[/C][/ROW]
[ROW][C]34[/C][C]0.044516[/C][C]0.3448[/C][C]0.365718[/C][/ROW]
[ROW][C]35[/C][C]-0.000295[/C][C]-0.0023[/C][C]0.499091[/C][/ROW]
[ROW][C]36[/C][C]0.043404[/C][C]0.3362[/C][C]0.368945[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29720&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29720&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6100994.72587e-06
20.1622651.25690.106831
30.4216573.26610.000902
4-0.173566-1.34440.091934
50.3369182.60980.005712
60.3309642.56360.006441
7-0.323424-2.50520.007485
8-0.099551-0.77110.221832
9-0.015581-0.12070.452171
10-0.170158-1.3180.09625
110.1757531.36140.089243
120.2164381.67650.04942
13-0.297512-2.30450.012335
14-0.176441-1.36670.088408
15-0.15043-1.16520.12427
160.0585960.45390.325775
170.0290.22460.411515
18-0.013851-0.10730.457459
190.0702930.54450.294062
20-0.030345-0.23510.407485
21-0.029713-0.23020.409377
22-0.012947-0.10030.460224
230.0522540.40480.343547
24-0.082492-0.6390.262633
25-0.081985-0.63510.263904
260.0697220.54010.295577
27-0.048993-0.37950.352829
280.0635660.49240.312123
29-0.197774-1.5320.065395
30-0.067819-0.52530.300646
310.0347990.26950.394216
320.0531770.41190.340938
33-0.01447-0.11210.455566
340.0445160.34480.365718
35-0.000295-0.00230.499091
360.0434040.33620.368945



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')