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Description of Statistical Computation

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 computationWed, 10 Dec 2008 10:15:49 -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/10/t1228929652i8nv69kf2ifdym6.htm/, Retrieved Sun, 19 May 2024 03:58:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32038, Retrieved Sun, 19 May 2024 03:58:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact97

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] [Autocorrelatie] [2008-12-10 17:15:49] [382e90e66f02be5ed86892bdc1574692] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0,9554
0,9922
0,9778
0,9808
0,9811
1,0014
1,0183
1,0622
1,0773
1,0807
1,0848
1,1582
1,1663
1,1372
1,1139
1,1222
1,1692
1,1702
1,2286
1,2613
1,2646
1,2262
1,1985
1,2007
1,2138
1,2266
1,2176
1,2218
1,249
1,2991
1,3408
1,3119
1,3014
1,3201
1,2938
1,2694
1,2165
1,2037
1,2292
1,2256
1,2015
1,1786
1,1856
1,2103
1,1938
1,202
1,2271
1,277
1,265
1,2684
1,2811
1,2727
1,2611
1,2881
1,3213
1,2999
1,3074
1,3242
1,3516
1,3511

Tables (Output of Computation)





Summary of computational 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 computational 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=32038&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]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=32038&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32038&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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9028646.99360
20.8021376.21330
30.7094835.49560
40.6276854.8624e-06
50.5349174.14345.4e-05
60.4385613.39710.000607
70.3653972.83040.003158
80.3177422.46120.00837
90.2697112.08920.020471
100.2148111.66390.050671
110.1577371.22180.113276
120.1255950.97290.167266
130.0928850.71950.237319
140.0567340.43950.330954
150.0118560.09180.463568
16-0.027455-0.21270.416154
17-0.04139-0.32060.37481
18-0.050765-0.39320.347774
19-0.041838-0.32410.373503
20-0.032597-0.25250.400761
21-0.024773-0.19190.424238
22-0.030372-0.23530.407405
23-0.043268-0.33510.369341
24-0.060581-0.46930.320293
25-0.085045-0.65880.256286
26-0.101263-0.78440.217952
27-0.12218-0.94640.173869
28-0.1437-1.11310.135054
29-0.162452-1.25840.10657
30-0.170541-1.3210.095758
31-0.149353-1.15690.125952
32-0.131416-1.01790.156395
33-0.110748-0.85780.197195
34-0.073366-0.56830.28598
35-0.048284-0.3740.35486
36-0.033021-0.25580.399498

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.902864 & 6.9936 & 0 \tabularnewline
2 & 0.802137 & 6.2133 & 0 \tabularnewline
3 & 0.709483 & 5.4956 & 0 \tabularnewline
4 & 0.627685 & 4.862 & 4e-06 \tabularnewline
5 & 0.534917 & 4.1434 & 5.4e-05 \tabularnewline
6 & 0.438561 & 3.3971 & 0.000607 \tabularnewline
7 & 0.365397 & 2.8304 & 0.003158 \tabularnewline
8 & 0.317742 & 2.4612 & 0.00837 \tabularnewline
9 & 0.269711 & 2.0892 & 0.020471 \tabularnewline
10 & 0.214811 & 1.6639 & 0.050671 \tabularnewline
11 & 0.157737 & 1.2218 & 0.113276 \tabularnewline
12 & 0.125595 & 0.9729 & 0.167266 \tabularnewline
13 & 0.092885 & 0.7195 & 0.237319 \tabularnewline
14 & 0.056734 & 0.4395 & 0.330954 \tabularnewline
15 & 0.011856 & 0.0918 & 0.463568 \tabularnewline
16 & -0.027455 & -0.2127 & 0.416154 \tabularnewline
17 & -0.04139 & -0.3206 & 0.37481 \tabularnewline
18 & -0.050765 & -0.3932 & 0.347774 \tabularnewline
19 & -0.041838 & -0.3241 & 0.373503 \tabularnewline
20 & -0.032597 & -0.2525 & 0.400761 \tabularnewline
21 & -0.024773 & -0.1919 & 0.424238 \tabularnewline
22 & -0.030372 & -0.2353 & 0.407405 \tabularnewline
23 & -0.043268 & -0.3351 & 0.369341 \tabularnewline
24 & -0.060581 & -0.4693 & 0.320293 \tabularnewline
25 & -0.085045 & -0.6588 & 0.256286 \tabularnewline
26 & -0.101263 & -0.7844 & 0.217952 \tabularnewline
27 & -0.12218 & -0.9464 & 0.173869 \tabularnewline
28 & -0.1437 & -1.1131 & 0.135054 \tabularnewline
29 & -0.162452 & -1.2584 & 0.10657 \tabularnewline
30 & -0.170541 & -1.321 & 0.095758 \tabularnewline
31 & -0.149353 & -1.1569 & 0.125952 \tabularnewline
32 & -0.131416 & -1.0179 & 0.156395 \tabularnewline
33 & -0.110748 & -0.8578 & 0.197195 \tabularnewline
34 & -0.073366 & -0.5683 & 0.28598 \tabularnewline
35 & -0.048284 & -0.374 & 0.35486 \tabularnewline
36 & -0.033021 & -0.2558 & 0.399498 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32038&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]0.902864[/C][C]6.9936[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.802137[/C][C]6.2133[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.709483[/C][C]5.4956[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.627685[/C][C]4.862[/C][C]4e-06[/C][/ROW]
[ROW][C]5[/C][C]0.534917[/C][C]4.1434[/C][C]5.4e-05[/C][/ROW]
[ROW][C]6[/C][C]0.438561[/C][C]3.3971[/C][C]0.000607[/C][/ROW]
[ROW][C]7[/C][C]0.365397[/C][C]2.8304[/C][C]0.003158[/C][/ROW]
[ROW][C]8[/C][C]0.317742[/C][C]2.4612[/C][C]0.00837[/C][/ROW]
[ROW][C]9[/C][C]0.269711[/C][C]2.0892[/C][C]0.020471[/C][/ROW]
[ROW][C]10[/C][C]0.214811[/C][C]1.6639[/C][C]0.050671[/C][/ROW]
[ROW][C]11[/C][C]0.157737[/C][C]1.2218[/C][C]0.113276[/C][/ROW]
[ROW][C]12[/C][C]0.125595[/C][C]0.9729[/C][C]0.167266[/C][/ROW]
[ROW][C]13[/C][C]0.092885[/C][C]0.7195[/C][C]0.237319[/C][/ROW]
[ROW][C]14[/C][C]0.056734[/C][C]0.4395[/C][C]0.330954[/C][/ROW]
[ROW][C]15[/C][C]0.011856[/C][C]0.0918[/C][C]0.463568[/C][/ROW]
[ROW][C]16[/C][C]-0.027455[/C][C]-0.2127[/C][C]0.416154[/C][/ROW]
[ROW][C]17[/C][C]-0.04139[/C][C]-0.3206[/C][C]0.37481[/C][/ROW]
[ROW][C]18[/C][C]-0.050765[/C][C]-0.3932[/C][C]0.347774[/C][/ROW]
[ROW][C]19[/C][C]-0.041838[/C][C]-0.3241[/C][C]0.373503[/C][/ROW]
[ROW][C]20[/C][C]-0.032597[/C][C]-0.2525[/C][C]0.400761[/C][/ROW]
[ROW][C]21[/C][C]-0.024773[/C][C]-0.1919[/C][C]0.424238[/C][/ROW]
[ROW][C]22[/C][C]-0.030372[/C][C]-0.2353[/C][C]0.407405[/C][/ROW]
[ROW][C]23[/C][C]-0.043268[/C][C]-0.3351[/C][C]0.369341[/C][/ROW]
[ROW][C]24[/C][C]-0.060581[/C][C]-0.4693[/C][C]0.320293[/C][/ROW]
[ROW][C]25[/C][C]-0.085045[/C][C]-0.6588[/C][C]0.256286[/C][/ROW]
[ROW][C]26[/C][C]-0.101263[/C][C]-0.7844[/C][C]0.217952[/C][/ROW]
[ROW][C]27[/C][C]-0.12218[/C][C]-0.9464[/C][C]0.173869[/C][/ROW]
[ROW][C]28[/C][C]-0.1437[/C][C]-1.1131[/C][C]0.135054[/C][/ROW]
[ROW][C]29[/C][C]-0.162452[/C][C]-1.2584[/C][C]0.10657[/C][/ROW]
[ROW][C]30[/C][C]-0.170541[/C][C]-1.321[/C][C]0.095758[/C][/ROW]
[ROW][C]31[/C][C]-0.149353[/C][C]-1.1569[/C][C]0.125952[/C][/ROW]
[ROW][C]32[/C][C]-0.131416[/C][C]-1.0179[/C][C]0.156395[/C][/ROW]
[ROW][C]33[/C][C]-0.110748[/C][C]-0.8578[/C][C]0.197195[/C][/ROW]
[ROW][C]34[/C][C]-0.073366[/C][C]-0.5683[/C][C]0.28598[/C][/ROW]
[ROW][C]35[/C][C]-0.048284[/C][C]-0.374[/C][C]0.35486[/C][/ROW]
[ROW][C]36[/C][C]-0.033021[/C][C]-0.2558[/C][C]0.399498[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32038&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32038&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
10.9028646.99360
20.8021376.21330
30.7094835.49560
40.6276854.8624e-06
50.5349174.14345.4e-05
60.4385613.39710.000607
70.3653972.83040.003158
80.3177422.46120.00837
90.2697112.08920.020471
100.2148111.66390.050671
110.1577371.22180.113276
120.1255950.97290.167266
130.0928850.71950.237319
140.0567340.43950.330954
150.0118560.09180.463568
16-0.027455-0.21270.416154
17-0.04139-0.32060.37481
18-0.050765-0.39320.347774
19-0.041838-0.32410.373503
20-0.032597-0.25250.400761
21-0.024773-0.19190.424238
22-0.030372-0.23530.407405
23-0.043268-0.33510.369341
24-0.060581-0.46930.320293
25-0.085045-0.65880.256286
26-0.101263-0.78440.217952
27-0.12218-0.94640.173869
28-0.1437-1.11310.135054
29-0.162452-1.25840.10657
30-0.170541-1.3210.095758
31-0.149353-1.15690.125952
32-0.131416-1.01790.156395
33-0.110748-0.85780.197195
34-0.073366-0.56830.28598
35-0.048284-0.3740.35486
36-0.033021-0.25580.399498






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9028646.99360
2-0.070472-0.54590.293588
3-0.011681-0.09050.464103
40.0031520.02440.490301
5-0.111038-0.86010.19658
6-0.073423-0.56870.285829
70.0611080.47330.318843
80.0734340.56880.285801
9-0.040404-0.3130.377694
10-0.0597-0.46240.322722
11-0.059653-0.46210.32285
120.0675780.52350.301291
13-0.041793-0.32370.373634
14-0.024687-0.19120.424497
15-0.062791-0.48640.314235
16-0.034455-0.26690.395235
170.0807010.62510.267135
180.0092610.07170.471525
190.1119050.86680.194748
20-0.009265-0.07180.471514
21-0.044853-0.34740.364741
22-0.099635-0.77180.221639
23-0.03314-0.25670.399142
24-0.022931-0.17760.429809
25-0.043437-0.33650.36885
260.0352270.27290.392947
27-0.060675-0.470.320035
28-0.029557-0.22890.409844
29-0.030807-0.23860.406102
300.0437070.33860.368065
310.1336061.03490.152433
32-0.024489-0.18970.425096
330.0121870.09440.462552
340.0911580.70610.241427
35-0.059052-0.45740.324513
36-0.031348-0.24280.404485

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.902864 & 6.9936 & 0 \tabularnewline
2 & -0.070472 & -0.5459 & 0.293588 \tabularnewline
3 & -0.011681 & -0.0905 & 0.464103 \tabularnewline
4 & 0.003152 & 0.0244 & 0.490301 \tabularnewline
5 & -0.111038 & -0.8601 & 0.19658 \tabularnewline
6 & -0.073423 & -0.5687 & 0.285829 \tabularnewline
7 & 0.061108 & 0.4733 & 0.318843 \tabularnewline
8 & 0.073434 & 0.5688 & 0.285801 \tabularnewline
9 & -0.040404 & -0.313 & 0.377694 \tabularnewline
10 & -0.0597 & -0.4624 & 0.322722 \tabularnewline
11 & -0.059653 & -0.4621 & 0.32285 \tabularnewline
12 & 0.067578 & 0.5235 & 0.301291 \tabularnewline
13 & -0.041793 & -0.3237 & 0.373634 \tabularnewline
14 & -0.024687 & -0.1912 & 0.424497 \tabularnewline
15 & -0.062791 & -0.4864 & 0.314235 \tabularnewline
16 & -0.034455 & -0.2669 & 0.395235 \tabularnewline
17 & 0.080701 & 0.6251 & 0.267135 \tabularnewline
18 & 0.009261 & 0.0717 & 0.471525 \tabularnewline
19 & 0.111905 & 0.8668 & 0.194748 \tabularnewline
20 & -0.009265 & -0.0718 & 0.471514 \tabularnewline
21 & -0.044853 & -0.3474 & 0.364741 \tabularnewline
22 & -0.099635 & -0.7718 & 0.221639 \tabularnewline
23 & -0.03314 & -0.2567 & 0.399142 \tabularnewline
24 & -0.022931 & -0.1776 & 0.429809 \tabularnewline
25 & -0.043437 & -0.3365 & 0.36885 \tabularnewline
26 & 0.035227 & 0.2729 & 0.392947 \tabularnewline
27 & -0.060675 & -0.47 & 0.320035 \tabularnewline
28 & -0.029557 & -0.2289 & 0.409844 \tabularnewline
29 & -0.030807 & -0.2386 & 0.406102 \tabularnewline
30 & 0.043707 & 0.3386 & 0.368065 \tabularnewline
31 & 0.133606 & 1.0349 & 0.152433 \tabularnewline
32 & -0.024489 & -0.1897 & 0.425096 \tabularnewline
33 & 0.012187 & 0.0944 & 0.462552 \tabularnewline
34 & 0.091158 & 0.7061 & 0.241427 \tabularnewline
35 & -0.059052 & -0.4574 & 0.324513 \tabularnewline
36 & -0.031348 & -0.2428 & 0.404485 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32038&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]0.902864[/C][C]6.9936[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.070472[/C][C]-0.5459[/C][C]0.293588[/C][/ROW]
[ROW][C]3[/C][C]-0.011681[/C][C]-0.0905[/C][C]0.464103[/C][/ROW]
[ROW][C]4[/C][C]0.003152[/C][C]0.0244[/C][C]0.490301[/C][/ROW]
[ROW][C]5[/C][C]-0.111038[/C][C]-0.8601[/C][C]0.19658[/C][/ROW]
[ROW][C]6[/C][C]-0.073423[/C][C]-0.5687[/C][C]0.285829[/C][/ROW]
[ROW][C]7[/C][C]0.061108[/C][C]0.4733[/C][C]0.318843[/C][/ROW]
[ROW][C]8[/C][C]0.073434[/C][C]0.5688[/C][C]0.285801[/C][/ROW]
[ROW][C]9[/C][C]-0.040404[/C][C]-0.313[/C][C]0.377694[/C][/ROW]
[ROW][C]10[/C][C]-0.0597[/C][C]-0.4624[/C][C]0.322722[/C][/ROW]
[ROW][C]11[/C][C]-0.059653[/C][C]-0.4621[/C][C]0.32285[/C][/ROW]
[ROW][C]12[/C][C]0.067578[/C][C]0.5235[/C][C]0.301291[/C][/ROW]
[ROW][C]13[/C][C]-0.041793[/C][C]-0.3237[/C][C]0.373634[/C][/ROW]
[ROW][C]14[/C][C]-0.024687[/C][C]-0.1912[/C][C]0.424497[/C][/ROW]
[ROW][C]15[/C][C]-0.062791[/C][C]-0.4864[/C][C]0.314235[/C][/ROW]
[ROW][C]16[/C][C]-0.034455[/C][C]-0.2669[/C][C]0.395235[/C][/ROW]
[ROW][C]17[/C][C]0.080701[/C][C]0.6251[/C][C]0.267135[/C][/ROW]
[ROW][C]18[/C][C]0.009261[/C][C]0.0717[/C][C]0.471525[/C][/ROW]
[ROW][C]19[/C][C]0.111905[/C][C]0.8668[/C][C]0.194748[/C][/ROW]
[ROW][C]20[/C][C]-0.009265[/C][C]-0.0718[/C][C]0.471514[/C][/ROW]
[ROW][C]21[/C][C]-0.044853[/C][C]-0.3474[/C][C]0.364741[/C][/ROW]
[ROW][C]22[/C][C]-0.099635[/C][C]-0.7718[/C][C]0.221639[/C][/ROW]
[ROW][C]23[/C][C]-0.03314[/C][C]-0.2567[/C][C]0.399142[/C][/ROW]
[ROW][C]24[/C][C]-0.022931[/C][C]-0.1776[/C][C]0.429809[/C][/ROW]
[ROW][C]25[/C][C]-0.043437[/C][C]-0.3365[/C][C]0.36885[/C][/ROW]
[ROW][C]26[/C][C]0.035227[/C][C]0.2729[/C][C]0.392947[/C][/ROW]
[ROW][C]27[/C][C]-0.060675[/C][C]-0.47[/C][C]0.320035[/C][/ROW]
[ROW][C]28[/C][C]-0.029557[/C][C]-0.2289[/C][C]0.409844[/C][/ROW]
[ROW][C]29[/C][C]-0.030807[/C][C]-0.2386[/C][C]0.406102[/C][/ROW]
[ROW][C]30[/C][C]0.043707[/C][C]0.3386[/C][C]0.368065[/C][/ROW]
[ROW][C]31[/C][C]0.133606[/C][C]1.0349[/C][C]0.152433[/C][/ROW]
[ROW][C]32[/C][C]-0.024489[/C][C]-0.1897[/C][C]0.425096[/C][/ROW]
[ROW][C]33[/C][C]0.012187[/C][C]0.0944[/C][C]0.462552[/C][/ROW]
[ROW][C]34[/C][C]0.091158[/C][C]0.7061[/C][C]0.241427[/C][/ROW]
[ROW][C]35[/C][C]-0.059052[/C][C]-0.4574[/C][C]0.324513[/C][/ROW]
[ROW][C]36[/C][C]-0.031348[/C][C]-0.2428[/C][C]0.404485[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32038&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32038&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
10.9028646.99360
2-0.070472-0.54590.293588
3-0.011681-0.09050.464103
40.0031520.02440.490301
5-0.111038-0.86010.19658
6-0.073423-0.56870.285829
70.0611080.47330.318843
80.0734340.56880.285801
9-0.040404-0.3130.377694
10-0.0597-0.46240.322722
11-0.059653-0.46210.32285
120.0675780.52350.301291
13-0.041793-0.32370.373634
14-0.024687-0.19120.424497
15-0.062791-0.48640.314235
16-0.034455-0.26690.395235
170.0807010.62510.267135
180.0092610.07170.471525
190.1119050.86680.194748
20-0.009265-0.07180.471514
21-0.044853-0.34740.364741
22-0.099635-0.77180.221639
23-0.03314-0.25670.399142
24-0.022931-0.17760.429809
25-0.043437-0.33650.36885
260.0352270.27290.392947
27-0.060675-0.470.320035
28-0.029557-0.22890.409844
29-0.030807-0.23860.406102
300.0437070.33860.368065
310.1336061.03490.152433
32-0.024489-0.18970.425096
330.0121870.09440.462552
340.0911580.70610.241427
35-0.059052-0.45740.324513
36-0.031348-0.24280.404485


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')