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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 computationFri, 12 Dec 2008 03:42:17 -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/12/t1229079089dhzyuw46f2x05x4.htm/, Retrieved Sun, 19 May 2024 06:47:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32530, Retrieved Sun, 19 May 2024 06:47:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact166

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] [Autocorrelation f...] [2008-12-12 10:42:17] [6aa66640011d9b98524a5838bcf7301d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
85,0
95,9
108,9
96,2
100,1
105,7
64,5
66,8
110,3
96,1
102,5
97,6
83,6
86,5
96,0
91,1
87,2
84,5
59,2
61,5
98,8
97,9
92,7
84,2
74,5
79,7
86,8
79,8
87,0
91,4
58,7
62,8
87,9
90,4
80,6
73,5
71,4
70,6
78,3
76,0
77,4
80,9
63,4
58,1
88,2
81,2
84,9
76,4
71,5
76,1
82,9
78,0
82,0
84,7
55,7
59,5
83,2
87,6
76,2
76,4
68,3
70,0
76,3
70,9
72,4
80,1
57,4
62,7
82,6
88,9
80,4
72,0
69,4
69,2
77,3
79,4
78,6
76,1
61,8
59,4
78,1

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 4 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32530&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32530&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32530&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 time4 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4488034.03926.1e-05
2-0.000852-0.00770.496951
30.0781680.70350.241877
40.0727430.65470.257261
50.2431782.18860.015753
60.4774294.29692.4e-05
70.3023812.72140.003977
80.1062980.95670.170787
90.0341010.30690.37985
10-0.065481-0.58930.278641
110.2528252.27540.012761
120.6272695.64540
130.2473272.22590.014398
14-0.158134-1.42320.079258
15-0.079787-0.71810.237386
16-0.034877-0.31390.377205
170.1102370.99210.162044
180.3007282.70660.004144
190.1720311.54830.062726
200.0094970.08550.46605
21-0.050468-0.45420.325445
22-0.181899-1.63710.052745
230.0919290.82740.205232
240.4197583.77780.00015
250.1104730.99430.16153
26-0.19554-1.75990.041103
27-0.140371-1.26330.105045
28-0.095024-0.85520.197477
29-0.018431-0.16590.434332
300.1189951.0710.143686
310.0416560.37490.354357
32-0.104082-0.93670.175839
33-0.151386-1.36250.088413
34-0.210694-1.89620.030747
35-0.021207-0.19090.424554
360.2649942.38490.009709

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.448803 & 4.0392 & 6.1e-05 \tabularnewline
2 & -0.000852 & -0.0077 & 0.496951 \tabularnewline
3 & 0.078168 & 0.7035 & 0.241877 \tabularnewline
4 & 0.072743 & 0.6547 & 0.257261 \tabularnewline
5 & 0.243178 & 2.1886 & 0.015753 \tabularnewline
6 & 0.477429 & 4.2969 & 2.4e-05 \tabularnewline
7 & 0.302381 & 2.7214 & 0.003977 \tabularnewline
8 & 0.106298 & 0.9567 & 0.170787 \tabularnewline
9 & 0.034101 & 0.3069 & 0.37985 \tabularnewline
10 & -0.065481 & -0.5893 & 0.278641 \tabularnewline
11 & 0.252825 & 2.2754 & 0.012761 \tabularnewline
12 & 0.627269 & 5.6454 & 0 \tabularnewline
13 & 0.247327 & 2.2259 & 0.014398 \tabularnewline
14 & -0.158134 & -1.4232 & 0.079258 \tabularnewline
15 & -0.079787 & -0.7181 & 0.237386 \tabularnewline
16 & -0.034877 & -0.3139 & 0.377205 \tabularnewline
17 & 0.110237 & 0.9921 & 0.162044 \tabularnewline
18 & 0.300728 & 2.7066 & 0.004144 \tabularnewline
19 & 0.172031 & 1.5483 & 0.062726 \tabularnewline
20 & 0.009497 & 0.0855 & 0.46605 \tabularnewline
21 & -0.050468 & -0.4542 & 0.325445 \tabularnewline
22 & -0.181899 & -1.6371 & 0.052745 \tabularnewline
23 & 0.091929 & 0.8274 & 0.205232 \tabularnewline
24 & 0.419758 & 3.7778 & 0.00015 \tabularnewline
25 & 0.110473 & 0.9943 & 0.16153 \tabularnewline
26 & -0.19554 & -1.7599 & 0.041103 \tabularnewline
27 & -0.140371 & -1.2633 & 0.105045 \tabularnewline
28 & -0.095024 & -0.8552 & 0.197477 \tabularnewline
29 & -0.018431 & -0.1659 & 0.434332 \tabularnewline
30 & 0.118995 & 1.071 & 0.143686 \tabularnewline
31 & 0.041656 & 0.3749 & 0.354357 \tabularnewline
32 & -0.104082 & -0.9367 & 0.175839 \tabularnewline
33 & -0.151386 & -1.3625 & 0.088413 \tabularnewline
34 & -0.210694 & -1.8962 & 0.030747 \tabularnewline
35 & -0.021207 & -0.1909 & 0.424554 \tabularnewline
36 & 0.264994 & 2.3849 & 0.009709 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32530&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]0.448803[/C][C]4.0392[/C][C]6.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.000852[/C][C]-0.0077[/C][C]0.496951[/C][/ROW]
[ROW][C]3[/C][C]0.078168[/C][C]0.7035[/C][C]0.241877[/C][/ROW]
[ROW][C]4[/C][C]0.072743[/C][C]0.6547[/C][C]0.257261[/C][/ROW]
[ROW][C]5[/C][C]0.243178[/C][C]2.1886[/C][C]0.015753[/C][/ROW]
[ROW][C]6[/C][C]0.477429[/C][C]4.2969[/C][C]2.4e-05[/C][/ROW]
[ROW][C]7[/C][C]0.302381[/C][C]2.7214[/C][C]0.003977[/C][/ROW]
[ROW][C]8[/C][C]0.106298[/C][C]0.9567[/C][C]0.170787[/C][/ROW]
[ROW][C]9[/C][C]0.034101[/C][C]0.3069[/C][C]0.37985[/C][/ROW]
[ROW][C]10[/C][C]-0.065481[/C][C]-0.5893[/C][C]0.278641[/C][/ROW]
[ROW][C]11[/C][C]0.252825[/C][C]2.2754[/C][C]0.012761[/C][/ROW]
[ROW][C]12[/C][C]0.627269[/C][C]5.6454[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.247327[/C][C]2.2259[/C][C]0.014398[/C][/ROW]
[ROW][C]14[/C][C]-0.158134[/C][C]-1.4232[/C][C]0.079258[/C][/ROW]
[ROW][C]15[/C][C]-0.079787[/C][C]-0.7181[/C][C]0.237386[/C][/ROW]
[ROW][C]16[/C][C]-0.034877[/C][C]-0.3139[/C][C]0.377205[/C][/ROW]
[ROW][C]17[/C][C]0.110237[/C][C]0.9921[/C][C]0.162044[/C][/ROW]
[ROW][C]18[/C][C]0.300728[/C][C]2.7066[/C][C]0.004144[/C][/ROW]
[ROW][C]19[/C][C]0.172031[/C][C]1.5483[/C][C]0.062726[/C][/ROW]
[ROW][C]20[/C][C]0.009497[/C][C]0.0855[/C][C]0.46605[/C][/ROW]
[ROW][C]21[/C][C]-0.050468[/C][C]-0.4542[/C][C]0.325445[/C][/ROW]
[ROW][C]22[/C][C]-0.181899[/C][C]-1.6371[/C][C]0.052745[/C][/ROW]
[ROW][C]23[/C][C]0.091929[/C][C]0.8274[/C][C]0.205232[/C][/ROW]
[ROW][C]24[/C][C]0.419758[/C][C]3.7778[/C][C]0.00015[/C][/ROW]
[ROW][C]25[/C][C]0.110473[/C][C]0.9943[/C][C]0.16153[/C][/ROW]
[ROW][C]26[/C][C]-0.19554[/C][C]-1.7599[/C][C]0.041103[/C][/ROW]
[ROW][C]27[/C][C]-0.140371[/C][C]-1.2633[/C][C]0.105045[/C][/ROW]
[ROW][C]28[/C][C]-0.095024[/C][C]-0.8552[/C][C]0.197477[/C][/ROW]
[ROW][C]29[/C][C]-0.018431[/C][C]-0.1659[/C][C]0.434332[/C][/ROW]
[ROW][C]30[/C][C]0.118995[/C][C]1.071[/C][C]0.143686[/C][/ROW]
[ROW][C]31[/C][C]0.041656[/C][C]0.3749[/C][C]0.354357[/C][/ROW]
[ROW][C]32[/C][C]-0.104082[/C][C]-0.9367[/C][C]0.175839[/C][/ROW]
[ROW][C]33[/C][C]-0.151386[/C][C]-1.3625[/C][C]0.088413[/C][/ROW]
[ROW][C]34[/C][C]-0.210694[/C][C]-1.8962[/C][C]0.030747[/C][/ROW]
[ROW][C]35[/C][C]-0.021207[/C][C]-0.1909[/C][C]0.424554[/C][/ROW]
[ROW][C]36[/C][C]0.264994[/C][C]2.3849[/C][C]0.009709[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32530&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32530&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
10.4488034.03926.1e-05
2-0.000852-0.00770.496951
30.0781680.70350.241877
40.0727430.65470.257261
50.2431782.18860.015753
60.4774294.29692.4e-05
70.3023812.72140.003977
80.1062980.95670.170787
90.0341010.30690.37985
10-0.065481-0.58930.278641
110.2528252.27540.012761
120.6272695.64540
130.2473272.22590.014398
14-0.158134-1.42320.079258
15-0.079787-0.71810.237386
16-0.034877-0.31390.377205
170.1102370.99210.162044
180.3007282.70660.004144
190.1720311.54830.062726
200.0094970.08550.46605
21-0.050468-0.45420.325445
22-0.181899-1.63710.052745
230.0919290.82740.205232
240.4197583.77780.00015
250.1104730.99430.16153
26-0.19554-1.75990.041103
27-0.140371-1.26330.105045
28-0.095024-0.85520.197477
29-0.018431-0.16590.434332
300.1189951.0710.143686
310.0416560.37490.354357
32-0.104082-0.93670.175839
33-0.151386-1.36250.088413
34-0.210694-1.89620.030747
35-0.021207-0.19090.424554
360.2649942.38490.009709






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4488034.03926.1e-05
2-0.253296-2.27970.012629
30.2573492.31610.011539
4-0.132062-1.18860.119044
50.4226953.80430.000137
60.2035871.83230.035292
70.0480450.43240.333298
80.0741590.66740.253198
9-0.124123-1.11710.133625
10-0.107087-0.96380.169011
110.3730623.35766e-04
120.2920642.62860.005128
13-0.325515-2.92960.002203
14-0.228334-2.0550.021551
150.0049250.04430.482377
160.0181080.1630.435474
170.0264190.23780.406328
18-0.149172-1.34260.091584
190.0006680.0060.497608
200.0805530.7250.235278
210.1079690.97170.167041
22-0.17268-1.55410.062027
230.1049410.94450.17387
240.0030040.0270.48925
250.0025480.02290.490882
260.0009790.00880.496497
27-0.106102-0.95490.17123
280.0191050.17190.431955
29-0.170933-1.53840.063925
30-0.03356-0.3020.381696
31-0.041096-0.36990.356223
32-0.098147-0.88330.189839
330.0508170.45740.32432
340.0549690.49470.311067
350.0172530.15530.438496
360.0637850.57410.283759

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.448803 & 4.0392 & 6.1e-05 \tabularnewline
2 & -0.253296 & -2.2797 & 0.012629 \tabularnewline
3 & 0.257349 & 2.3161 & 0.011539 \tabularnewline
4 & -0.132062 & -1.1886 & 0.119044 \tabularnewline
5 & 0.422695 & 3.8043 & 0.000137 \tabularnewline
6 & 0.203587 & 1.8323 & 0.035292 \tabularnewline
7 & 0.048045 & 0.4324 & 0.333298 \tabularnewline
8 & 0.074159 & 0.6674 & 0.253198 \tabularnewline
9 & -0.124123 & -1.1171 & 0.133625 \tabularnewline
10 & -0.107087 & -0.9638 & 0.169011 \tabularnewline
11 & 0.373062 & 3.3576 & 6e-04 \tabularnewline
12 & 0.292064 & 2.6286 & 0.005128 \tabularnewline
13 & -0.325515 & -2.9296 & 0.002203 \tabularnewline
14 & -0.228334 & -2.055 & 0.021551 \tabularnewline
15 & 0.004925 & 0.0443 & 0.482377 \tabularnewline
16 & 0.018108 & 0.163 & 0.435474 \tabularnewline
17 & 0.026419 & 0.2378 & 0.406328 \tabularnewline
18 & -0.149172 & -1.3426 & 0.091584 \tabularnewline
19 & 0.000668 & 0.006 & 0.497608 \tabularnewline
20 & 0.080553 & 0.725 & 0.235278 \tabularnewline
21 & 0.107969 & 0.9717 & 0.167041 \tabularnewline
22 & -0.17268 & -1.5541 & 0.062027 \tabularnewline
23 & 0.104941 & 0.9445 & 0.17387 \tabularnewline
24 & 0.003004 & 0.027 & 0.48925 \tabularnewline
25 & 0.002548 & 0.0229 & 0.490882 \tabularnewline
26 & 0.000979 & 0.0088 & 0.496497 \tabularnewline
27 & -0.106102 & -0.9549 & 0.17123 \tabularnewline
28 & 0.019105 & 0.1719 & 0.431955 \tabularnewline
29 & -0.170933 & -1.5384 & 0.063925 \tabularnewline
30 & -0.03356 & -0.302 & 0.381696 \tabularnewline
31 & -0.041096 & -0.3699 & 0.356223 \tabularnewline
32 & -0.098147 & -0.8833 & 0.189839 \tabularnewline
33 & 0.050817 & 0.4574 & 0.32432 \tabularnewline
34 & 0.054969 & 0.4947 & 0.311067 \tabularnewline
35 & 0.017253 & 0.1553 & 0.438496 \tabularnewline
36 & 0.063785 & 0.5741 & 0.283759 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32530&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]0.448803[/C][C]4.0392[/C][C]6.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.253296[/C][C]-2.2797[/C][C]0.012629[/C][/ROW]
[ROW][C]3[/C][C]0.257349[/C][C]2.3161[/C][C]0.011539[/C][/ROW]
[ROW][C]4[/C][C]-0.132062[/C][C]-1.1886[/C][C]0.119044[/C][/ROW]
[ROW][C]5[/C][C]0.422695[/C][C]3.8043[/C][C]0.000137[/C][/ROW]
[ROW][C]6[/C][C]0.203587[/C][C]1.8323[/C][C]0.035292[/C][/ROW]
[ROW][C]7[/C][C]0.048045[/C][C]0.4324[/C][C]0.333298[/C][/ROW]
[ROW][C]8[/C][C]0.074159[/C][C]0.6674[/C][C]0.253198[/C][/ROW]
[ROW][C]9[/C][C]-0.124123[/C][C]-1.1171[/C][C]0.133625[/C][/ROW]
[ROW][C]10[/C][C]-0.107087[/C][C]-0.9638[/C][C]0.169011[/C][/ROW]
[ROW][C]11[/C][C]0.373062[/C][C]3.3576[/C][C]6e-04[/C][/ROW]
[ROW][C]12[/C][C]0.292064[/C][C]2.6286[/C][C]0.005128[/C][/ROW]
[ROW][C]13[/C][C]-0.325515[/C][C]-2.9296[/C][C]0.002203[/C][/ROW]
[ROW][C]14[/C][C]-0.228334[/C][C]-2.055[/C][C]0.021551[/C][/ROW]
[ROW][C]15[/C][C]0.004925[/C][C]0.0443[/C][C]0.482377[/C][/ROW]
[ROW][C]16[/C][C]0.018108[/C][C]0.163[/C][C]0.435474[/C][/ROW]
[ROW][C]17[/C][C]0.026419[/C][C]0.2378[/C][C]0.406328[/C][/ROW]
[ROW][C]18[/C][C]-0.149172[/C][C]-1.3426[/C][C]0.091584[/C][/ROW]
[ROW][C]19[/C][C]0.000668[/C][C]0.006[/C][C]0.497608[/C][/ROW]
[ROW][C]20[/C][C]0.080553[/C][C]0.725[/C][C]0.235278[/C][/ROW]
[ROW][C]21[/C][C]0.107969[/C][C]0.9717[/C][C]0.167041[/C][/ROW]
[ROW][C]22[/C][C]-0.17268[/C][C]-1.5541[/C][C]0.062027[/C][/ROW]
[ROW][C]23[/C][C]0.104941[/C][C]0.9445[/C][C]0.17387[/C][/ROW]
[ROW][C]24[/C][C]0.003004[/C][C]0.027[/C][C]0.48925[/C][/ROW]
[ROW][C]25[/C][C]0.002548[/C][C]0.0229[/C][C]0.490882[/C][/ROW]
[ROW][C]26[/C][C]0.000979[/C][C]0.0088[/C][C]0.496497[/C][/ROW]
[ROW][C]27[/C][C]-0.106102[/C][C]-0.9549[/C][C]0.17123[/C][/ROW]
[ROW][C]28[/C][C]0.019105[/C][C]0.1719[/C][C]0.431955[/C][/ROW]
[ROW][C]29[/C][C]-0.170933[/C][C]-1.5384[/C][C]0.063925[/C][/ROW]
[ROW][C]30[/C][C]-0.03356[/C][C]-0.302[/C][C]0.381696[/C][/ROW]
[ROW][C]31[/C][C]-0.041096[/C][C]-0.3699[/C][C]0.356223[/C][/ROW]
[ROW][C]32[/C][C]-0.098147[/C][C]-0.8833[/C][C]0.189839[/C][/ROW]
[ROW][C]33[/C][C]0.050817[/C][C]0.4574[/C][C]0.32432[/C][/ROW]
[ROW][C]34[/C][C]0.054969[/C][C]0.4947[/C][C]0.311067[/C][/ROW]
[ROW][C]35[/C][C]0.017253[/C][C]0.1553[/C][C]0.438496[/C][/ROW]
[ROW][C]36[/C][C]0.063785[/C][C]0.5741[/C][C]0.283759[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32530&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32530&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
10.4488034.03926.1e-05
2-0.253296-2.27970.012629
30.2573492.31610.011539
4-0.132062-1.18860.119044
50.4226953.80430.000137
60.2035871.83230.035292
70.0480450.43240.333298
80.0741590.66740.253198
9-0.124123-1.11710.133625
10-0.107087-0.96380.169011
110.3730623.35766e-04
120.2920642.62860.005128
13-0.325515-2.92960.002203
14-0.228334-2.0550.021551
150.0049250.04430.482377
160.0181080.1630.435474
170.0264190.23780.406328
18-0.149172-1.34260.091584
190.0006680.0060.497608
200.0805530.7250.235278
210.1079690.97170.167041
22-0.17268-1.55410.062027
230.1049410.94450.17387
240.0030040.0270.48925
250.0025480.02290.490882
260.0009790.00880.496497
27-0.106102-0.95490.17123
280.0191050.17190.431955
29-0.170933-1.53840.063925
30-0.03356-0.3020.381696
31-0.041096-0.36990.356223
32-0.098147-0.88330.189839
330.0508170.45740.32432
340.0549690.49470.311067
350.0172530.15530.438496
360.0637850.57410.283759


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')