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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 04:19:03 -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/t1229081053ifza3f2aajduusa.htm/, Retrieved Sun, 19 May 2024 06:47:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32562, Retrieved Sun, 19 May 2024 06:47:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact177

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 11:19:03] [6aa66640011d9b98524a5838bcf7301d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
98,5
97,0
103,3
99,6
100,1
102,9
95,9
94,5
107,4
116,0
102,8
99,8
109,6
103,0
111,6
106,3
97,9
108,8
103,9
101,2
122,9
123,9
111,7
120,9
99,6
103,3
119,4
106,5
101,9
124,6
106,5
107,8
127,4
120,1
118,5
127,7
107,7
104,5
118,8
110,3
109,6
119,1
96,5
106,7
126,3
116,2
118,8
115,2
110,0
111,4
129,6
108,1
117,8
122,9
100,6
111,8
127,0
128,6
124,8
118,5
114,7
112,6
128,7
111,0
115,8
126,0
111,1
113,2
120,1
130,6
124,0
119,4
116,7
116,5
119,6
126,5
111,3
123,5
114,2
103,7
129,5

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'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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32562&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32562&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32562&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0092770.07710.469401
20.0802120.66630.253724
30.2510832.08570.020355
4-0.082314-0.68380.248211
50.1291961.07320.143464
60.179611.49190.070135
7-0.112796-0.9370.176025
80.1107080.91960.18049
90.2458922.04250.022461
10-0.117783-0.97840.165652
11-0.027622-0.22940.409602
12-0.115967-0.96330.169381
13-0.159121-1.32180.095308
140.0983680.81710.20834
15-0.039412-0.32740.372185
16-0.096274-0.79970.213312
170.1530291.27120.103971
18-0.01495-0.12420.450767
19-0.188452-1.56540.061032
200.0061050.05070.479851
210.0114910.09550.462115
22-0.120599-1.00180.159977
230.164361.36530.088301
24-0.245192-2.03670.022759
25-0.080398-0.66780.253232
260.0564670.46910.320255
270.015440.12830.449159
28-0.083536-0.69390.245038
290.0352520.29280.385267
300.0037790.03140.487525
310.0712750.59210.277874
320.1226861.01910.155856
33-0.18109-1.50420.068541
340.0213110.1770.430006
350.0964390.80110.212917
360.019370.16090.436322

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.009277 & 0.0771 & 0.469401 \tabularnewline
2 & 0.080212 & 0.6663 & 0.253724 \tabularnewline
3 & 0.251083 & 2.0857 & 0.020355 \tabularnewline
4 & -0.082314 & -0.6838 & 0.248211 \tabularnewline
5 & 0.129196 & 1.0732 & 0.143464 \tabularnewline
6 & 0.17961 & 1.4919 & 0.070135 \tabularnewline
7 & -0.112796 & -0.937 & 0.176025 \tabularnewline
8 & 0.110708 & 0.9196 & 0.18049 \tabularnewline
9 & 0.245892 & 2.0425 & 0.022461 \tabularnewline
10 & -0.117783 & -0.9784 & 0.165652 \tabularnewline
11 & -0.027622 & -0.2294 & 0.409602 \tabularnewline
12 & -0.115967 & -0.9633 & 0.169381 \tabularnewline
13 & -0.159121 & -1.3218 & 0.095308 \tabularnewline
14 & 0.098368 & 0.8171 & 0.20834 \tabularnewline
15 & -0.039412 & -0.3274 & 0.372185 \tabularnewline
16 & -0.096274 & -0.7997 & 0.213312 \tabularnewline
17 & 0.153029 & 1.2712 & 0.103971 \tabularnewline
18 & -0.01495 & -0.1242 & 0.450767 \tabularnewline
19 & -0.188452 & -1.5654 & 0.061032 \tabularnewline
20 & 0.006105 & 0.0507 & 0.479851 \tabularnewline
21 & 0.011491 & 0.0955 & 0.462115 \tabularnewline
22 & -0.120599 & -1.0018 & 0.159977 \tabularnewline
23 & 0.16436 & 1.3653 & 0.088301 \tabularnewline
24 & -0.245192 & -2.0367 & 0.022759 \tabularnewline
25 & -0.080398 & -0.6678 & 0.253232 \tabularnewline
26 & 0.056467 & 0.4691 & 0.320255 \tabularnewline
27 & 0.01544 & 0.1283 & 0.449159 \tabularnewline
28 & -0.083536 & -0.6939 & 0.245038 \tabularnewline
29 & 0.035252 & 0.2928 & 0.385267 \tabularnewline
30 & 0.003779 & 0.0314 & 0.487525 \tabularnewline
31 & 0.071275 & 0.5921 & 0.277874 \tabularnewline
32 & 0.122686 & 1.0191 & 0.155856 \tabularnewline
33 & -0.18109 & -1.5042 & 0.068541 \tabularnewline
34 & 0.021311 & 0.177 & 0.430006 \tabularnewline
35 & 0.096439 & 0.8011 & 0.212917 \tabularnewline
36 & 0.01937 & 0.1609 & 0.436322 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32562&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]0.009277[/C][C]0.0771[/C][C]0.469401[/C][/ROW]
[ROW][C]2[/C][C]0.080212[/C][C]0.6663[/C][C]0.253724[/C][/ROW]
[ROW][C]3[/C][C]0.251083[/C][C]2.0857[/C][C]0.020355[/C][/ROW]
[ROW][C]4[/C][C]-0.082314[/C][C]-0.6838[/C][C]0.248211[/C][/ROW]
[ROW][C]5[/C][C]0.129196[/C][C]1.0732[/C][C]0.143464[/C][/ROW]
[ROW][C]6[/C][C]0.17961[/C][C]1.4919[/C][C]0.070135[/C][/ROW]
[ROW][C]7[/C][C]-0.112796[/C][C]-0.937[/C][C]0.176025[/C][/ROW]
[ROW][C]8[/C][C]0.110708[/C][C]0.9196[/C][C]0.18049[/C][/ROW]
[ROW][C]9[/C][C]0.245892[/C][C]2.0425[/C][C]0.022461[/C][/ROW]
[ROW][C]10[/C][C]-0.117783[/C][C]-0.9784[/C][C]0.165652[/C][/ROW]
[ROW][C]11[/C][C]-0.027622[/C][C]-0.2294[/C][C]0.409602[/C][/ROW]
[ROW][C]12[/C][C]-0.115967[/C][C]-0.9633[/C][C]0.169381[/C][/ROW]
[ROW][C]13[/C][C]-0.159121[/C][C]-1.3218[/C][C]0.095308[/C][/ROW]
[ROW][C]14[/C][C]0.098368[/C][C]0.8171[/C][C]0.20834[/C][/ROW]
[ROW][C]15[/C][C]-0.039412[/C][C]-0.3274[/C][C]0.372185[/C][/ROW]
[ROW][C]16[/C][C]-0.096274[/C][C]-0.7997[/C][C]0.213312[/C][/ROW]
[ROW][C]17[/C][C]0.153029[/C][C]1.2712[/C][C]0.103971[/C][/ROW]
[ROW][C]18[/C][C]-0.01495[/C][C]-0.1242[/C][C]0.450767[/C][/ROW]
[ROW][C]19[/C][C]-0.188452[/C][C]-1.5654[/C][C]0.061032[/C][/ROW]
[ROW][C]20[/C][C]0.006105[/C][C]0.0507[/C][C]0.479851[/C][/ROW]
[ROW][C]21[/C][C]0.011491[/C][C]0.0955[/C][C]0.462115[/C][/ROW]
[ROW][C]22[/C][C]-0.120599[/C][C]-1.0018[/C][C]0.159977[/C][/ROW]
[ROW][C]23[/C][C]0.16436[/C][C]1.3653[/C][C]0.088301[/C][/ROW]
[ROW][C]24[/C][C]-0.245192[/C][C]-2.0367[/C][C]0.022759[/C][/ROW]
[ROW][C]25[/C][C]-0.080398[/C][C]-0.6678[/C][C]0.253232[/C][/ROW]
[ROW][C]26[/C][C]0.056467[/C][C]0.4691[/C][C]0.320255[/C][/ROW]
[ROW][C]27[/C][C]0.01544[/C][C]0.1283[/C][C]0.449159[/C][/ROW]
[ROW][C]28[/C][C]-0.083536[/C][C]-0.6939[/C][C]0.245038[/C][/ROW]
[ROW][C]29[/C][C]0.035252[/C][C]0.2928[/C][C]0.385267[/C][/ROW]
[ROW][C]30[/C][C]0.003779[/C][C]0.0314[/C][C]0.487525[/C][/ROW]
[ROW][C]31[/C][C]0.071275[/C][C]0.5921[/C][C]0.277874[/C][/ROW]
[ROW][C]32[/C][C]0.122686[/C][C]1.0191[/C][C]0.155856[/C][/ROW]
[ROW][C]33[/C][C]-0.18109[/C][C]-1.5042[/C][C]0.068541[/C][/ROW]
[ROW][C]34[/C][C]0.021311[/C][C]0.177[/C][C]0.430006[/C][/ROW]
[ROW][C]35[/C][C]0.096439[/C][C]0.8011[/C][C]0.212917[/C][/ROW]
[ROW][C]36[/C][C]0.01937[/C][C]0.1609[/C][C]0.436322[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32562&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32562&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
10.0092770.07710.469401
20.0802120.66630.253724
30.2510832.08570.020355
4-0.082314-0.68380.248211
50.1291961.07320.143464
60.179611.49190.070135
7-0.112796-0.9370.176025
80.1107080.91960.18049
90.2458922.04250.022461
10-0.117783-0.97840.165652
11-0.027622-0.22940.409602
12-0.115967-0.96330.169381
13-0.159121-1.32180.095308
140.0983680.81710.20834
15-0.039412-0.32740.372185
16-0.096274-0.79970.213312
170.1530291.27120.103971
18-0.01495-0.12420.450767
19-0.188452-1.56540.061032
200.0061050.05070.479851
210.0114910.09550.462115
22-0.120599-1.00180.159977
230.164361.36530.088301
24-0.245192-2.03670.022759
25-0.080398-0.66780.253232
260.0564670.46910.320255
270.015440.12830.449159
28-0.083536-0.69390.245038
290.0352520.29280.385267
300.0037790.03140.487525
310.0712750.59210.277874
320.1226861.01910.155856
33-0.18109-1.50420.068541
340.0213110.1770.430006
350.0964390.80110.212917
360.019370.16090.436322






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0092770.07710.469401
20.0801330.66560.253933
30.251292.08740.020275
4-0.094533-0.78520.217498
50.0971030.80660.211334
60.1399941.16290.124442
7-0.099741-0.82850.205118
80.0336270.27930.390414
90.2353571.9550.027316
10-0.093506-0.77670.21999
11-0.175227-1.45550.075027
12-0.201516-1.67390.049337
13-0.053948-0.44810.327734
140.0802580.66670.253602
150.0008080.00670.497331
16-0.004197-0.03490.486146
170.1550151.28760.101085
180.0259740.21580.414908
19-0.226722-1.88330.031938
20-0.04587-0.3810.352178
210.2680822.22690.014612
22-0.085544-0.71060.239869
23-0.063013-0.52340.301179
24-0.303302-2.51940.007037
250.0084020.06980.47228
26-0.053093-0.4410.330287
270.2518952.09240.020042
280.0503630.41840.338495
290.1158340.96220.169657
30-0.045614-0.37890.352964
31-0.014938-0.12410.450805
320.013540.11250.455389
33-0.000216-0.00180.499286
340.0039610.03290.486925
350.0193940.16110.436243
36-0.057677-0.47910.31669

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.009277 & 0.0771 & 0.469401 \tabularnewline
2 & 0.080133 & 0.6656 & 0.253933 \tabularnewline
3 & 0.25129 & 2.0874 & 0.020275 \tabularnewline
4 & -0.094533 & -0.7852 & 0.217498 \tabularnewline
5 & 0.097103 & 0.8066 & 0.211334 \tabularnewline
6 & 0.139994 & 1.1629 & 0.124442 \tabularnewline
7 & -0.099741 & -0.8285 & 0.205118 \tabularnewline
8 & 0.033627 & 0.2793 & 0.390414 \tabularnewline
9 & 0.235357 & 1.955 & 0.027316 \tabularnewline
10 & -0.093506 & -0.7767 & 0.21999 \tabularnewline
11 & -0.175227 & -1.4555 & 0.075027 \tabularnewline
12 & -0.201516 & -1.6739 & 0.049337 \tabularnewline
13 & -0.053948 & -0.4481 & 0.327734 \tabularnewline
14 & 0.080258 & 0.6667 & 0.253602 \tabularnewline
15 & 0.000808 & 0.0067 & 0.497331 \tabularnewline
16 & -0.004197 & -0.0349 & 0.486146 \tabularnewline
17 & 0.155015 & 1.2876 & 0.101085 \tabularnewline
18 & 0.025974 & 0.2158 & 0.414908 \tabularnewline
19 & -0.226722 & -1.8833 & 0.031938 \tabularnewline
20 & -0.04587 & -0.381 & 0.352178 \tabularnewline
21 & 0.268082 & 2.2269 & 0.014612 \tabularnewline
22 & -0.085544 & -0.7106 & 0.239869 \tabularnewline
23 & -0.063013 & -0.5234 & 0.301179 \tabularnewline
24 & -0.303302 & -2.5194 & 0.007037 \tabularnewline
25 & 0.008402 & 0.0698 & 0.47228 \tabularnewline
26 & -0.053093 & -0.441 & 0.330287 \tabularnewline
27 & 0.251895 & 2.0924 & 0.020042 \tabularnewline
28 & 0.050363 & 0.4184 & 0.338495 \tabularnewline
29 & 0.115834 & 0.9622 & 0.169657 \tabularnewline
30 & -0.045614 & -0.3789 & 0.352964 \tabularnewline
31 & -0.014938 & -0.1241 & 0.450805 \tabularnewline
32 & 0.01354 & 0.1125 & 0.455389 \tabularnewline
33 & -0.000216 & -0.0018 & 0.499286 \tabularnewline
34 & 0.003961 & 0.0329 & 0.486925 \tabularnewline
35 & 0.019394 & 0.1611 & 0.436243 \tabularnewline
36 & -0.057677 & -0.4791 & 0.31669 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32562&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]0.009277[/C][C]0.0771[/C][C]0.469401[/C][/ROW]
[ROW][C]2[/C][C]0.080133[/C][C]0.6656[/C][C]0.253933[/C][/ROW]
[ROW][C]3[/C][C]0.25129[/C][C]2.0874[/C][C]0.020275[/C][/ROW]
[ROW][C]4[/C][C]-0.094533[/C][C]-0.7852[/C][C]0.217498[/C][/ROW]
[ROW][C]5[/C][C]0.097103[/C][C]0.8066[/C][C]0.211334[/C][/ROW]
[ROW][C]6[/C][C]0.139994[/C][C]1.1629[/C][C]0.124442[/C][/ROW]
[ROW][C]7[/C][C]-0.099741[/C][C]-0.8285[/C][C]0.205118[/C][/ROW]
[ROW][C]8[/C][C]0.033627[/C][C]0.2793[/C][C]0.390414[/C][/ROW]
[ROW][C]9[/C][C]0.235357[/C][C]1.955[/C][C]0.027316[/C][/ROW]
[ROW][C]10[/C][C]-0.093506[/C][C]-0.7767[/C][C]0.21999[/C][/ROW]
[ROW][C]11[/C][C]-0.175227[/C][C]-1.4555[/C][C]0.075027[/C][/ROW]
[ROW][C]12[/C][C]-0.201516[/C][C]-1.6739[/C][C]0.049337[/C][/ROW]
[ROW][C]13[/C][C]-0.053948[/C][C]-0.4481[/C][C]0.327734[/C][/ROW]
[ROW][C]14[/C][C]0.080258[/C][C]0.6667[/C][C]0.253602[/C][/ROW]
[ROW][C]15[/C][C]0.000808[/C][C]0.0067[/C][C]0.497331[/C][/ROW]
[ROW][C]16[/C][C]-0.004197[/C][C]-0.0349[/C][C]0.486146[/C][/ROW]
[ROW][C]17[/C][C]0.155015[/C][C]1.2876[/C][C]0.101085[/C][/ROW]
[ROW][C]18[/C][C]0.025974[/C][C]0.2158[/C][C]0.414908[/C][/ROW]
[ROW][C]19[/C][C]-0.226722[/C][C]-1.8833[/C][C]0.031938[/C][/ROW]
[ROW][C]20[/C][C]-0.04587[/C][C]-0.381[/C][C]0.352178[/C][/ROW]
[ROW][C]21[/C][C]0.268082[/C][C]2.2269[/C][C]0.014612[/C][/ROW]
[ROW][C]22[/C][C]-0.085544[/C][C]-0.7106[/C][C]0.239869[/C][/ROW]
[ROW][C]23[/C][C]-0.063013[/C][C]-0.5234[/C][C]0.301179[/C][/ROW]
[ROW][C]24[/C][C]-0.303302[/C][C]-2.5194[/C][C]0.007037[/C][/ROW]
[ROW][C]25[/C][C]0.008402[/C][C]0.0698[/C][C]0.47228[/C][/ROW]
[ROW][C]26[/C][C]-0.053093[/C][C]-0.441[/C][C]0.330287[/C][/ROW]
[ROW][C]27[/C][C]0.251895[/C][C]2.0924[/C][C]0.020042[/C][/ROW]
[ROW][C]28[/C][C]0.050363[/C][C]0.4184[/C][C]0.338495[/C][/ROW]
[ROW][C]29[/C][C]0.115834[/C][C]0.9622[/C][C]0.169657[/C][/ROW]
[ROW][C]30[/C][C]-0.045614[/C][C]-0.3789[/C][C]0.352964[/C][/ROW]
[ROW][C]31[/C][C]-0.014938[/C][C]-0.1241[/C][C]0.450805[/C][/ROW]
[ROW][C]32[/C][C]0.01354[/C][C]0.1125[/C][C]0.455389[/C][/ROW]
[ROW][C]33[/C][C]-0.000216[/C][C]-0.0018[/C][C]0.499286[/C][/ROW]
[ROW][C]34[/C][C]0.003961[/C][C]0.0329[/C][C]0.486925[/C][/ROW]
[ROW][C]35[/C][C]0.019394[/C][C]0.1611[/C][C]0.436243[/C][/ROW]
[ROW][C]36[/C][C]-0.057677[/C][C]-0.4791[/C][C]0.31669[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32562&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32562&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
10.0092770.07710.469401
20.0801330.66560.253933
30.251292.08740.020275
4-0.094533-0.78520.217498
50.0971030.80660.211334
60.1399941.16290.124442
7-0.099741-0.82850.205118
80.0336270.27930.390414
90.2353571.9550.027316
10-0.093506-0.77670.21999
11-0.175227-1.45550.075027
12-0.201516-1.67390.049337
13-0.053948-0.44810.327734
140.0802580.66670.253602
150.0008080.00670.497331
16-0.004197-0.03490.486146
170.1550151.28760.101085
180.0259740.21580.414908
19-0.226722-1.88330.031938
20-0.04587-0.3810.352178
210.2680822.22690.014612
22-0.085544-0.71060.239869
23-0.063013-0.52340.301179
24-0.303302-2.51940.007037
250.0084020.06980.47228
26-0.053093-0.4410.330287
270.2518952.09240.020042
280.0503630.41840.338495
290.1158340.96220.169657
30-0.045614-0.37890.352964
31-0.014938-0.12410.450805
320.013540.11250.455389
33-0.000216-0.00180.499286
340.0039610.03290.486925
350.0193940.16110.436243
36-0.057677-0.47910.31669


Figures (Output of Computation)

Input Parameters & R Code

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