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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 04:27:32 -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/t1229081379wkrtjxilj3xexjs.htm/, Retrieved Sun, 19 May 2024 06:29:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32567, Retrieved Sun, 19 May 2024 06:29:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact173

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 11:27:32] [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 time1 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32567&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32567&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32567&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'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3711143.08270.001474
20.3582382.97570.002013
30.3473682.88550.002606
40.17651.46610.073579
50.0760210.63150.264907
60.169521.40810.08179
70.1401731.16440.124144
80.1243631.0330.152596
90.1050450.87260.192962
100.1151520.95650.171074
11-0.005095-0.04230.483182
12-0.240681-1.99920.024761
130.0156510.130.448469
14-0.143772-1.19430.118233
15-0.00889-0.07380.470673
16-0.048222-0.40060.344991
170.116370.96660.168549
180.1959311.62750.054092
190.1297731.0780.1424
200.121521.00940.158149
210.2503022.07920.020661
220.0602950.50080.309036
230.1657891.37720.086459
240.1406761.16850.123305
25-0.003446-0.02860.488625
260.0619410.51450.304265
270.0015180.01260.494987
280.0637810.52980.298973
29-0.076851-0.63840.262673
30-0.127547-1.05950.146537
31-0.070566-0.58620.279839
32-0.15494-1.2870.101193
33-0.28216-2.34380.010988
34-0.181114-1.50440.068515
35-0.278088-2.310.011944
36-0.126761-1.0530.148018

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.371114 & 3.0827 & 0.001474 \tabularnewline
2 & 0.358238 & 2.9757 & 0.002013 \tabularnewline
3 & 0.347368 & 2.8855 & 0.002606 \tabularnewline
4 & 0.1765 & 1.4661 & 0.073579 \tabularnewline
5 & 0.076021 & 0.6315 & 0.264907 \tabularnewline
6 & 0.16952 & 1.4081 & 0.08179 \tabularnewline
7 & 0.140173 & 1.1644 & 0.124144 \tabularnewline
8 & 0.124363 & 1.033 & 0.152596 \tabularnewline
9 & 0.105045 & 0.8726 & 0.192962 \tabularnewline
10 & 0.115152 & 0.9565 & 0.171074 \tabularnewline
11 & -0.005095 & -0.0423 & 0.483182 \tabularnewline
12 & -0.240681 & -1.9992 & 0.024761 \tabularnewline
13 & 0.015651 & 0.13 & 0.448469 \tabularnewline
14 & -0.143772 & -1.1943 & 0.118233 \tabularnewline
15 & -0.00889 & -0.0738 & 0.470673 \tabularnewline
16 & -0.048222 & -0.4006 & 0.344991 \tabularnewline
17 & 0.11637 & 0.9666 & 0.168549 \tabularnewline
18 & 0.195931 & 1.6275 & 0.054092 \tabularnewline
19 & 0.129773 & 1.078 & 0.1424 \tabularnewline
20 & 0.12152 & 1.0094 & 0.158149 \tabularnewline
21 & 0.250302 & 2.0792 & 0.020661 \tabularnewline
22 & 0.060295 & 0.5008 & 0.309036 \tabularnewline
23 & 0.165789 & 1.3772 & 0.086459 \tabularnewline
24 & 0.140676 & 1.1685 & 0.123305 \tabularnewline
25 & -0.003446 & -0.0286 & 0.488625 \tabularnewline
26 & 0.061941 & 0.5145 & 0.304265 \tabularnewline
27 & 0.001518 & 0.0126 & 0.494987 \tabularnewline
28 & 0.063781 & 0.5298 & 0.298973 \tabularnewline
29 & -0.076851 & -0.6384 & 0.262673 \tabularnewline
30 & -0.127547 & -1.0595 & 0.146537 \tabularnewline
31 & -0.070566 & -0.5862 & 0.279839 \tabularnewline
32 & -0.15494 & -1.287 & 0.101193 \tabularnewline
33 & -0.28216 & -2.3438 & 0.010988 \tabularnewline
34 & -0.181114 & -1.5044 & 0.068515 \tabularnewline
35 & -0.278088 & -2.31 & 0.011944 \tabularnewline
36 & -0.126761 & -1.053 & 0.148018 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32567&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]0.371114[/C][C]3.0827[/C][C]0.001474[/C][/ROW]
[ROW][C]2[/C][C]0.358238[/C][C]2.9757[/C][C]0.002013[/C][/ROW]
[ROW][C]3[/C][C]0.347368[/C][C]2.8855[/C][C]0.002606[/C][/ROW]
[ROW][C]4[/C][C]0.1765[/C][C]1.4661[/C][C]0.073579[/C][/ROW]
[ROW][C]5[/C][C]0.076021[/C][C]0.6315[/C][C]0.264907[/C][/ROW]
[ROW][C]6[/C][C]0.16952[/C][C]1.4081[/C][C]0.08179[/C][/ROW]
[ROW][C]7[/C][C]0.140173[/C][C]1.1644[/C][C]0.124144[/C][/ROW]
[ROW][C]8[/C][C]0.124363[/C][C]1.033[/C][C]0.152596[/C][/ROW]
[ROW][C]9[/C][C]0.105045[/C][C]0.8726[/C][C]0.192962[/C][/ROW]
[ROW][C]10[/C][C]0.115152[/C][C]0.9565[/C][C]0.171074[/C][/ROW]
[ROW][C]11[/C][C]-0.005095[/C][C]-0.0423[/C][C]0.483182[/C][/ROW]
[ROW][C]12[/C][C]-0.240681[/C][C]-1.9992[/C][C]0.024761[/C][/ROW]
[ROW][C]13[/C][C]0.015651[/C][C]0.13[/C][C]0.448469[/C][/ROW]
[ROW][C]14[/C][C]-0.143772[/C][C]-1.1943[/C][C]0.118233[/C][/ROW]
[ROW][C]15[/C][C]-0.00889[/C][C]-0.0738[/C][C]0.470673[/C][/ROW]
[ROW][C]16[/C][C]-0.048222[/C][C]-0.4006[/C][C]0.344991[/C][/ROW]
[ROW][C]17[/C][C]0.11637[/C][C]0.9666[/C][C]0.168549[/C][/ROW]
[ROW][C]18[/C][C]0.195931[/C][C]1.6275[/C][C]0.054092[/C][/ROW]
[ROW][C]19[/C][C]0.129773[/C][C]1.078[/C][C]0.1424[/C][/ROW]
[ROW][C]20[/C][C]0.12152[/C][C]1.0094[/C][C]0.158149[/C][/ROW]
[ROW][C]21[/C][C]0.250302[/C][C]2.0792[/C][C]0.020661[/C][/ROW]
[ROW][C]22[/C][C]0.060295[/C][C]0.5008[/C][C]0.309036[/C][/ROW]
[ROW][C]23[/C][C]0.165789[/C][C]1.3772[/C][C]0.086459[/C][/ROW]
[ROW][C]24[/C][C]0.140676[/C][C]1.1685[/C][C]0.123305[/C][/ROW]
[ROW][C]25[/C][C]-0.003446[/C][C]-0.0286[/C][C]0.488625[/C][/ROW]
[ROW][C]26[/C][C]0.061941[/C][C]0.5145[/C][C]0.304265[/C][/ROW]
[ROW][C]27[/C][C]0.001518[/C][C]0.0126[/C][C]0.494987[/C][/ROW]
[ROW][C]28[/C][C]0.063781[/C][C]0.5298[/C][C]0.298973[/C][/ROW]
[ROW][C]29[/C][C]-0.076851[/C][C]-0.6384[/C][C]0.262673[/C][/ROW]
[ROW][C]30[/C][C]-0.127547[/C][C]-1.0595[/C][C]0.146537[/C][/ROW]
[ROW][C]31[/C][C]-0.070566[/C][C]-0.5862[/C][C]0.279839[/C][/ROW]
[ROW][C]32[/C][C]-0.15494[/C][C]-1.287[/C][C]0.101193[/C][/ROW]
[ROW][C]33[/C][C]-0.28216[/C][C]-2.3438[/C][C]0.010988[/C][/ROW]
[ROW][C]34[/C][C]-0.181114[/C][C]-1.5044[/C][C]0.068515[/C][/ROW]
[ROW][C]35[/C][C]-0.278088[/C][C]-2.31[/C][C]0.011944[/C][/ROW]
[ROW][C]36[/C][C]-0.126761[/C][C]-1.053[/C][C]0.148018[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32567&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32567&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
10.3711143.08270.001474
20.3582382.97570.002013
30.3473682.88550.002606
40.17651.46610.073579
50.0760210.63150.264907
60.169521.40810.08179
70.1401731.16440.124144
80.1243631.0330.152596
90.1050450.87260.192962
100.1151520.95650.171074
11-0.005095-0.04230.483182
12-0.240681-1.99920.024761
130.0156510.130.448469
14-0.143772-1.19430.118233
15-0.00889-0.07380.470673
16-0.048222-0.40060.344991
170.116370.96660.168549
180.1959311.62750.054092
190.1297731.0780.1424
200.121521.00940.158149
210.2503022.07920.020661
220.0602950.50080.309036
230.1657891.37720.086459
240.1406761.16850.123305
25-0.003446-0.02860.488625
260.0619410.51450.304265
270.0015180.01260.494987
280.0637810.52980.298973
29-0.076851-0.63840.262673
30-0.127547-1.05950.146537
31-0.070566-0.58620.279839
32-0.15494-1.2870.101193
33-0.28216-2.34380.010988
34-0.181114-1.50440.068515
35-0.278088-2.310.011944
36-0.126761-1.0530.148018






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3711143.08270.001474
20.2557342.12430.018616
30.1904921.58230.059072
4-0.059207-0.49180.312206
5-0.118812-0.98690.163564
60.1114880.92610.178814
70.0990250.82260.206795
80.0487350.40480.343429
9-0.045749-0.380.35255
100.0027310.02270.490982
11-0.097498-0.80990.210396
12-0.349118-2.90.002501
130.1945061.61570.055363
14-0.023392-0.19430.423254
150.2125461.76550.040949
16-0.158479-1.31640.096193
170.174051.44580.076384
180.2905182.41320.009236
19-0.01936-0.16080.436355
20-0.023514-0.19530.422857
210.1476151.22620.112149
22-0.01029-0.08550.466067
230.0210850.17510.430739
24-0.274827-2.28290.012761
25-0.0715-0.59390.277252
26-0.082264-0.68330.248342
27-0.05542-0.46040.323355
28-0.046606-0.38710.349922
29-0.005053-0.0420.483319
30-0.055794-0.46350.322246
310.0287250.23860.406058
32-0.035221-0.29260.385366
33-0.025814-0.21440.415425
34-0.046293-0.38450.350882
35-0.010262-0.08520.466156
360.0547050.45440.32548

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.371114 & 3.0827 & 0.001474 \tabularnewline
2 & 0.255734 & 2.1243 & 0.018616 \tabularnewline
3 & 0.190492 & 1.5823 & 0.059072 \tabularnewline
4 & -0.059207 & -0.4918 & 0.312206 \tabularnewline
5 & -0.118812 & -0.9869 & 0.163564 \tabularnewline
6 & 0.111488 & 0.9261 & 0.178814 \tabularnewline
7 & 0.099025 & 0.8226 & 0.206795 \tabularnewline
8 & 0.048735 & 0.4048 & 0.343429 \tabularnewline
9 & -0.045749 & -0.38 & 0.35255 \tabularnewline
10 & 0.002731 & 0.0227 & 0.490982 \tabularnewline
11 & -0.097498 & -0.8099 & 0.210396 \tabularnewline
12 & -0.349118 & -2.9 & 0.002501 \tabularnewline
13 & 0.194506 & 1.6157 & 0.055363 \tabularnewline
14 & -0.023392 & -0.1943 & 0.423254 \tabularnewline
15 & 0.212546 & 1.7655 & 0.040949 \tabularnewline
16 & -0.158479 & -1.3164 & 0.096193 \tabularnewline
17 & 0.17405 & 1.4458 & 0.076384 \tabularnewline
18 & 0.290518 & 2.4132 & 0.009236 \tabularnewline
19 & -0.01936 & -0.1608 & 0.436355 \tabularnewline
20 & -0.023514 & -0.1953 & 0.422857 \tabularnewline
21 & 0.147615 & 1.2262 & 0.112149 \tabularnewline
22 & -0.01029 & -0.0855 & 0.466067 \tabularnewline
23 & 0.021085 & 0.1751 & 0.430739 \tabularnewline
24 & -0.274827 & -2.2829 & 0.012761 \tabularnewline
25 & -0.0715 & -0.5939 & 0.277252 \tabularnewline
26 & -0.082264 & -0.6833 & 0.248342 \tabularnewline
27 & -0.05542 & -0.4604 & 0.323355 \tabularnewline
28 & -0.046606 & -0.3871 & 0.349922 \tabularnewline
29 & -0.005053 & -0.042 & 0.483319 \tabularnewline
30 & -0.055794 & -0.4635 & 0.322246 \tabularnewline
31 & 0.028725 & 0.2386 & 0.406058 \tabularnewline
32 & -0.035221 & -0.2926 & 0.385366 \tabularnewline
33 & -0.025814 & -0.2144 & 0.415425 \tabularnewline
34 & -0.046293 & -0.3845 & 0.350882 \tabularnewline
35 & -0.010262 & -0.0852 & 0.466156 \tabularnewline
36 & 0.054705 & 0.4544 & 0.32548 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32567&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]0.371114[/C][C]3.0827[/C][C]0.001474[/C][/ROW]
[ROW][C]2[/C][C]0.255734[/C][C]2.1243[/C][C]0.018616[/C][/ROW]
[ROW][C]3[/C][C]0.190492[/C][C]1.5823[/C][C]0.059072[/C][/ROW]
[ROW][C]4[/C][C]-0.059207[/C][C]-0.4918[/C][C]0.312206[/C][/ROW]
[ROW][C]5[/C][C]-0.118812[/C][C]-0.9869[/C][C]0.163564[/C][/ROW]
[ROW][C]6[/C][C]0.111488[/C][C]0.9261[/C][C]0.178814[/C][/ROW]
[ROW][C]7[/C][C]0.099025[/C][C]0.8226[/C][C]0.206795[/C][/ROW]
[ROW][C]8[/C][C]0.048735[/C][C]0.4048[/C][C]0.343429[/C][/ROW]
[ROW][C]9[/C][C]-0.045749[/C][C]-0.38[/C][C]0.35255[/C][/ROW]
[ROW][C]10[/C][C]0.002731[/C][C]0.0227[/C][C]0.490982[/C][/ROW]
[ROW][C]11[/C][C]-0.097498[/C][C]-0.8099[/C][C]0.210396[/C][/ROW]
[ROW][C]12[/C][C]-0.349118[/C][C]-2.9[/C][C]0.002501[/C][/ROW]
[ROW][C]13[/C][C]0.194506[/C][C]1.6157[/C][C]0.055363[/C][/ROW]
[ROW][C]14[/C][C]-0.023392[/C][C]-0.1943[/C][C]0.423254[/C][/ROW]
[ROW][C]15[/C][C]0.212546[/C][C]1.7655[/C][C]0.040949[/C][/ROW]
[ROW][C]16[/C][C]-0.158479[/C][C]-1.3164[/C][C]0.096193[/C][/ROW]
[ROW][C]17[/C][C]0.17405[/C][C]1.4458[/C][C]0.076384[/C][/ROW]
[ROW][C]18[/C][C]0.290518[/C][C]2.4132[/C][C]0.009236[/C][/ROW]
[ROW][C]19[/C][C]-0.01936[/C][C]-0.1608[/C][C]0.436355[/C][/ROW]
[ROW][C]20[/C][C]-0.023514[/C][C]-0.1953[/C][C]0.422857[/C][/ROW]
[ROW][C]21[/C][C]0.147615[/C][C]1.2262[/C][C]0.112149[/C][/ROW]
[ROW][C]22[/C][C]-0.01029[/C][C]-0.0855[/C][C]0.466067[/C][/ROW]
[ROW][C]23[/C][C]0.021085[/C][C]0.1751[/C][C]0.430739[/C][/ROW]
[ROW][C]24[/C][C]-0.274827[/C][C]-2.2829[/C][C]0.012761[/C][/ROW]
[ROW][C]25[/C][C]-0.0715[/C][C]-0.5939[/C][C]0.277252[/C][/ROW]
[ROW][C]26[/C][C]-0.082264[/C][C]-0.6833[/C][C]0.248342[/C][/ROW]
[ROW][C]27[/C][C]-0.05542[/C][C]-0.4604[/C][C]0.323355[/C][/ROW]
[ROW][C]28[/C][C]-0.046606[/C][C]-0.3871[/C][C]0.349922[/C][/ROW]
[ROW][C]29[/C][C]-0.005053[/C][C]-0.042[/C][C]0.483319[/C][/ROW]
[ROW][C]30[/C][C]-0.055794[/C][C]-0.4635[/C][C]0.322246[/C][/ROW]
[ROW][C]31[/C][C]0.028725[/C][C]0.2386[/C][C]0.406058[/C][/ROW]
[ROW][C]32[/C][C]-0.035221[/C][C]-0.2926[/C][C]0.385366[/C][/ROW]
[ROW][C]33[/C][C]-0.025814[/C][C]-0.2144[/C][C]0.415425[/C][/ROW]
[ROW][C]34[/C][C]-0.046293[/C][C]-0.3845[/C][C]0.350882[/C][/ROW]
[ROW][C]35[/C][C]-0.010262[/C][C]-0.0852[/C][C]0.466156[/C][/ROW]
[ROW][C]36[/C][C]0.054705[/C][C]0.4544[/C][C]0.32548[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32567&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32567&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
10.3711143.08270.001474
20.2557342.12430.018616
30.1904921.58230.059072
4-0.059207-0.49180.312206
5-0.118812-0.98690.163564
60.1114880.92610.178814
70.0990250.82260.206795
80.0487350.40480.343429
9-0.045749-0.380.35255
100.0027310.02270.490982
11-0.097498-0.80990.210396
12-0.349118-2.90.002501
130.1945061.61570.055363
14-0.023392-0.19430.423254
150.2125461.76550.040949
16-0.158479-1.31640.096193
170.174051.44580.076384
180.2905182.41320.009236
19-0.01936-0.16080.436355
20-0.023514-0.19530.422857
210.1476151.22620.112149
22-0.01029-0.08550.466067
230.0210850.17510.430739
24-0.274827-2.28290.012761
25-0.0715-0.59390.277252
26-0.082264-0.68330.248342
27-0.05542-0.46040.323355
28-0.046606-0.38710.349922
29-0.005053-0.0420.483319
30-0.055794-0.46350.322246
310.0287250.23860.406058
32-0.035221-0.29260.385366
33-0.025814-0.21440.415425
34-0.046293-0.38450.350882
35-0.010262-0.08520.466156
360.0547050.45440.32548


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')