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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationSun, 21 Dec 2008 09:20:20 -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/21/t12298764663s1rhlo2t9onzzc.htm/, Retrieved Tue, 28 May 2024 05:17:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35662, Retrieved Tue, 28 May 2024 05:17:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact151

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] [(Partial) Autocor...] [2008-12-21 16:05:06] [005278dde49cfd8c32bf201feaeb19d6]
- RM    [Spectral Analysis] [Spectral Analysis] [2008-12-21 16:14:24] [005278dde49cfd8c32bf201feaeb19d6]
- RM        [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-21 16:20:20] [44fbdf1868a3b8f737edae4578b93508] [Current]
- RM          [Spectral Analysis] [Spectral Analysis] [2008-12-21 16:33:31] [005278dde49cfd8c32bf201feaeb19d6]
-  MPD          [Spectral Analysis] [Spectrale analyse] [2009-12-19 16:43:51] [4b453aa14d54730625f8d3de5f1f6d82]
-  MPD        [(Partial) Autocorrelation Function] [Autocorrelation f...] [2009-12-19 16:20:51] [4b453aa14d54730625f8d3de5f1f6d82]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
67.8
66.9
71.5
75.9
71.9
70.7
73.5
76.1
82.5
87.1
83.2
86.1
85.9
77.4
74.4
69.9
73.8
69.2
69.7
71
71.2
75.8
73
66.4
58.6
55.5
52.6
54.9
54.6
51.2
50.9
49.6
53.4
52
47.5
42.1
44.5
43.2
51.4
59.4
60.3
61.4
68.8
73.6
81.8
79.6
85.8
88.1
89.1
95
96.2
84.2
96.9
103.1
99.3
103.5
112.4
111.1
113.7
92
93
98.4
92.6
94.6
99.5
97.6
91.3
93.6
93.1
78.4
70.2
69.3
71.1
73.5
85.9
91.5
91.8
88.3
91.3
94
99.3
96.7
88
96.7
106.8
114.3
105.7
90.1
91.6
97.7
100.8
104.6
95.9
102.7
104
107.9
113.8
113.8
123.1
125.1
137.6
134
140.3
152.1
150.6
167.3
153.2
142
154.4
158.5
180.9
181.3
172.4
192
199.3
215.4
214.3
201.5
190.5
196
215.7
209.4
214.1
237.8
239
237.8
251.5
248.8
215.4
201.2
203.1
214.2
188.9
203
213.3
228.5
228.2
240.9
258.8
248.5
269.2
289.6
323.4
317.2
322.8
340.9
368.2
388.5
441.2
474.3
483.9
417.9
365.9
263
199.4

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=35662&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=35662&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35662&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
10.98447812.25670
20.96073111.9610
30.93349911.6220
40.90504911.26780
50.87491810.89260
60.84423110.51060
70.81483710.14460
80.7879239.80960
90.7632489.50240
100.7408289.22320
110.7157628.91120
120.6885168.57190
130.6617418.23860
140.6381617.9450
150.6159997.66910
160.5952947.41140
170.5768187.18130
180.5592026.9620
190.5433096.76410
200.5286576.58170
210.5148916.41030
220.5034586.2680
230.490666.10870
240.4768495.93670
250.4620545.75250
260.4438765.52620
270.4246055.28630
280.405865.05291e-06
290.3872824.82162e-06
300.3699024.60524e-06
310.3523644.38691.1e-05
320.3350064.17082.5e-05
330.3203273.9885.1e-05
340.3058423.80770.000101
350.2905433.61720.000201
360.27163.38140.000456

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.984478 & 12.2567 & 0 \tabularnewline
2 & 0.960731 & 11.961 & 0 \tabularnewline
3 & 0.933499 & 11.622 & 0 \tabularnewline
4 & 0.905049 & 11.2678 & 0 \tabularnewline
5 & 0.874918 & 10.8926 & 0 \tabularnewline
6 & 0.844231 & 10.5106 & 0 \tabularnewline
7 & 0.814837 & 10.1446 & 0 \tabularnewline
8 & 0.787923 & 9.8096 & 0 \tabularnewline
9 & 0.763248 & 9.5024 & 0 \tabularnewline
10 & 0.740828 & 9.2232 & 0 \tabularnewline
11 & 0.715762 & 8.9112 & 0 \tabularnewline
12 & 0.688516 & 8.5719 & 0 \tabularnewline
13 & 0.661741 & 8.2386 & 0 \tabularnewline
14 & 0.638161 & 7.945 & 0 \tabularnewline
15 & 0.615999 & 7.6691 & 0 \tabularnewline
16 & 0.595294 & 7.4114 & 0 \tabularnewline
17 & 0.576818 & 7.1813 & 0 \tabularnewline
18 & 0.559202 & 6.962 & 0 \tabularnewline
19 & 0.543309 & 6.7641 & 0 \tabularnewline
20 & 0.528657 & 6.5817 & 0 \tabularnewline
21 & 0.514891 & 6.4103 & 0 \tabularnewline
22 & 0.503458 & 6.268 & 0 \tabularnewline
23 & 0.49066 & 6.1087 & 0 \tabularnewline
24 & 0.476849 & 5.9367 & 0 \tabularnewline
25 & 0.462054 & 5.7525 & 0 \tabularnewline
26 & 0.443876 & 5.5262 & 0 \tabularnewline
27 & 0.424605 & 5.2863 & 0 \tabularnewline
28 & 0.40586 & 5.0529 & 1e-06 \tabularnewline
29 & 0.387282 & 4.8216 & 2e-06 \tabularnewline
30 & 0.369902 & 4.6052 & 4e-06 \tabularnewline
31 & 0.352364 & 4.3869 & 1.1e-05 \tabularnewline
32 & 0.335006 & 4.1708 & 2.5e-05 \tabularnewline
33 & 0.320327 & 3.988 & 5.1e-05 \tabularnewline
34 & 0.305842 & 3.8077 & 0.000101 \tabularnewline
35 & 0.290543 & 3.6172 & 0.000201 \tabularnewline
36 & 0.2716 & 3.3814 & 0.000456 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35662&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]0.984478[/C][C]12.2567[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.960731[/C][C]11.961[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.933499[/C][C]11.622[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.905049[/C][C]11.2678[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.874918[/C][C]10.8926[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.844231[/C][C]10.5106[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.814837[/C][C]10.1446[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.787923[/C][C]9.8096[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.763248[/C][C]9.5024[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.740828[/C][C]9.2232[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.715762[/C][C]8.9112[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.688516[/C][C]8.5719[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.661741[/C][C]8.2386[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.638161[/C][C]7.945[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.615999[/C][C]7.6691[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.595294[/C][C]7.4114[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.576818[/C][C]7.1813[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.559202[/C][C]6.962[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.543309[/C][C]6.7641[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.528657[/C][C]6.5817[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.514891[/C][C]6.4103[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.503458[/C][C]6.268[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.49066[/C][C]6.1087[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.476849[/C][C]5.9367[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.462054[/C][C]5.7525[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.443876[/C][C]5.5262[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.424605[/C][C]5.2863[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.40586[/C][C]5.0529[/C][C]1e-06[/C][/ROW]
[ROW][C]29[/C][C]0.387282[/C][C]4.8216[/C][C]2e-06[/C][/ROW]
[ROW][C]30[/C][C]0.369902[/C][C]4.6052[/C][C]4e-06[/C][/ROW]
[ROW][C]31[/C][C]0.352364[/C][C]4.3869[/C][C]1.1e-05[/C][/ROW]
[ROW][C]32[/C][C]0.335006[/C][C]4.1708[/C][C]2.5e-05[/C][/ROW]
[ROW][C]33[/C][C]0.320327[/C][C]3.988[/C][C]5.1e-05[/C][/ROW]
[ROW][C]34[/C][C]0.305842[/C][C]3.8077[/C][C]0.000101[/C][/ROW]
[ROW][C]35[/C][C]0.290543[/C][C]3.6172[/C][C]0.000201[/C][/ROW]
[ROW][C]36[/C][C]0.2716[/C][C]3.3814[/C][C]0.000456[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35662&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35662&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
10.98447812.25670
20.96073111.9610
30.93349911.6220
40.90504911.26780
50.87491810.89260
60.84423110.51060
70.81483710.14460
80.7879239.80960
90.7632489.50240
100.7408289.22320
110.7157628.91120
120.6885168.57190
130.6617418.23860
140.6381617.9450
150.6159997.66910
160.5952947.41140
170.5768187.18130
180.5592026.9620
190.5433096.76410
200.5286576.58170
210.5148916.41030
220.5034586.2680
230.490666.10870
240.4768495.93670
250.4620545.75250
260.4438765.52620
270.4246055.28630
280.405865.05291e-06
290.3872824.82162e-06
300.3699024.60524e-06
310.3523644.38691.1e-05
320.3350064.17082.5e-05
330.3203273.9885.1e-05
340.3058423.80770.000101
350.2905433.61720.000201
360.27163.38140.000456






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.98447812.25670
2-0.274865-3.4220.000397
3-0.05949-0.74060.230016
4-0.013909-0.17320.431374
5-0.05851-0.72840.233719
6-0.008858-0.11030.456165
70.0389610.48510.31416
80.0476680.59350.276867
90.0214690.26730.394801
100.0268120.33380.369488
11-0.149691-1.86360.032132
12-0.054142-0.67410.250638
130.0413960.51540.303512
140.0914581.13860.128304
15-0.002324-0.02890.488479
160.0278960.34730.364418
170.037570.46770.320313
18-0.049303-0.61380.270119
190.0191240.23810.406063
20-0.00421-0.05240.479131
210.0177950.22150.412481
220.0933631.16240.123437
23-0.084841-1.05630.146247
24-0.051507-0.64130.261153
25-0.031657-0.39410.347013
26-0.119158-1.48350.069985
270.0111720.13910.444779
280.058620.72980.233305
29-0.001012-0.01260.494981
300.0417490.51980.301984
31-0.045132-0.56190.2875
32-0.057408-0.71470.237929
330.076810.95630.170211
34-0.037805-0.47070.319269
35-0.025584-0.31850.37526
36-0.100674-1.25340.105978

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.984478 & 12.2567 & 0 \tabularnewline
2 & -0.274865 & -3.422 & 0.000397 \tabularnewline
3 & -0.05949 & -0.7406 & 0.230016 \tabularnewline
4 & -0.013909 & -0.1732 & 0.431374 \tabularnewline
5 & -0.05851 & -0.7284 & 0.233719 \tabularnewline
6 & -0.008858 & -0.1103 & 0.456165 \tabularnewline
7 & 0.038961 & 0.4851 & 0.31416 \tabularnewline
8 & 0.047668 & 0.5935 & 0.276867 \tabularnewline
9 & 0.021469 & 0.2673 & 0.394801 \tabularnewline
10 & 0.026812 & 0.3338 & 0.369488 \tabularnewline
11 & -0.149691 & -1.8636 & 0.032132 \tabularnewline
12 & -0.054142 & -0.6741 & 0.250638 \tabularnewline
13 & 0.041396 & 0.5154 & 0.303512 \tabularnewline
14 & 0.091458 & 1.1386 & 0.128304 \tabularnewline
15 & -0.002324 & -0.0289 & 0.488479 \tabularnewline
16 & 0.027896 & 0.3473 & 0.364418 \tabularnewline
17 & 0.03757 & 0.4677 & 0.320313 \tabularnewline
18 & -0.049303 & -0.6138 & 0.270119 \tabularnewline
19 & 0.019124 & 0.2381 & 0.406063 \tabularnewline
20 & -0.00421 & -0.0524 & 0.479131 \tabularnewline
21 & 0.017795 & 0.2215 & 0.412481 \tabularnewline
22 & 0.093363 & 1.1624 & 0.123437 \tabularnewline
23 & -0.084841 & -1.0563 & 0.146247 \tabularnewline
24 & -0.051507 & -0.6413 & 0.261153 \tabularnewline
25 & -0.031657 & -0.3941 & 0.347013 \tabularnewline
26 & -0.119158 & -1.4835 & 0.069985 \tabularnewline
27 & 0.011172 & 0.1391 & 0.444779 \tabularnewline
28 & 0.05862 & 0.7298 & 0.233305 \tabularnewline
29 & -0.001012 & -0.0126 & 0.494981 \tabularnewline
30 & 0.041749 & 0.5198 & 0.301984 \tabularnewline
31 & -0.045132 & -0.5619 & 0.2875 \tabularnewline
32 & -0.057408 & -0.7147 & 0.237929 \tabularnewline
33 & 0.07681 & 0.9563 & 0.170211 \tabularnewline
34 & -0.037805 & -0.4707 & 0.319269 \tabularnewline
35 & -0.025584 & -0.3185 & 0.37526 \tabularnewline
36 & -0.100674 & -1.2534 & 0.105978 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35662&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]0.984478[/C][C]12.2567[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.274865[/C][C]-3.422[/C][C]0.000397[/C][/ROW]
[ROW][C]3[/C][C]-0.05949[/C][C]-0.7406[/C][C]0.230016[/C][/ROW]
[ROW][C]4[/C][C]-0.013909[/C][C]-0.1732[/C][C]0.431374[/C][/ROW]
[ROW][C]5[/C][C]-0.05851[/C][C]-0.7284[/C][C]0.233719[/C][/ROW]
[ROW][C]6[/C][C]-0.008858[/C][C]-0.1103[/C][C]0.456165[/C][/ROW]
[ROW][C]7[/C][C]0.038961[/C][C]0.4851[/C][C]0.31416[/C][/ROW]
[ROW][C]8[/C][C]0.047668[/C][C]0.5935[/C][C]0.276867[/C][/ROW]
[ROW][C]9[/C][C]0.021469[/C][C]0.2673[/C][C]0.394801[/C][/ROW]
[ROW][C]10[/C][C]0.026812[/C][C]0.3338[/C][C]0.369488[/C][/ROW]
[ROW][C]11[/C][C]-0.149691[/C][C]-1.8636[/C][C]0.032132[/C][/ROW]
[ROW][C]12[/C][C]-0.054142[/C][C]-0.6741[/C][C]0.250638[/C][/ROW]
[ROW][C]13[/C][C]0.041396[/C][C]0.5154[/C][C]0.303512[/C][/ROW]
[ROW][C]14[/C][C]0.091458[/C][C]1.1386[/C][C]0.128304[/C][/ROW]
[ROW][C]15[/C][C]-0.002324[/C][C]-0.0289[/C][C]0.488479[/C][/ROW]
[ROW][C]16[/C][C]0.027896[/C][C]0.3473[/C][C]0.364418[/C][/ROW]
[ROW][C]17[/C][C]0.03757[/C][C]0.4677[/C][C]0.320313[/C][/ROW]
[ROW][C]18[/C][C]-0.049303[/C][C]-0.6138[/C][C]0.270119[/C][/ROW]
[ROW][C]19[/C][C]0.019124[/C][C]0.2381[/C][C]0.406063[/C][/ROW]
[ROW][C]20[/C][C]-0.00421[/C][C]-0.0524[/C][C]0.479131[/C][/ROW]
[ROW][C]21[/C][C]0.017795[/C][C]0.2215[/C][C]0.412481[/C][/ROW]
[ROW][C]22[/C][C]0.093363[/C][C]1.1624[/C][C]0.123437[/C][/ROW]
[ROW][C]23[/C][C]-0.084841[/C][C]-1.0563[/C][C]0.146247[/C][/ROW]
[ROW][C]24[/C][C]-0.051507[/C][C]-0.6413[/C][C]0.261153[/C][/ROW]
[ROW][C]25[/C][C]-0.031657[/C][C]-0.3941[/C][C]0.347013[/C][/ROW]
[ROW][C]26[/C][C]-0.119158[/C][C]-1.4835[/C][C]0.069985[/C][/ROW]
[ROW][C]27[/C][C]0.011172[/C][C]0.1391[/C][C]0.444779[/C][/ROW]
[ROW][C]28[/C][C]0.05862[/C][C]0.7298[/C][C]0.233305[/C][/ROW]
[ROW][C]29[/C][C]-0.001012[/C][C]-0.0126[/C][C]0.494981[/C][/ROW]
[ROW][C]30[/C][C]0.041749[/C][C]0.5198[/C][C]0.301984[/C][/ROW]
[ROW][C]31[/C][C]-0.045132[/C][C]-0.5619[/C][C]0.2875[/C][/ROW]
[ROW][C]32[/C][C]-0.057408[/C][C]-0.7147[/C][C]0.237929[/C][/ROW]
[ROW][C]33[/C][C]0.07681[/C][C]0.9563[/C][C]0.170211[/C][/ROW]
[ROW][C]34[/C][C]-0.037805[/C][C]-0.4707[/C][C]0.319269[/C][/ROW]
[ROW][C]35[/C][C]-0.025584[/C][C]-0.3185[/C][C]0.37526[/C][/ROW]
[ROW][C]36[/C][C]-0.100674[/C][C]-1.2534[/C][C]0.105978[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35662&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35662&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
10.98447812.25670
2-0.274865-3.4220.000397
3-0.05949-0.74060.230016
4-0.013909-0.17320.431374
5-0.05851-0.72840.233719
6-0.008858-0.11030.456165
70.0389610.48510.31416
80.0476680.59350.276867
90.0214690.26730.394801
100.0268120.33380.369488
11-0.149691-1.86360.032132
12-0.054142-0.67410.250638
130.0413960.51540.303512
140.0914581.13860.128304
15-0.002324-0.02890.488479
160.0278960.34730.364418
170.037570.46770.320313
18-0.049303-0.61380.270119
190.0191240.23810.406063
20-0.00421-0.05240.479131
210.0177950.22150.412481
220.0933631.16240.123437
23-0.084841-1.05630.146247
24-0.051507-0.64130.261153
25-0.031657-0.39410.347013
26-0.119158-1.48350.069985
270.0111720.13910.444779
280.058620.72980.233305
29-0.001012-0.01260.494981
300.0417490.51980.301984
31-0.045132-0.56190.2875
32-0.057408-0.71470.237929
330.076810.95630.170211
34-0.037805-0.47070.319269
35-0.025584-0.31850.37526
36-0.100674-1.25340.105978


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = -0.1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = -0.1 ; 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')