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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, 24 Dec 2010 13:07:49 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/24/t1293195949yupc6zam7v54k0q.htm/, Retrieved Tue, 30 Apr 2024 00:31:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114893, Retrieved Tue, 30 Apr 2024 00:31:56 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact129

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 bel20] [2008-12-10 18:48:27] [74be16979710d4c4e7c6647856088456]
-  MPD  [(Partial) Autocorrelation Function] [] [2009-12-15 15:19:26] [2f674a53c3d7aaa1bcf80e66074d3c9b]
-   PD      [(Partial) Autocorrelation Function] [paper] [2010-12-24 13:07:49] [5d6b44265a1bea1cb58a5907cde468a5] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3494,17
3667,03
3813,06
3917,96
3895,51
3801,06
3570,12
3701,61
3862,27
3970,1
4138,52
4199,75
4290,89
4443,91
4502,64
4356,98
4591,27
4696,96
4621,4
4562,84
4202,52
4296,49
4435,23
4105,18
4116,68
3844,49
3720,98
3674,4
3857,62
3801,06
3504,37
3032,6
3047,03
2962,34
2197,82
2014,45
1862,83
1905,41
1810,99
1670,07
1864,44
2052,02
2029,6
2070,83
2293,41
2443,27
2513,17
2466,92
2502,66
2539,91
2482,6
2626,15
2656,32
2446,66
2467,38
2462,32
2504,58
2579,39
2649,24
2636,87

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'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 & 1 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114893&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114893&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114893&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9759767.55990
20.9411567.29020
30.9029856.99450
40.8548816.62190
50.7981786.18270
60.7325615.67440
70.6681555.17551e-06
80.6070974.70268e-06
90.5397164.18064.8e-05
100.4701783.6420.000283
110.4068773.15170.001267
120.3377482.61620.005616
130.2698732.09040.020412
140.2057281.59360.058145
150.1385181.0730.143793
160.0724310.5610.288428
170.0005770.00450.498225
18-0.065126-0.50450.307892
19-0.121881-0.94410.174455
20-0.184177-1.42660.079435
21-0.24266-1.87960.032508
22-0.291542-2.25830.013789
23-0.332207-2.57330.006282
24-0.366087-2.83570.003112
25-0.393567-3.04860.001709
26-0.414457-3.21040.001065
27-0.419426-3.24890.00095
28-0.421707-3.26650.000901
29-0.427034-3.30780.000796
30-0.426067-3.30030.000814
31-0.422338-3.27140.000888
32-0.412588-3.19590.001112
33-0.40344-3.1250.001369
34-0.393141-3.04530.001725
35-0.377029-2.92050.002459
36-0.357189-2.76680.003758

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.975976 & 7.5599 & 0 \tabularnewline
2 & 0.941156 & 7.2902 & 0 \tabularnewline
3 & 0.902985 & 6.9945 & 0 \tabularnewline
4 & 0.854881 & 6.6219 & 0 \tabularnewline
5 & 0.798178 & 6.1827 & 0 \tabularnewline
6 & 0.732561 & 5.6744 & 0 \tabularnewline
7 & 0.668155 & 5.1755 & 1e-06 \tabularnewline
8 & 0.607097 & 4.7026 & 8e-06 \tabularnewline
9 & 0.539716 & 4.1806 & 4.8e-05 \tabularnewline
10 & 0.470178 & 3.642 & 0.000283 \tabularnewline
11 & 0.406877 & 3.1517 & 0.001267 \tabularnewline
12 & 0.337748 & 2.6162 & 0.005616 \tabularnewline
13 & 0.269873 & 2.0904 & 0.020412 \tabularnewline
14 & 0.205728 & 1.5936 & 0.058145 \tabularnewline
15 & 0.138518 & 1.073 & 0.143793 \tabularnewline
16 & 0.072431 & 0.561 & 0.288428 \tabularnewline
17 & 0.000577 & 0.0045 & 0.498225 \tabularnewline
18 & -0.065126 & -0.5045 & 0.307892 \tabularnewline
19 & -0.121881 & -0.9441 & 0.174455 \tabularnewline
20 & -0.184177 & -1.4266 & 0.079435 \tabularnewline
21 & -0.24266 & -1.8796 & 0.032508 \tabularnewline
22 & -0.291542 & -2.2583 & 0.013789 \tabularnewline
23 & -0.332207 & -2.5733 & 0.006282 \tabularnewline
24 & -0.366087 & -2.8357 & 0.003112 \tabularnewline
25 & -0.393567 & -3.0486 & 0.001709 \tabularnewline
26 & -0.414457 & -3.2104 & 0.001065 \tabularnewline
27 & -0.419426 & -3.2489 & 0.00095 \tabularnewline
28 & -0.421707 & -3.2665 & 0.000901 \tabularnewline
29 & -0.427034 & -3.3078 & 0.000796 \tabularnewline
30 & -0.426067 & -3.3003 & 0.000814 \tabularnewline
31 & -0.422338 & -3.2714 & 0.000888 \tabularnewline
32 & -0.412588 & -3.1959 & 0.001112 \tabularnewline
33 & -0.40344 & -3.125 & 0.001369 \tabularnewline
34 & -0.393141 & -3.0453 & 0.001725 \tabularnewline
35 & -0.377029 & -2.9205 & 0.002459 \tabularnewline
36 & -0.357189 & -2.7668 & 0.003758 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114893&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]0.975976[/C][C]7.5599[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.941156[/C][C]7.2902[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.902985[/C][C]6.9945[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.854881[/C][C]6.6219[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.798178[/C][C]6.1827[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.732561[/C][C]5.6744[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.668155[/C][C]5.1755[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.607097[/C][C]4.7026[/C][C]8e-06[/C][/ROW]
[ROW][C]9[/C][C]0.539716[/C][C]4.1806[/C][C]4.8e-05[/C][/ROW]
[ROW][C]10[/C][C]0.470178[/C][C]3.642[/C][C]0.000283[/C][/ROW]
[ROW][C]11[/C][C]0.406877[/C][C]3.1517[/C][C]0.001267[/C][/ROW]
[ROW][C]12[/C][C]0.337748[/C][C]2.6162[/C][C]0.005616[/C][/ROW]
[ROW][C]13[/C][C]0.269873[/C][C]2.0904[/C][C]0.020412[/C][/ROW]
[ROW][C]14[/C][C]0.205728[/C][C]1.5936[/C][C]0.058145[/C][/ROW]
[ROW][C]15[/C][C]0.138518[/C][C]1.073[/C][C]0.143793[/C][/ROW]
[ROW][C]16[/C][C]0.072431[/C][C]0.561[/C][C]0.288428[/C][/ROW]
[ROW][C]17[/C][C]0.000577[/C][C]0.0045[/C][C]0.498225[/C][/ROW]
[ROW][C]18[/C][C]-0.065126[/C][C]-0.5045[/C][C]0.307892[/C][/ROW]
[ROW][C]19[/C][C]-0.121881[/C][C]-0.9441[/C][C]0.174455[/C][/ROW]
[ROW][C]20[/C][C]-0.184177[/C][C]-1.4266[/C][C]0.079435[/C][/ROW]
[ROW][C]21[/C][C]-0.24266[/C][C]-1.8796[/C][C]0.032508[/C][/ROW]
[ROW][C]22[/C][C]-0.291542[/C][C]-2.2583[/C][C]0.013789[/C][/ROW]
[ROW][C]23[/C][C]-0.332207[/C][C]-2.5733[/C][C]0.006282[/C][/ROW]
[ROW][C]24[/C][C]-0.366087[/C][C]-2.8357[/C][C]0.003112[/C][/ROW]
[ROW][C]25[/C][C]-0.393567[/C][C]-3.0486[/C][C]0.001709[/C][/ROW]
[ROW][C]26[/C][C]-0.414457[/C][C]-3.2104[/C][C]0.001065[/C][/ROW]
[ROW][C]27[/C][C]-0.419426[/C][C]-3.2489[/C][C]0.00095[/C][/ROW]
[ROW][C]28[/C][C]-0.421707[/C][C]-3.2665[/C][C]0.000901[/C][/ROW]
[ROW][C]29[/C][C]-0.427034[/C][C]-3.3078[/C][C]0.000796[/C][/ROW]
[ROW][C]30[/C][C]-0.426067[/C][C]-3.3003[/C][C]0.000814[/C][/ROW]
[ROW][C]31[/C][C]-0.422338[/C][C]-3.2714[/C][C]0.000888[/C][/ROW]
[ROW][C]32[/C][C]-0.412588[/C][C]-3.1959[/C][C]0.001112[/C][/ROW]
[ROW][C]33[/C][C]-0.40344[/C][C]-3.125[/C][C]0.001369[/C][/ROW]
[ROW][C]34[/C][C]-0.393141[/C][C]-3.0453[/C][C]0.001725[/C][/ROW]
[ROW][C]35[/C][C]-0.377029[/C][C]-2.9205[/C][C]0.002459[/C][/ROW]
[ROW][C]36[/C][C]-0.357189[/C][C]-2.7668[/C][C]0.003758[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114893&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114893&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
10.9759767.55990
20.9411567.29020
30.9029856.99450
40.8548816.62190
50.7981786.18270
60.7325615.67440
70.6681555.17551e-06
80.6070974.70268e-06
90.5397164.18064.8e-05
100.4701783.6420.000283
110.4068773.15170.001267
120.3377482.61620.005616
130.2698732.09040.020412
140.2057281.59360.058145
150.1385181.0730.143793
160.0724310.5610.288428
170.0005770.00450.498225
18-0.065126-0.50450.307892
19-0.121881-0.94410.174455
20-0.184177-1.42660.079435
21-0.24266-1.87960.032508
22-0.291542-2.25830.013789
23-0.332207-2.57330.006282
24-0.366087-2.83570.003112
25-0.393567-3.04860.001709
26-0.414457-3.21040.001065
27-0.419426-3.24890.00095
28-0.421707-3.26650.000901
29-0.427034-3.30780.000796
30-0.426067-3.30030.000814
31-0.422338-3.27140.000888
32-0.412588-3.19590.001112
33-0.40344-3.1250.001369
34-0.393141-3.04530.001725
35-0.377029-2.92050.002459
36-0.357189-2.76680.003758






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9759767.55990
2-0.239571-1.85570.034204
3-0.040262-0.31190.37811
4-0.221752-1.71770.045506
5-0.135693-1.05110.148719
6-0.178918-1.38590.085455
70.0902950.69940.243495
80.0618940.47940.316688
9-0.144249-1.11730.13415
10-0.041222-0.31930.375303
110.0821460.63630.263501
12-0.2566-1.98760.025712
130.0570410.44180.330096
140.0290150.22470.411469
15-0.158972-1.23140.11149
16-0.058074-0.44980.327225
17-0.172683-1.33760.093038
180.1376521.06620.145292
190.0151540.11740.453475
20-0.172392-1.33530.093404
210.1060570.82150.207304
22-0.019079-0.14780.441502
230.0683350.52930.299268
240.0222270.17220.431943
250.0625010.48410.315029
26-0.002629-0.02040.491911
270.1154030.89390.187471
28-0.061849-0.47910.316811
29-0.191287-1.48170.071826
30-0.045421-0.35180.3631
310.0793050.61430.270671
320.0390990.30290.381523
33-0.098963-0.76660.223174
340.0633290.49050.312768
35-0.022866-0.17710.430005
360.0479650.37150.355775

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.975976 & 7.5599 & 0 \tabularnewline
2 & -0.239571 & -1.8557 & 0.034204 \tabularnewline
3 & -0.040262 & -0.3119 & 0.37811 \tabularnewline
4 & -0.221752 & -1.7177 & 0.045506 \tabularnewline
5 & -0.135693 & -1.0511 & 0.148719 \tabularnewline
6 & -0.178918 & -1.3859 & 0.085455 \tabularnewline
7 & 0.090295 & 0.6994 & 0.243495 \tabularnewline
8 & 0.061894 & 0.4794 & 0.316688 \tabularnewline
9 & -0.144249 & -1.1173 & 0.13415 \tabularnewline
10 & -0.041222 & -0.3193 & 0.375303 \tabularnewline
11 & 0.082146 & 0.6363 & 0.263501 \tabularnewline
12 & -0.2566 & -1.9876 & 0.025712 \tabularnewline
13 & 0.057041 & 0.4418 & 0.330096 \tabularnewline
14 & 0.029015 & 0.2247 & 0.411469 \tabularnewline
15 & -0.158972 & -1.2314 & 0.11149 \tabularnewline
16 & -0.058074 & -0.4498 & 0.327225 \tabularnewline
17 & -0.172683 & -1.3376 & 0.093038 \tabularnewline
18 & 0.137652 & 1.0662 & 0.145292 \tabularnewline
19 & 0.015154 & 0.1174 & 0.453475 \tabularnewline
20 & -0.172392 & -1.3353 & 0.093404 \tabularnewline
21 & 0.106057 & 0.8215 & 0.207304 \tabularnewline
22 & -0.019079 & -0.1478 & 0.441502 \tabularnewline
23 & 0.068335 & 0.5293 & 0.299268 \tabularnewline
24 & 0.022227 & 0.1722 & 0.431943 \tabularnewline
25 & 0.062501 & 0.4841 & 0.315029 \tabularnewline
26 & -0.002629 & -0.0204 & 0.491911 \tabularnewline
27 & 0.115403 & 0.8939 & 0.187471 \tabularnewline
28 & -0.061849 & -0.4791 & 0.316811 \tabularnewline
29 & -0.191287 & -1.4817 & 0.071826 \tabularnewline
30 & -0.045421 & -0.3518 & 0.3631 \tabularnewline
31 & 0.079305 & 0.6143 & 0.270671 \tabularnewline
32 & 0.039099 & 0.3029 & 0.381523 \tabularnewline
33 & -0.098963 & -0.7666 & 0.223174 \tabularnewline
34 & 0.063329 & 0.4905 & 0.312768 \tabularnewline
35 & -0.022866 & -0.1771 & 0.430005 \tabularnewline
36 & 0.047965 & 0.3715 & 0.355775 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114893&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]0.975976[/C][C]7.5599[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.239571[/C][C]-1.8557[/C][C]0.034204[/C][/ROW]
[ROW][C]3[/C][C]-0.040262[/C][C]-0.3119[/C][C]0.37811[/C][/ROW]
[ROW][C]4[/C][C]-0.221752[/C][C]-1.7177[/C][C]0.045506[/C][/ROW]
[ROW][C]5[/C][C]-0.135693[/C][C]-1.0511[/C][C]0.148719[/C][/ROW]
[ROW][C]6[/C][C]-0.178918[/C][C]-1.3859[/C][C]0.085455[/C][/ROW]
[ROW][C]7[/C][C]0.090295[/C][C]0.6994[/C][C]0.243495[/C][/ROW]
[ROW][C]8[/C][C]0.061894[/C][C]0.4794[/C][C]0.316688[/C][/ROW]
[ROW][C]9[/C][C]-0.144249[/C][C]-1.1173[/C][C]0.13415[/C][/ROW]
[ROW][C]10[/C][C]-0.041222[/C][C]-0.3193[/C][C]0.375303[/C][/ROW]
[ROW][C]11[/C][C]0.082146[/C][C]0.6363[/C][C]0.263501[/C][/ROW]
[ROW][C]12[/C][C]-0.2566[/C][C]-1.9876[/C][C]0.025712[/C][/ROW]
[ROW][C]13[/C][C]0.057041[/C][C]0.4418[/C][C]0.330096[/C][/ROW]
[ROW][C]14[/C][C]0.029015[/C][C]0.2247[/C][C]0.411469[/C][/ROW]
[ROW][C]15[/C][C]-0.158972[/C][C]-1.2314[/C][C]0.11149[/C][/ROW]
[ROW][C]16[/C][C]-0.058074[/C][C]-0.4498[/C][C]0.327225[/C][/ROW]
[ROW][C]17[/C][C]-0.172683[/C][C]-1.3376[/C][C]0.093038[/C][/ROW]
[ROW][C]18[/C][C]0.137652[/C][C]1.0662[/C][C]0.145292[/C][/ROW]
[ROW][C]19[/C][C]0.015154[/C][C]0.1174[/C][C]0.453475[/C][/ROW]
[ROW][C]20[/C][C]-0.172392[/C][C]-1.3353[/C][C]0.093404[/C][/ROW]
[ROW][C]21[/C][C]0.106057[/C][C]0.8215[/C][C]0.207304[/C][/ROW]
[ROW][C]22[/C][C]-0.019079[/C][C]-0.1478[/C][C]0.441502[/C][/ROW]
[ROW][C]23[/C][C]0.068335[/C][C]0.5293[/C][C]0.299268[/C][/ROW]
[ROW][C]24[/C][C]0.022227[/C][C]0.1722[/C][C]0.431943[/C][/ROW]
[ROW][C]25[/C][C]0.062501[/C][C]0.4841[/C][C]0.315029[/C][/ROW]
[ROW][C]26[/C][C]-0.002629[/C][C]-0.0204[/C][C]0.491911[/C][/ROW]
[ROW][C]27[/C][C]0.115403[/C][C]0.8939[/C][C]0.187471[/C][/ROW]
[ROW][C]28[/C][C]-0.061849[/C][C]-0.4791[/C][C]0.316811[/C][/ROW]
[ROW][C]29[/C][C]-0.191287[/C][C]-1.4817[/C][C]0.071826[/C][/ROW]
[ROW][C]30[/C][C]-0.045421[/C][C]-0.3518[/C][C]0.3631[/C][/ROW]
[ROW][C]31[/C][C]0.079305[/C][C]0.6143[/C][C]0.270671[/C][/ROW]
[ROW][C]32[/C][C]0.039099[/C][C]0.3029[/C][C]0.381523[/C][/ROW]
[ROW][C]33[/C][C]-0.098963[/C][C]-0.7666[/C][C]0.223174[/C][/ROW]
[ROW][C]34[/C][C]0.063329[/C][C]0.4905[/C][C]0.312768[/C][/ROW]
[ROW][C]35[/C][C]-0.022866[/C][C]-0.1771[/C][C]0.430005[/C][/ROW]
[ROW][C]36[/C][C]0.047965[/C][C]0.3715[/C][C]0.355775[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114893&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114893&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
10.9759767.55990
2-0.239571-1.85570.034204
3-0.040262-0.31190.37811
4-0.221752-1.71770.045506
5-0.135693-1.05110.148719
6-0.178918-1.38590.085455
70.0902950.69940.243495
80.0618940.47940.316688
9-0.144249-1.11730.13415
10-0.041222-0.31930.375303
110.0821460.63630.263501
12-0.2566-1.98760.025712
130.0570410.44180.330096
140.0290150.22470.411469
15-0.158972-1.23140.11149
16-0.058074-0.44980.327225
17-0.172683-1.33760.093038
180.1376521.06620.145292
190.0151540.11740.453475
20-0.172392-1.33530.093404
210.1060570.82150.207304
22-0.019079-0.14780.441502
230.0683350.52930.299268
240.0222270.17220.431943
250.0625010.48410.315029
26-0.002629-0.02040.491911
270.1154030.89390.187471
28-0.061849-0.47910.316811
29-0.191287-1.48170.071826
30-0.045421-0.35180.3631
310.0793050.61430.270671
320.0390990.30290.381523
33-0.098963-0.76660.223174
340.0633290.49050.312768
35-0.022866-0.17710.430005
360.0479650.37150.355775


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = ; par8 = ;
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')