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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 computationMon, 27 Dec 2010 22:05:47 +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/27/t1293487447tuvrp95n6z2piuc.htm/, Retrieved Mon, 06 May 2024 15:23:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116159, Retrieved Mon, 06 May 2024 15:23:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact124

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Spectral Analysis] [] [2010-12-27 20:46:00] [f57e4c4cbbe8f12a19647529ae7266aa]
- RMP     [(Partial) Autocorrelation Function] [] [2010-12-27 22:05:47] [c984196f1244e05baf3e7c2e52d47a33] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
110.43
114.77
132.21
122.86
118.5
130.3
113.25
104.54
132.78
122.99
133.14
125.83
122.99
125.7
148.47
120.75
136.7
139.17
123.47
112.76
137.99
139.75
140.22
121.6
132.33
130.34
149.05
130.47
139.29
146.55
137.79
122.95
139.51
155.77
143.95
125.07
142.35
144.34
145.87
156.01
146.74
156.45
152.29
122.56
154.59
149.68
118.75
109.22
104.19
107.33
114.07
107.92
103.53
117.3
112.09
95.08
123.28
121.98
121.74
119.93
115.11

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 2 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116159&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116159&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116159&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 time2 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7997645.59830
20.757685.30381e-06
30.6959694.87186e-06
40.522133.65490.000313
50.4558643.19110.001237
60.3233262.26330.014042
70.1509281.05650.147961
80.1214360.85010.199715
90.0019180.01340.494671
10-0.080583-0.56410.287636
11-0.095247-0.66670.254036
12-0.154932-1.08450.14172
13-0.157819-1.10470.137335
14-0.129987-0.90990.183662
15-0.125037-0.87530.192851
16-0.120761-0.84530.201019
17-0.100888-0.70620.241698
18-0.110009-0.77010.22248
19-0.092533-0.64770.26009
20-0.083649-0.58550.280434
21-0.09771-0.6840.248607
22-0.108245-0.75770.226126
23-0.055861-0.3910.348736
24-0.123068-0.86150.196587
25-0.082731-0.57910.282582
26-0.092996-0.6510.259053
27-0.117414-0.82190.207557
28-0.098715-0.6910.246411
29-0.129304-0.90510.184913
30-0.153944-1.07760.143242
31-0.15733-1.10130.138071
32-0.202489-1.41740.081344
33-0.208529-1.45970.075377
34-0.213902-1.49730.070363
35-0.23157-1.6210.055719
36-0.217239-1.52070.067385

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.799764 & 5.5983 & 0 \tabularnewline
2 & 0.75768 & 5.3038 & 1e-06 \tabularnewline
3 & 0.695969 & 4.8718 & 6e-06 \tabularnewline
4 & 0.52213 & 3.6549 & 0.000313 \tabularnewline
5 & 0.455864 & 3.1911 & 0.001237 \tabularnewline
6 & 0.323326 & 2.2633 & 0.014042 \tabularnewline
7 & 0.150928 & 1.0565 & 0.147961 \tabularnewline
8 & 0.121436 & 0.8501 & 0.199715 \tabularnewline
9 & 0.001918 & 0.0134 & 0.494671 \tabularnewline
10 & -0.080583 & -0.5641 & 0.287636 \tabularnewline
11 & -0.095247 & -0.6667 & 0.254036 \tabularnewline
12 & -0.154932 & -1.0845 & 0.14172 \tabularnewline
13 & -0.157819 & -1.1047 & 0.137335 \tabularnewline
14 & -0.129987 & -0.9099 & 0.183662 \tabularnewline
15 & -0.125037 & -0.8753 & 0.192851 \tabularnewline
16 & -0.120761 & -0.8453 & 0.201019 \tabularnewline
17 & -0.100888 & -0.7062 & 0.241698 \tabularnewline
18 & -0.110009 & -0.7701 & 0.22248 \tabularnewline
19 & -0.092533 & -0.6477 & 0.26009 \tabularnewline
20 & -0.083649 & -0.5855 & 0.280434 \tabularnewline
21 & -0.09771 & -0.684 & 0.248607 \tabularnewline
22 & -0.108245 & -0.7577 & 0.226126 \tabularnewline
23 & -0.055861 & -0.391 & 0.348736 \tabularnewline
24 & -0.123068 & -0.8615 & 0.196587 \tabularnewline
25 & -0.082731 & -0.5791 & 0.282582 \tabularnewline
26 & -0.092996 & -0.651 & 0.259053 \tabularnewline
27 & -0.117414 & -0.8219 & 0.207557 \tabularnewline
28 & -0.098715 & -0.691 & 0.246411 \tabularnewline
29 & -0.129304 & -0.9051 & 0.184913 \tabularnewline
30 & -0.153944 & -1.0776 & 0.143242 \tabularnewline
31 & -0.15733 & -1.1013 & 0.138071 \tabularnewline
32 & -0.202489 & -1.4174 & 0.081344 \tabularnewline
33 & -0.208529 & -1.4597 & 0.075377 \tabularnewline
34 & -0.213902 & -1.4973 & 0.070363 \tabularnewline
35 & -0.23157 & -1.621 & 0.055719 \tabularnewline
36 & -0.217239 & -1.5207 & 0.067385 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116159&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]0.799764[/C][C]5.5983[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.75768[/C][C]5.3038[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.695969[/C][C]4.8718[/C][C]6e-06[/C][/ROW]
[ROW][C]4[/C][C]0.52213[/C][C]3.6549[/C][C]0.000313[/C][/ROW]
[ROW][C]5[/C][C]0.455864[/C][C]3.1911[/C][C]0.001237[/C][/ROW]
[ROW][C]6[/C][C]0.323326[/C][C]2.2633[/C][C]0.014042[/C][/ROW]
[ROW][C]7[/C][C]0.150928[/C][C]1.0565[/C][C]0.147961[/C][/ROW]
[ROW][C]8[/C][C]0.121436[/C][C]0.8501[/C][C]0.199715[/C][/ROW]
[ROW][C]9[/C][C]0.001918[/C][C]0.0134[/C][C]0.494671[/C][/ROW]
[ROW][C]10[/C][C]-0.080583[/C][C]-0.5641[/C][C]0.287636[/C][/ROW]
[ROW][C]11[/C][C]-0.095247[/C][C]-0.6667[/C][C]0.254036[/C][/ROW]
[ROW][C]12[/C][C]-0.154932[/C][C]-1.0845[/C][C]0.14172[/C][/ROW]
[ROW][C]13[/C][C]-0.157819[/C][C]-1.1047[/C][C]0.137335[/C][/ROW]
[ROW][C]14[/C][C]-0.129987[/C][C]-0.9099[/C][C]0.183662[/C][/ROW]
[ROW][C]15[/C][C]-0.125037[/C][C]-0.8753[/C][C]0.192851[/C][/ROW]
[ROW][C]16[/C][C]-0.120761[/C][C]-0.8453[/C][C]0.201019[/C][/ROW]
[ROW][C]17[/C][C]-0.100888[/C][C]-0.7062[/C][C]0.241698[/C][/ROW]
[ROW][C]18[/C][C]-0.110009[/C][C]-0.7701[/C][C]0.22248[/C][/ROW]
[ROW][C]19[/C][C]-0.092533[/C][C]-0.6477[/C][C]0.26009[/C][/ROW]
[ROW][C]20[/C][C]-0.083649[/C][C]-0.5855[/C][C]0.280434[/C][/ROW]
[ROW][C]21[/C][C]-0.09771[/C][C]-0.684[/C][C]0.248607[/C][/ROW]
[ROW][C]22[/C][C]-0.108245[/C][C]-0.7577[/C][C]0.226126[/C][/ROW]
[ROW][C]23[/C][C]-0.055861[/C][C]-0.391[/C][C]0.348736[/C][/ROW]
[ROW][C]24[/C][C]-0.123068[/C][C]-0.8615[/C][C]0.196587[/C][/ROW]
[ROW][C]25[/C][C]-0.082731[/C][C]-0.5791[/C][C]0.282582[/C][/ROW]
[ROW][C]26[/C][C]-0.092996[/C][C]-0.651[/C][C]0.259053[/C][/ROW]
[ROW][C]27[/C][C]-0.117414[/C][C]-0.8219[/C][C]0.207557[/C][/ROW]
[ROW][C]28[/C][C]-0.098715[/C][C]-0.691[/C][C]0.246411[/C][/ROW]
[ROW][C]29[/C][C]-0.129304[/C][C]-0.9051[/C][C]0.184913[/C][/ROW]
[ROW][C]30[/C][C]-0.153944[/C][C]-1.0776[/C][C]0.143242[/C][/ROW]
[ROW][C]31[/C][C]-0.15733[/C][C]-1.1013[/C][C]0.138071[/C][/ROW]
[ROW][C]32[/C][C]-0.202489[/C][C]-1.4174[/C][C]0.081344[/C][/ROW]
[ROW][C]33[/C][C]-0.208529[/C][C]-1.4597[/C][C]0.075377[/C][/ROW]
[ROW][C]34[/C][C]-0.213902[/C][C]-1.4973[/C][C]0.070363[/C][/ROW]
[ROW][C]35[/C][C]-0.23157[/C][C]-1.621[/C][C]0.055719[/C][/ROW]
[ROW][C]36[/C][C]-0.217239[/C][C]-1.5207[/C][C]0.067385[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116159&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116159&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
10.7997645.59830
20.757685.30381e-06
30.6959694.87186e-06
40.522133.65490.000313
50.4558643.19110.001237
60.3233262.26330.014042
70.1509281.05650.147961
80.1214360.85010.199715
90.0019180.01340.494671
10-0.080583-0.56410.287636
11-0.095247-0.66670.254036
12-0.154932-1.08450.14172
13-0.157819-1.10470.137335
14-0.129987-0.90990.183662
15-0.125037-0.87530.192851
16-0.120761-0.84530.201019
17-0.100888-0.70620.241698
18-0.110009-0.77010.22248
19-0.092533-0.64770.26009
20-0.083649-0.58550.280434
21-0.09771-0.6840.248607
22-0.108245-0.75770.226126
23-0.055861-0.3910.348736
24-0.123068-0.86150.196587
25-0.082731-0.57910.282582
26-0.092996-0.6510.259053
27-0.117414-0.82190.207557
28-0.098715-0.6910.246411
29-0.129304-0.90510.184913
30-0.153944-1.07760.143242
31-0.15733-1.10130.138071
32-0.202489-1.41740.081344
33-0.208529-1.45970.075377
34-0.213902-1.49730.070363
35-0.23157-1.6210.055719
36-0.217239-1.52070.067385






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7997645.59830
20.3275952.29320.013084
30.0824280.5770.283293
4-0.356457-2.49520.008003
5-0.03191-0.22340.412088
6-0.117799-0.82460.2068
7-0.240383-1.68270.0494
80.1584161.10890.136441
90.0153820.10770.457346
10-0.035199-0.24640.403202
110.0152240.10660.457784
120.0573420.40140.344938
130.002070.01450.494248
140.0337180.2360.407197
150.0996280.69740.244425
16-0.168138-1.1770.122447
17-0.094935-0.66450.254728
18-0.049913-0.34940.364145
190.012690.08880.464789
20-0.000966-0.00680.497316
210.0155770.1090.456809
22-0.04601-0.32210.374385
230.1809511.26670.105633
24-0.214914-1.50440.069449
250.0965750.6760.251102
26-0.061582-0.43110.334152
270.0095380.06680.47352
28-0.129338-0.90540.184852
29-0.069838-0.48890.313558
30-0.012985-0.09090.463973
31-0.164165-1.14920.128036
320.0456450.31950.375346
330.0272610.19080.424726
340.0123290.08630.465788
350.0235330.16470.434917
360.0171950.12040.452343

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.799764 & 5.5983 & 0 \tabularnewline
2 & 0.327595 & 2.2932 & 0.013084 \tabularnewline
3 & 0.082428 & 0.577 & 0.283293 \tabularnewline
4 & -0.356457 & -2.4952 & 0.008003 \tabularnewline
5 & -0.03191 & -0.2234 & 0.412088 \tabularnewline
6 & -0.117799 & -0.8246 & 0.2068 \tabularnewline
7 & -0.240383 & -1.6827 & 0.0494 \tabularnewline
8 & 0.158416 & 1.1089 & 0.136441 \tabularnewline
9 & 0.015382 & 0.1077 & 0.457346 \tabularnewline
10 & -0.035199 & -0.2464 & 0.403202 \tabularnewline
11 & 0.015224 & 0.1066 & 0.457784 \tabularnewline
12 & 0.057342 & 0.4014 & 0.344938 \tabularnewline
13 & 0.00207 & 0.0145 & 0.494248 \tabularnewline
14 & 0.033718 & 0.236 & 0.407197 \tabularnewline
15 & 0.099628 & 0.6974 & 0.244425 \tabularnewline
16 & -0.168138 & -1.177 & 0.122447 \tabularnewline
17 & -0.094935 & -0.6645 & 0.254728 \tabularnewline
18 & -0.049913 & -0.3494 & 0.364145 \tabularnewline
19 & 0.01269 & 0.0888 & 0.464789 \tabularnewline
20 & -0.000966 & -0.0068 & 0.497316 \tabularnewline
21 & 0.015577 & 0.109 & 0.456809 \tabularnewline
22 & -0.04601 & -0.3221 & 0.374385 \tabularnewline
23 & 0.180951 & 1.2667 & 0.105633 \tabularnewline
24 & -0.214914 & -1.5044 & 0.069449 \tabularnewline
25 & 0.096575 & 0.676 & 0.251102 \tabularnewline
26 & -0.061582 & -0.4311 & 0.334152 \tabularnewline
27 & 0.009538 & 0.0668 & 0.47352 \tabularnewline
28 & -0.129338 & -0.9054 & 0.184852 \tabularnewline
29 & -0.069838 & -0.4889 & 0.313558 \tabularnewline
30 & -0.012985 & -0.0909 & 0.463973 \tabularnewline
31 & -0.164165 & -1.1492 & 0.128036 \tabularnewline
32 & 0.045645 & 0.3195 & 0.375346 \tabularnewline
33 & 0.027261 & 0.1908 & 0.424726 \tabularnewline
34 & 0.012329 & 0.0863 & 0.465788 \tabularnewline
35 & 0.023533 & 0.1647 & 0.434917 \tabularnewline
36 & 0.017195 & 0.1204 & 0.452343 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116159&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]0.799764[/C][C]5.5983[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.327595[/C][C]2.2932[/C][C]0.013084[/C][/ROW]
[ROW][C]3[/C][C]0.082428[/C][C]0.577[/C][C]0.283293[/C][/ROW]
[ROW][C]4[/C][C]-0.356457[/C][C]-2.4952[/C][C]0.008003[/C][/ROW]
[ROW][C]5[/C][C]-0.03191[/C][C]-0.2234[/C][C]0.412088[/C][/ROW]
[ROW][C]6[/C][C]-0.117799[/C][C]-0.8246[/C][C]0.2068[/C][/ROW]
[ROW][C]7[/C][C]-0.240383[/C][C]-1.6827[/C][C]0.0494[/C][/ROW]
[ROW][C]8[/C][C]0.158416[/C][C]1.1089[/C][C]0.136441[/C][/ROW]
[ROW][C]9[/C][C]0.015382[/C][C]0.1077[/C][C]0.457346[/C][/ROW]
[ROW][C]10[/C][C]-0.035199[/C][C]-0.2464[/C][C]0.403202[/C][/ROW]
[ROW][C]11[/C][C]0.015224[/C][C]0.1066[/C][C]0.457784[/C][/ROW]
[ROW][C]12[/C][C]0.057342[/C][C]0.4014[/C][C]0.344938[/C][/ROW]
[ROW][C]13[/C][C]0.00207[/C][C]0.0145[/C][C]0.494248[/C][/ROW]
[ROW][C]14[/C][C]0.033718[/C][C]0.236[/C][C]0.407197[/C][/ROW]
[ROW][C]15[/C][C]0.099628[/C][C]0.6974[/C][C]0.244425[/C][/ROW]
[ROW][C]16[/C][C]-0.168138[/C][C]-1.177[/C][C]0.122447[/C][/ROW]
[ROW][C]17[/C][C]-0.094935[/C][C]-0.6645[/C][C]0.254728[/C][/ROW]
[ROW][C]18[/C][C]-0.049913[/C][C]-0.3494[/C][C]0.364145[/C][/ROW]
[ROW][C]19[/C][C]0.01269[/C][C]0.0888[/C][C]0.464789[/C][/ROW]
[ROW][C]20[/C][C]-0.000966[/C][C]-0.0068[/C][C]0.497316[/C][/ROW]
[ROW][C]21[/C][C]0.015577[/C][C]0.109[/C][C]0.456809[/C][/ROW]
[ROW][C]22[/C][C]-0.04601[/C][C]-0.3221[/C][C]0.374385[/C][/ROW]
[ROW][C]23[/C][C]0.180951[/C][C]1.2667[/C][C]0.105633[/C][/ROW]
[ROW][C]24[/C][C]-0.214914[/C][C]-1.5044[/C][C]0.069449[/C][/ROW]
[ROW][C]25[/C][C]0.096575[/C][C]0.676[/C][C]0.251102[/C][/ROW]
[ROW][C]26[/C][C]-0.061582[/C][C]-0.4311[/C][C]0.334152[/C][/ROW]
[ROW][C]27[/C][C]0.009538[/C][C]0.0668[/C][C]0.47352[/C][/ROW]
[ROW][C]28[/C][C]-0.129338[/C][C]-0.9054[/C][C]0.184852[/C][/ROW]
[ROW][C]29[/C][C]-0.069838[/C][C]-0.4889[/C][C]0.313558[/C][/ROW]
[ROW][C]30[/C][C]-0.012985[/C][C]-0.0909[/C][C]0.463973[/C][/ROW]
[ROW][C]31[/C][C]-0.164165[/C][C]-1.1492[/C][C]0.128036[/C][/ROW]
[ROW][C]32[/C][C]0.045645[/C][C]0.3195[/C][C]0.375346[/C][/ROW]
[ROW][C]33[/C][C]0.027261[/C][C]0.1908[/C][C]0.424726[/C][/ROW]
[ROW][C]34[/C][C]0.012329[/C][C]0.0863[/C][C]0.465788[/C][/ROW]
[ROW][C]35[/C][C]0.023533[/C][C]0.1647[/C][C]0.434917[/C][/ROW]
[ROW][C]36[/C][C]0.017195[/C][C]0.1204[/C][C]0.452343[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116159&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116159&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
10.7997645.59830
20.3275952.29320.013084
30.0824280.5770.283293
4-0.356457-2.49520.008003
5-0.03191-0.22340.412088
6-0.117799-0.82460.2068
7-0.240383-1.68270.0494
80.1584161.10890.136441
90.0153820.10770.457346
10-0.035199-0.24640.403202
110.0152240.10660.457784
120.0573420.40140.344938
130.002070.01450.494248
140.0337180.2360.407197
150.0996280.69740.244425
16-0.168138-1.1770.122447
17-0.094935-0.66450.254728
18-0.049913-0.34940.364145
190.012690.08880.464789
20-0.000966-0.00680.497316
210.0155770.1090.456809
22-0.04601-0.32210.374385
230.1809511.26670.105633
24-0.214914-1.50440.069449
250.0965750.6760.251102
26-0.061582-0.43110.334152
270.0095380.06680.47352
28-0.129338-0.90540.184852
29-0.069838-0.48890.313558
30-0.012985-0.09090.463973
31-0.164165-1.14920.128036
320.0456450.31950.375346
330.0272610.19080.424726
340.0123290.08630.465788
350.0235330.16470.434917
360.0171950.12040.452343


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; 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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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')