FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationWed, 31 Jan 2018 13:32:39 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2018/Jan/31/t1517402000qzo6nzv1encvvf1.htm/, Retrieved Mon, 06 May 2024 12:02:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=312999, Retrieved Mon, 06 May 2024 12:02:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact61

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] [] [2018-01-31 12:32:39] [f7fcbef48f036f8c57e773abb9891403] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.18428321652041
0.00710294820826641
0.00116535686783743
0.108729652178155
0.0226027559903587
0.124926004055343
0.101432440208012
0.175027945010452
0.062637379076165
-0.0399529666703403
0.12319625970099
0.0520964104695329
0.0741331631496151
0.0786957318355064
0.174609618553996
0.244943379543757
0.059233510470993
-0.190572109424889
0.168110836840757
0.0619037066351169
0.0028916512338603
-0.0455102815583758
-0.116673237656353
0.0585961274231594
-0.0259904869472595
-0.38609466229135
-0.00630486571274935
0.108071358409122
-0.0628380702948525
-0.108938212257777
-0.222915326468656
0.114551148378627
-0.05663840395505
0.21268911402888
-0.163736199827149
-0.0970470642759202
-0.344081807315471
0.120216028668961
0.00553481619705711
-0.0695365440812045
-0.137723372960688
-0.0331822099960538
-0.0519876598333341
0.0428565265578385
-0.150658573328081
0.142080265356049
0.171890801091025
0.117819622815556
0.19812576837063
-0.168129122408109
0.0334278027906954
0.0341629287679525
-0.0448059132193436
0.172818741897772
0.000264903859908037
0.0406610626265162
-0.0818108725970905
-0.0340018005629163
-0.238100003197897
0.00397269541951085
0.0189627413480861
-0.113053693027687
-0.212327952679913
0.17133339855926
0.104615602654068
0.0591425553751558
-0.0210562617949824
0.151200479401401
-0.273735841794059
-0.108631289474458
-0.0378621921715031
0.103860617232709
0.0983542185986925
0.0103329441280026
0.110219929923621
0.35782815360866
0.13351098127867
0.0663861640050136
-0.215302598317922
-0.131173201874798
0.109061224968608
0.0580779813126851
-0.0621925064159906
-0.0739719635176505
-0.316637561783232
0.00528577565867649
0.179146880263971
0.0460731097071163
0.0331282476898352
-0.256960651581475
-0.18522873356683
-0.191442896365065
-0.0727792767500551
-0.0636102018938309
-0.036909363748502
0.104790703021071
0.0762554967286991
0.0469421885705287
-0.0103024654292262
-0.0813499403171658
0.201634739282139
-0.0131210674600976
0.143276895835489
0.0125717196543428
0.0823586484894057
0.118164122692306
-0.353133656579894
-0.29898269307436
0.162450395485489
-0.104803390059382
0.127237688427226
-0.185866116614663
-0.0738365697199846
-0.0692042094692913
-0.0554190036354777
0.0865118390707002
-0.218077961751833
-0.0840119461651836
-0.115182302562131
0.0385281570884781
0.103971130963065
0.0390919775238502
-0.144634021606588
0.00387258757976661
-0.192081871803229
-0.0778488445947311
0.193471878953273
-0.0937084898096633
0.149521593287202
-0.0124618768302845
-0.0322009156170574
0.264754711345494
-0.180559758939988
-0.370275351860741
0.161459008505465
-0.310527635010566
-0.114678483337918
0.214716249229012
0.162412274833786
0.115856388849552
-0.119759590941546
0.0572554618915419
-0.173654888485154
-0.00449361735518098
-0.073785909159818
0.22996418528914
-0.351961151089054
-0.0190265195732244
-0.208142786031066
-0.0218964300189377
0.166784478379786
0.169470419732816
-0.0568361897331848
0.105711924964955
0.159760607311472
0.118586739034524
0.0163259889618812
-0.0910949736837612
-0.166423405357875
-0.0486179136523914
-0.0652975372246972
-0.211296693244894
-0.0188080034595025
0.0728513645580383
-0.0216314623818401
-0.0393605905500316
0.0732184496268977
0.142606854007517
0.230264901552793
-0.17765370911218
-0.0648366049447725
0.263595177749921
0.0359022816230272
-0.0412107660544421
-0.0412107660544421
0.0760788626708624
0.0803742085384491
0.18959900560191
0.245764462044252
-0.154866420165325
0.206987155672928
0.190054437409483
-0.0335814517548916
0.19256840584008
0.171711336771808
0.128443224537509
0.12910559425248
0.127449669965053
0.0167873002500829
0.167835094375898
-0.027788271388026
-0.307982401412077
-0.0833466616670683
-0.104435232710914
-0.327740095639977
0.0242646599257948
0.001750336994704
-0.127413156580059
-0.0425325470784345
-0.148628836062361
0.0837688546564615
-0.0687395648357738
-0.0839019857359938
0.262753608830748
-0.0732092377998709
0.0721122234881066
0.180483702518402
0.0206222957163605
-0.441809713262175
-0.0885037131586943
0.175924471951188
0.127640567064511
0.0580821483701045
0.179862227747864
-0.014792911557665
-0.0983958147575908
-0.0792947305261701
0.138910890677312
0.16245577581659
0.0265702132032087
-0.106524504438134
-0.254099743989774
-0.11083619484143
-0.341286273923522
-0.284333592785057
0.0984697956529047
-0.0800113908073176
0.0291538503295974
0.152834215132548
-0.0191376904535237
-0.0347911453237658
0.0990354144948576
0.00685885057672529
0.0435164077429748
-0.0437837970360358
0.109898369289943
0.0937454153718923
-0.0806082064769133
-0.144510621026447
0.135886463474767
0.0126767074010823
0.0803158030782113
-0.0383048899704326
-0.0216314623818401
-0.168359226669814
-0.102967113990753
-0.103360472601493
0.112360425417033
0.0676322818196781
-0.0619347965284489
0.11687284394656
0.272457795440399
-0.0892970766494202
0.125500313013645
-0.0854622488862674
-0.0388471191074806
-0.199703244467343
0.234958355545567
-0.0847219378049103
-0.187094292102355
-0.0393605905500316
0.0784389477571962
0.131338314864342
-0.0383048899704326
-0.165572795659583
0.189178128705204
0.179702233658296
-0.245405493033845
0.0889430188286013
0.0990755489441131
0.109898829599236
0.00998583316884095
-0.34807552629503
-0.0101848133811379
0.0823199909017991
0.149317636174818
0.0776051496313301
0.194778341324341

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time4 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=312999&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]4 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=312999&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=312999&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R ServerBig Analytics Cloud Computing Center






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0920541.53490.062979
2-0.029439-0.49080.31196
30.0279450.46590.320813
40.0056940.09490.462219
50.004450.07420.470451
60.0197240.32890.371251
7-0.065323-1.08920.138515
80.0646281.07760.141081
9-0.067485-1.12520.130737
10-0.038206-0.6370.262317
110.0096260.16050.436305
12-0.024748-0.41260.340094
13-0.020581-0.34310.365873
14-0.01122-0.18710.425868
150.0168140.28040.389708
16-0.026612-0.44370.3288
17-0.014686-0.24490.403373
18-0.012663-0.21110.416469
19-0.072815-1.21410.112877
20-0.116495-1.94240.026551
21-0.06268-1.04510.148445
220.0914581.52490.064209
230.0081740.13630.445848
24-0.007521-0.12540.450147

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.092054 & 1.5349 & 0.062979 \tabularnewline
2 & -0.029439 & -0.4908 & 0.31196 \tabularnewline
3 & 0.027945 & 0.4659 & 0.320813 \tabularnewline
4 & 0.005694 & 0.0949 & 0.462219 \tabularnewline
5 & 0.00445 & 0.0742 & 0.470451 \tabularnewline
6 & 0.019724 & 0.3289 & 0.371251 \tabularnewline
7 & -0.065323 & -1.0892 & 0.138515 \tabularnewline
8 & 0.064628 & 1.0776 & 0.141081 \tabularnewline
9 & -0.067485 & -1.1252 & 0.130737 \tabularnewline
10 & -0.038206 & -0.637 & 0.262317 \tabularnewline
11 & 0.009626 & 0.1605 & 0.436305 \tabularnewline
12 & -0.024748 & -0.4126 & 0.340094 \tabularnewline
13 & -0.020581 & -0.3431 & 0.365873 \tabularnewline
14 & -0.01122 & -0.1871 & 0.425868 \tabularnewline
15 & 0.016814 & 0.2804 & 0.389708 \tabularnewline
16 & -0.026612 & -0.4437 & 0.3288 \tabularnewline
17 & -0.014686 & -0.2449 & 0.403373 \tabularnewline
18 & -0.012663 & -0.2111 & 0.416469 \tabularnewline
19 & -0.072815 & -1.2141 & 0.112877 \tabularnewline
20 & -0.116495 & -1.9424 & 0.026551 \tabularnewline
21 & -0.06268 & -1.0451 & 0.148445 \tabularnewline
22 & 0.091458 & 1.5249 & 0.064209 \tabularnewline
23 & 0.008174 & 0.1363 & 0.445848 \tabularnewline
24 & -0.007521 & -0.1254 & 0.450147 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=312999&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]0.092054[/C][C]1.5349[/C][C]0.062979[/C][/ROW]
[ROW][C]2[/C][C]-0.029439[/C][C]-0.4908[/C][C]0.31196[/C][/ROW]
[ROW][C]3[/C][C]0.027945[/C][C]0.4659[/C][C]0.320813[/C][/ROW]
[ROW][C]4[/C][C]0.005694[/C][C]0.0949[/C][C]0.462219[/C][/ROW]
[ROW][C]5[/C][C]0.00445[/C][C]0.0742[/C][C]0.470451[/C][/ROW]
[ROW][C]6[/C][C]0.019724[/C][C]0.3289[/C][C]0.371251[/C][/ROW]
[ROW][C]7[/C][C]-0.065323[/C][C]-1.0892[/C][C]0.138515[/C][/ROW]
[ROW][C]8[/C][C]0.064628[/C][C]1.0776[/C][C]0.141081[/C][/ROW]
[ROW][C]9[/C][C]-0.067485[/C][C]-1.1252[/C][C]0.130737[/C][/ROW]
[ROW][C]10[/C][C]-0.038206[/C][C]-0.637[/C][C]0.262317[/C][/ROW]
[ROW][C]11[/C][C]0.009626[/C][C]0.1605[/C][C]0.436305[/C][/ROW]
[ROW][C]12[/C][C]-0.024748[/C][C]-0.4126[/C][C]0.340094[/C][/ROW]
[ROW][C]13[/C][C]-0.020581[/C][C]-0.3431[/C][C]0.365873[/C][/ROW]
[ROW][C]14[/C][C]-0.01122[/C][C]-0.1871[/C][C]0.425868[/C][/ROW]
[ROW][C]15[/C][C]0.016814[/C][C]0.2804[/C][C]0.389708[/C][/ROW]
[ROW][C]16[/C][C]-0.026612[/C][C]-0.4437[/C][C]0.3288[/C][/ROW]
[ROW][C]17[/C][C]-0.014686[/C][C]-0.2449[/C][C]0.403373[/C][/ROW]
[ROW][C]18[/C][C]-0.012663[/C][C]-0.2111[/C][C]0.416469[/C][/ROW]
[ROW][C]19[/C][C]-0.072815[/C][C]-1.2141[/C][C]0.112877[/C][/ROW]
[ROW][C]20[/C][C]-0.116495[/C][C]-1.9424[/C][C]0.026551[/C][/ROW]
[ROW][C]21[/C][C]-0.06268[/C][C]-1.0451[/C][C]0.148445[/C][/ROW]
[ROW][C]22[/C][C]0.091458[/C][C]1.5249[/C][C]0.064209[/C][/ROW]
[ROW][C]23[/C][C]0.008174[/C][C]0.1363[/C][C]0.445848[/C][/ROW]
[ROW][C]24[/C][C]-0.007521[/C][C]-0.1254[/C][C]0.450147[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=312999&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=312999&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
10.0920541.53490.062979
2-0.029439-0.49080.31196
30.0279450.46590.320813
40.0056940.09490.462219
50.004450.07420.470451
60.0197240.32890.371251
7-0.065323-1.08920.138515
80.0646281.07760.141081
9-0.067485-1.12520.130737
10-0.038206-0.6370.262317
110.0096260.16050.436305
12-0.024748-0.41260.340094
13-0.020581-0.34310.365873
14-0.01122-0.18710.425868
150.0168140.28040.389708
16-0.026612-0.44370.3288
17-0.014686-0.24490.403373
18-0.012663-0.21110.416469
19-0.072815-1.21410.112877
20-0.116495-1.94240.026551
21-0.06268-1.04510.148445
220.0914581.52490.064209
230.0081740.13630.445848
24-0.007521-0.12540.450147






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0920541.53490.062979
2-0.038237-0.63750.262149
30.0346220.57730.282113
4-0.00144-0.0240.490428
50.0062870.10480.458295
60.0181150.3020.381424
7-0.069539-1.15950.123634
80.0800851.33530.091438
9-0.090169-1.50340.066933
10-0.012429-0.20720.417987
110.0048060.08010.468094
12-0.02537-0.4230.33631
13-0.009186-0.15320.439191
14-0.019801-0.33010.370768
150.036250.60440.27303
16-0.04951-0.82550.2049
170.0041220.06870.472627
18-0.015496-0.25840.398157
19-0.079978-1.33350.09173
20-0.100712-1.67920.047118
21-0.053999-0.90030.184358
220.1086011.81070.03563
23-0.024274-0.40470.342992
240.0156260.26050.397319

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.092054 & 1.5349 & 0.062979 \tabularnewline
2 & -0.038237 & -0.6375 & 0.262149 \tabularnewline
3 & 0.034622 & 0.5773 & 0.282113 \tabularnewline
4 & -0.00144 & -0.024 & 0.490428 \tabularnewline
5 & 0.006287 & 0.1048 & 0.458295 \tabularnewline
6 & 0.018115 & 0.302 & 0.381424 \tabularnewline
7 & -0.069539 & -1.1595 & 0.123634 \tabularnewline
8 & 0.080085 & 1.3353 & 0.091438 \tabularnewline
9 & -0.090169 & -1.5034 & 0.066933 \tabularnewline
10 & -0.012429 & -0.2072 & 0.417987 \tabularnewline
11 & 0.004806 & 0.0801 & 0.468094 \tabularnewline
12 & -0.02537 & -0.423 & 0.33631 \tabularnewline
13 & -0.009186 & -0.1532 & 0.439191 \tabularnewline
14 & -0.019801 & -0.3301 & 0.370768 \tabularnewline
15 & 0.03625 & 0.6044 & 0.27303 \tabularnewline
16 & -0.04951 & -0.8255 & 0.2049 \tabularnewline
17 & 0.004122 & 0.0687 & 0.472627 \tabularnewline
18 & -0.015496 & -0.2584 & 0.398157 \tabularnewline
19 & -0.079978 & -1.3335 & 0.09173 \tabularnewline
20 & -0.100712 & -1.6792 & 0.047118 \tabularnewline
21 & -0.053999 & -0.9003 & 0.184358 \tabularnewline
22 & 0.108601 & 1.8107 & 0.03563 \tabularnewline
23 & -0.024274 & -0.4047 & 0.342992 \tabularnewline
24 & 0.015626 & 0.2605 & 0.397319 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=312999&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]0.092054[/C][C]1.5349[/C][C]0.062979[/C][/ROW]
[ROW][C]2[/C][C]-0.038237[/C][C]-0.6375[/C][C]0.262149[/C][/ROW]
[ROW][C]3[/C][C]0.034622[/C][C]0.5773[/C][C]0.282113[/C][/ROW]
[ROW][C]4[/C][C]-0.00144[/C][C]-0.024[/C][C]0.490428[/C][/ROW]
[ROW][C]5[/C][C]0.006287[/C][C]0.1048[/C][C]0.458295[/C][/ROW]
[ROW][C]6[/C][C]0.018115[/C][C]0.302[/C][C]0.381424[/C][/ROW]
[ROW][C]7[/C][C]-0.069539[/C][C]-1.1595[/C][C]0.123634[/C][/ROW]
[ROW][C]8[/C][C]0.080085[/C][C]1.3353[/C][C]0.091438[/C][/ROW]
[ROW][C]9[/C][C]-0.090169[/C][C]-1.5034[/C][C]0.066933[/C][/ROW]
[ROW][C]10[/C][C]-0.012429[/C][C]-0.2072[/C][C]0.417987[/C][/ROW]
[ROW][C]11[/C][C]0.004806[/C][C]0.0801[/C][C]0.468094[/C][/ROW]
[ROW][C]12[/C][C]-0.02537[/C][C]-0.423[/C][C]0.33631[/C][/ROW]
[ROW][C]13[/C][C]-0.009186[/C][C]-0.1532[/C][C]0.439191[/C][/ROW]
[ROW][C]14[/C][C]-0.019801[/C][C]-0.3301[/C][C]0.370768[/C][/ROW]
[ROW][C]15[/C][C]0.03625[/C][C]0.6044[/C][C]0.27303[/C][/ROW]
[ROW][C]16[/C][C]-0.04951[/C][C]-0.8255[/C][C]0.2049[/C][/ROW]
[ROW][C]17[/C][C]0.004122[/C][C]0.0687[/C][C]0.472627[/C][/ROW]
[ROW][C]18[/C][C]-0.015496[/C][C]-0.2584[/C][C]0.398157[/C][/ROW]
[ROW][C]19[/C][C]-0.079978[/C][C]-1.3335[/C][C]0.09173[/C][/ROW]
[ROW][C]20[/C][C]-0.100712[/C][C]-1.6792[/C][C]0.047118[/C][/ROW]
[ROW][C]21[/C][C]-0.053999[/C][C]-0.9003[/C][C]0.184358[/C][/ROW]
[ROW][C]22[/C][C]0.108601[/C][C]1.8107[/C][C]0.03563[/C][/ROW]
[ROW][C]23[/C][C]-0.024274[/C][C]-0.4047[/C][C]0.342992[/C][/ROW]
[ROW][C]24[/C][C]0.015626[/C][C]0.2605[/C][C]0.397319[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=312999&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=312999&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
10.0920541.53490.062979
2-0.038237-0.63750.262149
30.0346220.57730.282113
4-0.00144-0.0240.490428
50.0062870.10480.458295
60.0181150.3020.381424
7-0.069539-1.15950.123634
80.0800851.33530.091438
9-0.090169-1.50340.066933
10-0.012429-0.20720.417987
110.0048060.08010.468094
12-0.02537-0.4230.33631
13-0.009186-0.15320.439191
14-0.019801-0.33010.370768
150.036250.60440.27303
16-0.04951-0.82550.2049
170.0041220.06870.472627
18-0.015496-0.25840.398157
19-0.079978-1.33350.09173
20-0.100712-1.67920.047118
21-0.053999-0.90030.184358
220.1086011.81070.03563
23-0.024274-0.40470.342992
240.0156260.26050.397319


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = FALSE ; par2 = -0.3 ; par3 = 0 ; par4 = 0 ; par5 = 1 ; par6 = 3 ; par7 = 0 ; par8 = 2 ; par9 = 0 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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)
x <- na.omit(x)
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,'ACF(k)',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,'PACF(k)',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')