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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 computationTue, 02 Dec 2008 13:11:45 -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/02/t1228248879qwp2zog9qgj06tc.htm/, Retrieved Sun, 19 May 2024 03:09:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28344, Retrieved Sun, 19 May 2024 03:09:33 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact150

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F       [(Partial) Autocorrelation Function] [law of averages q8] [2008-12-02 20:11:45] [d41d8cd98f00b204e9800998ecf8427e] [Current]
Feedback Forum
2008-12-09 23:05:11 [Peter Van Doninck] [reply] 
berekend door student.

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
61,5
88,5
93,3
89,2
101,3
97
102,2
100,3
78,2
105,9
119,9
108
77
93,1
109,5
100,4
99
113,9
102,1
101,6
84
110,7
111,6
110,7
73,1
87,5
109,6
99,3
92,1
109,3
94,5
91,4
82,9
103,3
96
104,8
65,8
78,7
100,3
85
94,5
97,9
91,9
87,2
84,4
99,2
105,4
110,9
69,8
86,8
106,7
88,8
96,9
108,1
93,7
94,8
79,8
95,6
107,9
104,9
61,9
85,7
92,4
86,4
99,3
95,5
97
102,1
77,8
105,5
113,2
108,8
66,9
89,3
93,6
92
99,5
98,6
94,6
96,7
75,3
102,5
115,1
104,7
71,4

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'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28344&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28344&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28344&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'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0454080.41860.338268
2-0.31448-2.89940.002379
3-0.090629-0.83560.202872
40.1828431.68570.047758
50.083080.7660.222912
60.0375320.3460.365089
70.030860.28450.388355
80.1770921.63270.053115
9-0.16538-1.52470.065519
10-0.392689-3.62040.00025
11-0.010038-0.09250.463242
120.7194446.63290
13-0.044466-0.410.341435
14-0.322175-2.97030.001933
15-0.177763-1.63890.052466
160.086350.79610.214095
170.0210960.19450.423125
18-0.039388-0.36310.358702
19-0.022912-0.21120.416602
200.1183811.09140.139086
21-0.177248-1.63410.052963
22-0.357584-3.29680.000714
23-0.006933-0.06390.474592
240.5512595.08241e-06
25-0.034247-0.31570.376486
26-0.237721-2.19170.015569
27-0.185406-1.70940.045516
280.0671780.61930.268672
290.0485290.44740.327856
30-0.045899-0.42320.33662
310.0053830.04960.480269
320.1258061.15990.124673
33-0.142349-1.31240.096461
34-0.270735-2.4960.007245
350.0027360.02520.489968
360.4668494.30412.2e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.045408 & 0.4186 & 0.338268 \tabularnewline
2 & -0.31448 & -2.8994 & 0.002379 \tabularnewline
3 & -0.090629 & -0.8356 & 0.202872 \tabularnewline
4 & 0.182843 & 1.6857 & 0.047758 \tabularnewline
5 & 0.08308 & 0.766 & 0.222912 \tabularnewline
6 & 0.037532 & 0.346 & 0.365089 \tabularnewline
7 & 0.03086 & 0.2845 & 0.388355 \tabularnewline
8 & 0.177092 & 1.6327 & 0.053115 \tabularnewline
9 & -0.16538 & -1.5247 & 0.065519 \tabularnewline
10 & -0.392689 & -3.6204 & 0.00025 \tabularnewline
11 & -0.010038 & -0.0925 & 0.463242 \tabularnewline
12 & 0.719444 & 6.6329 & 0 \tabularnewline
13 & -0.044466 & -0.41 & 0.341435 \tabularnewline
14 & -0.322175 & -2.9703 & 0.001933 \tabularnewline
15 & -0.177763 & -1.6389 & 0.052466 \tabularnewline
16 & 0.08635 & 0.7961 & 0.214095 \tabularnewline
17 & 0.021096 & 0.1945 & 0.423125 \tabularnewline
18 & -0.039388 & -0.3631 & 0.358702 \tabularnewline
19 & -0.022912 & -0.2112 & 0.416602 \tabularnewline
20 & 0.118381 & 1.0914 & 0.139086 \tabularnewline
21 & -0.177248 & -1.6341 & 0.052963 \tabularnewline
22 & -0.357584 & -3.2968 & 0.000714 \tabularnewline
23 & -0.006933 & -0.0639 & 0.474592 \tabularnewline
24 & 0.551259 & 5.0824 & 1e-06 \tabularnewline
25 & -0.034247 & -0.3157 & 0.376486 \tabularnewline
26 & -0.237721 & -2.1917 & 0.015569 \tabularnewline
27 & -0.185406 & -1.7094 & 0.045516 \tabularnewline
28 & 0.067178 & 0.6193 & 0.268672 \tabularnewline
29 & 0.048529 & 0.4474 & 0.327856 \tabularnewline
30 & -0.045899 & -0.4232 & 0.33662 \tabularnewline
31 & 0.005383 & 0.0496 & 0.480269 \tabularnewline
32 & 0.125806 & 1.1599 & 0.124673 \tabularnewline
33 & -0.142349 & -1.3124 & 0.096461 \tabularnewline
34 & -0.270735 & -2.496 & 0.007245 \tabularnewline
35 & 0.002736 & 0.0252 & 0.489968 \tabularnewline
36 & 0.466849 & 4.3041 & 2.2e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28344&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]0.045408[/C][C]0.4186[/C][C]0.338268[/C][/ROW]
[ROW][C]2[/C][C]-0.31448[/C][C]-2.8994[/C][C]0.002379[/C][/ROW]
[ROW][C]3[/C][C]-0.090629[/C][C]-0.8356[/C][C]0.202872[/C][/ROW]
[ROW][C]4[/C][C]0.182843[/C][C]1.6857[/C][C]0.047758[/C][/ROW]
[ROW][C]5[/C][C]0.08308[/C][C]0.766[/C][C]0.222912[/C][/ROW]
[ROW][C]6[/C][C]0.037532[/C][C]0.346[/C][C]0.365089[/C][/ROW]
[ROW][C]7[/C][C]0.03086[/C][C]0.2845[/C][C]0.388355[/C][/ROW]
[ROW][C]8[/C][C]0.177092[/C][C]1.6327[/C][C]0.053115[/C][/ROW]
[ROW][C]9[/C][C]-0.16538[/C][C]-1.5247[/C][C]0.065519[/C][/ROW]
[ROW][C]10[/C][C]-0.392689[/C][C]-3.6204[/C][C]0.00025[/C][/ROW]
[ROW][C]11[/C][C]-0.010038[/C][C]-0.0925[/C][C]0.463242[/C][/ROW]
[ROW][C]12[/C][C]0.719444[/C][C]6.6329[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.044466[/C][C]-0.41[/C][C]0.341435[/C][/ROW]
[ROW][C]14[/C][C]-0.322175[/C][C]-2.9703[/C][C]0.001933[/C][/ROW]
[ROW][C]15[/C][C]-0.177763[/C][C]-1.6389[/C][C]0.052466[/C][/ROW]
[ROW][C]16[/C][C]0.08635[/C][C]0.7961[/C][C]0.214095[/C][/ROW]
[ROW][C]17[/C][C]0.021096[/C][C]0.1945[/C][C]0.423125[/C][/ROW]
[ROW][C]18[/C][C]-0.039388[/C][C]-0.3631[/C][C]0.358702[/C][/ROW]
[ROW][C]19[/C][C]-0.022912[/C][C]-0.2112[/C][C]0.416602[/C][/ROW]
[ROW][C]20[/C][C]0.118381[/C][C]1.0914[/C][C]0.139086[/C][/ROW]
[ROW][C]21[/C][C]-0.177248[/C][C]-1.6341[/C][C]0.052963[/C][/ROW]
[ROW][C]22[/C][C]-0.357584[/C][C]-3.2968[/C][C]0.000714[/C][/ROW]
[ROW][C]23[/C][C]-0.006933[/C][C]-0.0639[/C][C]0.474592[/C][/ROW]
[ROW][C]24[/C][C]0.551259[/C][C]5.0824[/C][C]1e-06[/C][/ROW]
[ROW][C]25[/C][C]-0.034247[/C][C]-0.3157[/C][C]0.376486[/C][/ROW]
[ROW][C]26[/C][C]-0.237721[/C][C]-2.1917[/C][C]0.015569[/C][/ROW]
[ROW][C]27[/C][C]-0.185406[/C][C]-1.7094[/C][C]0.045516[/C][/ROW]
[ROW][C]28[/C][C]0.067178[/C][C]0.6193[/C][C]0.268672[/C][/ROW]
[ROW][C]29[/C][C]0.048529[/C][C]0.4474[/C][C]0.327856[/C][/ROW]
[ROW][C]30[/C][C]-0.045899[/C][C]-0.4232[/C][C]0.33662[/C][/ROW]
[ROW][C]31[/C][C]0.005383[/C][C]0.0496[/C][C]0.480269[/C][/ROW]
[ROW][C]32[/C][C]0.125806[/C][C]1.1599[/C][C]0.124673[/C][/ROW]
[ROW][C]33[/C][C]-0.142349[/C][C]-1.3124[/C][C]0.096461[/C][/ROW]
[ROW][C]34[/C][C]-0.270735[/C][C]-2.496[/C][C]0.007245[/C][/ROW]
[ROW][C]35[/C][C]0.002736[/C][C]0.0252[/C][C]0.489968[/C][/ROW]
[ROW][C]36[/C][C]0.466849[/C][C]4.3041[/C][C]2.2e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28344&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28344&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
10.0454080.41860.338268
2-0.31448-2.89940.002379
3-0.090629-0.83560.202872
40.1828431.68570.047758
50.083080.7660.222912
60.0375320.3460.365089
70.030860.28450.388355
80.1770921.63270.053115
9-0.16538-1.52470.065519
10-0.392689-3.62040.00025
11-0.010038-0.09250.463242
120.7194446.63290
13-0.044466-0.410.341435
14-0.322175-2.97030.001933
15-0.177763-1.63890.052466
160.086350.79610.214095
170.0210960.19450.423125
18-0.039388-0.36310.358702
19-0.022912-0.21120.416602
200.1183811.09140.139086
21-0.177248-1.63410.052963
22-0.357584-3.29680.000714
23-0.006933-0.06390.474592
240.5512595.08241e-06
25-0.034247-0.31570.376486
26-0.237721-2.19170.015569
27-0.185406-1.70940.045516
280.0671780.61930.268672
290.0485290.44740.327856
30-0.045899-0.42320.33662
310.0053830.04960.480269
320.1258061.15990.124673
33-0.142349-1.31240.096461
34-0.270735-2.4960.007245
350.0027360.02520.489968
360.4668494.30412.2e-05






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0454080.41860.338268
2-0.317196-2.92440.002212
3-0.063972-0.58980.278447
40.1015610.93630.175874
50.0261780.24130.404933
60.1243851.14680.127347
70.0878680.81010.210072
80.2377042.19150.015575
9-0.174587-1.60960.055596
10-0.362861-3.34540.000612
11-0.141371-1.30340.097983
120.6309275.81690
13-0.181247-1.6710.049198
14-0.025603-0.2360.406983
15-0.18327-1.68970.047378
16-0.085356-0.78690.216752
17-0.126533-1.16660.123322
18-0.072078-0.66450.254077
19-0.038132-0.35160.36302
20-0.117832-1.08640.140196
210.0821190.75710.225543
220.0692590.63850.26242
230.0388350.3580.360599
24-0.024163-0.22280.412122
25-0.002702-0.02490.490094
260.0146410.1350.446471
27-0.123052-1.13450.129891
28-0.064444-0.59410.276996
29-0.03731-0.3440.365855
30-0.080612-0.74320.229702
310.0379210.34960.363747
320.0250060.23050.409111
330.0234830.21650.414558
340.0204670.18870.425389
35-0.039439-0.36360.358526
360.0592220.5460.293249

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.045408 & 0.4186 & 0.338268 \tabularnewline
2 & -0.317196 & -2.9244 & 0.002212 \tabularnewline
3 & -0.063972 & -0.5898 & 0.278447 \tabularnewline
4 & 0.101561 & 0.9363 & 0.175874 \tabularnewline
5 & 0.026178 & 0.2413 & 0.404933 \tabularnewline
6 & 0.124385 & 1.1468 & 0.127347 \tabularnewline
7 & 0.087868 & 0.8101 & 0.210072 \tabularnewline
8 & 0.237704 & 2.1915 & 0.015575 \tabularnewline
9 & -0.174587 & -1.6096 & 0.055596 \tabularnewline
10 & -0.362861 & -3.3454 & 0.000612 \tabularnewline
11 & -0.141371 & -1.3034 & 0.097983 \tabularnewline
12 & 0.630927 & 5.8169 & 0 \tabularnewline
13 & -0.181247 & -1.671 & 0.049198 \tabularnewline
14 & -0.025603 & -0.236 & 0.406983 \tabularnewline
15 & -0.18327 & -1.6897 & 0.047378 \tabularnewline
16 & -0.085356 & -0.7869 & 0.216752 \tabularnewline
17 & -0.126533 & -1.1666 & 0.123322 \tabularnewline
18 & -0.072078 & -0.6645 & 0.254077 \tabularnewline
19 & -0.038132 & -0.3516 & 0.36302 \tabularnewline
20 & -0.117832 & -1.0864 & 0.140196 \tabularnewline
21 & 0.082119 & 0.7571 & 0.225543 \tabularnewline
22 & 0.069259 & 0.6385 & 0.26242 \tabularnewline
23 & 0.038835 & 0.358 & 0.360599 \tabularnewline
24 & -0.024163 & -0.2228 & 0.412122 \tabularnewline
25 & -0.002702 & -0.0249 & 0.490094 \tabularnewline
26 & 0.014641 & 0.135 & 0.446471 \tabularnewline
27 & -0.123052 & -1.1345 & 0.129891 \tabularnewline
28 & -0.064444 & -0.5941 & 0.276996 \tabularnewline
29 & -0.03731 & -0.344 & 0.365855 \tabularnewline
30 & -0.080612 & -0.7432 & 0.229702 \tabularnewline
31 & 0.037921 & 0.3496 & 0.363747 \tabularnewline
32 & 0.025006 & 0.2305 & 0.409111 \tabularnewline
33 & 0.023483 & 0.2165 & 0.414558 \tabularnewline
34 & 0.020467 & 0.1887 & 0.425389 \tabularnewline
35 & -0.039439 & -0.3636 & 0.358526 \tabularnewline
36 & 0.059222 & 0.546 & 0.293249 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28344&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]0.045408[/C][C]0.4186[/C][C]0.338268[/C][/ROW]
[ROW][C]2[/C][C]-0.317196[/C][C]-2.9244[/C][C]0.002212[/C][/ROW]
[ROW][C]3[/C][C]-0.063972[/C][C]-0.5898[/C][C]0.278447[/C][/ROW]
[ROW][C]4[/C][C]0.101561[/C][C]0.9363[/C][C]0.175874[/C][/ROW]
[ROW][C]5[/C][C]0.026178[/C][C]0.2413[/C][C]0.404933[/C][/ROW]
[ROW][C]6[/C][C]0.124385[/C][C]1.1468[/C][C]0.127347[/C][/ROW]
[ROW][C]7[/C][C]0.087868[/C][C]0.8101[/C][C]0.210072[/C][/ROW]
[ROW][C]8[/C][C]0.237704[/C][C]2.1915[/C][C]0.015575[/C][/ROW]
[ROW][C]9[/C][C]-0.174587[/C][C]-1.6096[/C][C]0.055596[/C][/ROW]
[ROW][C]10[/C][C]-0.362861[/C][C]-3.3454[/C][C]0.000612[/C][/ROW]
[ROW][C]11[/C][C]-0.141371[/C][C]-1.3034[/C][C]0.097983[/C][/ROW]
[ROW][C]12[/C][C]0.630927[/C][C]5.8169[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.181247[/C][C]-1.671[/C][C]0.049198[/C][/ROW]
[ROW][C]14[/C][C]-0.025603[/C][C]-0.236[/C][C]0.406983[/C][/ROW]
[ROW][C]15[/C][C]-0.18327[/C][C]-1.6897[/C][C]0.047378[/C][/ROW]
[ROW][C]16[/C][C]-0.085356[/C][C]-0.7869[/C][C]0.216752[/C][/ROW]
[ROW][C]17[/C][C]-0.126533[/C][C]-1.1666[/C][C]0.123322[/C][/ROW]
[ROW][C]18[/C][C]-0.072078[/C][C]-0.6645[/C][C]0.254077[/C][/ROW]
[ROW][C]19[/C][C]-0.038132[/C][C]-0.3516[/C][C]0.36302[/C][/ROW]
[ROW][C]20[/C][C]-0.117832[/C][C]-1.0864[/C][C]0.140196[/C][/ROW]
[ROW][C]21[/C][C]0.082119[/C][C]0.7571[/C][C]0.225543[/C][/ROW]
[ROW][C]22[/C][C]0.069259[/C][C]0.6385[/C][C]0.26242[/C][/ROW]
[ROW][C]23[/C][C]0.038835[/C][C]0.358[/C][C]0.360599[/C][/ROW]
[ROW][C]24[/C][C]-0.024163[/C][C]-0.2228[/C][C]0.412122[/C][/ROW]
[ROW][C]25[/C][C]-0.002702[/C][C]-0.0249[/C][C]0.490094[/C][/ROW]
[ROW][C]26[/C][C]0.014641[/C][C]0.135[/C][C]0.446471[/C][/ROW]
[ROW][C]27[/C][C]-0.123052[/C][C]-1.1345[/C][C]0.129891[/C][/ROW]
[ROW][C]28[/C][C]-0.064444[/C][C]-0.5941[/C][C]0.276996[/C][/ROW]
[ROW][C]29[/C][C]-0.03731[/C][C]-0.344[/C][C]0.365855[/C][/ROW]
[ROW][C]30[/C][C]-0.080612[/C][C]-0.7432[/C][C]0.229702[/C][/ROW]
[ROW][C]31[/C][C]0.037921[/C][C]0.3496[/C][C]0.363747[/C][/ROW]
[ROW][C]32[/C][C]0.025006[/C][C]0.2305[/C][C]0.409111[/C][/ROW]
[ROW][C]33[/C][C]0.023483[/C][C]0.2165[/C][C]0.414558[/C][/ROW]
[ROW][C]34[/C][C]0.020467[/C][C]0.1887[/C][C]0.425389[/C][/ROW]
[ROW][C]35[/C][C]-0.039439[/C][C]-0.3636[/C][C]0.358526[/C][/ROW]
[ROW][C]36[/C][C]0.059222[/C][C]0.546[/C][C]0.293249[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28344&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28344&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
10.0454080.41860.338268
2-0.317196-2.92440.002212
3-0.063972-0.58980.278447
40.1015610.93630.175874
50.0261780.24130.404933
60.1243851.14680.127347
70.0878680.81010.210072
80.2377042.19150.015575
9-0.174587-1.60960.055596
10-0.362861-3.34540.000612
11-0.141371-1.30340.097983
120.6309275.81690
13-0.181247-1.6710.049198
14-0.025603-0.2360.406983
15-0.18327-1.68970.047378
16-0.085356-0.78690.216752
17-0.126533-1.16660.123322
18-0.072078-0.66450.254077
19-0.038132-0.35160.36302
20-0.117832-1.08640.140196
210.0821190.75710.225543
220.0692590.63850.26242
230.0388350.3580.360599
24-0.024163-0.22280.412122
25-0.002702-0.02490.490094
260.0146410.1350.446471
27-0.123052-1.13450.129891
28-0.064444-0.59410.276996
29-0.03731-0.3440.365855
30-0.080612-0.74320.229702
310.0379210.34960.363747
320.0250060.23050.409111
330.0234830.21650.414558
340.0204670.18870.425389
35-0.039439-0.36360.358526
360.0592220.5460.293249


Figures (Output of Computation)

Input Parameters & R Code

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