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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 computationThu, 04 Dec 2008 09:04:36 -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/04/t1228406695x0jn4zu66f5yklv.htm/, Retrieved Fri, 24 May 2024 17:31:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28948, Retrieved Fri, 24 May 2024 17:31:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact228

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Cross Correlation Function] [] [2008-12-02 21:28:41] [74be16979710d4c4e7c6647856088456]
F   PD    [Cross Correlation Function] [] [2008-12-02 21:39:53] [74be16979710d4c4e7c6647856088456]
- RMPD        [(Partial) Autocorrelation Function] [] [2008-12-04 16:04:36] [e02910eed3830f1815f587e12f46cbdb] [Current]
Feedback Forum

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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
100.8
100.7
86.2
83.2
71.7
77.5
89.8
80.3
78.7
93.8
57.6
60.6
91
85.3
77.4
77.3
68.3
69.9
81.7
75.1
69.9
84
54.3
60
89.9
77
85.3
77.6
69.2
75.5
85.7
72.2
79.9
85.3
52.2
61.2
82.4
85.4
78.2
70.2
70.2
69.3
77.5
66.1
69
79.2
56.2
63.3
77.8
92
78.1
65.1
71.1
70.9
72
81.9
70.6
72.5
65.1
61.1

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=28948&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=28948&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28948&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
10.214211.65930.051141
2-0.197891-1.53290.065284
30.0460220.35650.361363
4-0.097708-0.75680.226054
50.1113430.86250.195935
60.3649312.82670.00319
70.095520.73990.231125
8-0.053473-0.41420.340101
9-0.042661-0.33040.371106
10-0.328496-2.54450.006767
110.0566880.43910.331082
120.5981354.63311e-05
130.0816730.63260.264687
14-0.225882-1.74970.042644
15-0.073829-0.57190.28477
16-0.126054-0.97640.166391
170.0429710.33290.370203
180.2164981.6770.049374
190.0181240.14040.44441
20-0.084729-0.65630.257068
21-0.089429-0.69270.24558
22-0.279317-2.16360.017245
230.0828350.64160.261776
240.4169013.22930.001007
250.0937380.72610.235304
26-0.127262-0.98580.164103
27-0.105933-0.82060.207574
28-0.053589-0.41510.339775
290.0325510.25210.400896
300.1130940.8760.192257
310.0547630.42420.336472
32-0.069224-0.53620.296898
33-0.130216-1.00860.158597
34-0.194737-1.50840.068347
35-0.025504-0.19760.42203
360.2369911.83570.035678

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.21421 & 1.6593 & 0.051141 \tabularnewline
2 & -0.197891 & -1.5329 & 0.065284 \tabularnewline
3 & 0.046022 & 0.3565 & 0.361363 \tabularnewline
4 & -0.097708 & -0.7568 & 0.226054 \tabularnewline
5 & 0.111343 & 0.8625 & 0.195935 \tabularnewline
6 & 0.364931 & 2.8267 & 0.00319 \tabularnewline
7 & 0.09552 & 0.7399 & 0.231125 \tabularnewline
8 & -0.053473 & -0.4142 & 0.340101 \tabularnewline
9 & -0.042661 & -0.3304 & 0.371106 \tabularnewline
10 & -0.328496 & -2.5445 & 0.006767 \tabularnewline
11 & 0.056688 & 0.4391 & 0.331082 \tabularnewline
12 & 0.598135 & 4.6331 & 1e-05 \tabularnewline
13 & 0.081673 & 0.6326 & 0.264687 \tabularnewline
14 & -0.225882 & -1.7497 & 0.042644 \tabularnewline
15 & -0.073829 & -0.5719 & 0.28477 \tabularnewline
16 & -0.126054 & -0.9764 & 0.166391 \tabularnewline
17 & 0.042971 & 0.3329 & 0.370203 \tabularnewline
18 & 0.216498 & 1.677 & 0.049374 \tabularnewline
19 & 0.018124 & 0.1404 & 0.44441 \tabularnewline
20 & -0.084729 & -0.6563 & 0.257068 \tabularnewline
21 & -0.089429 & -0.6927 & 0.24558 \tabularnewline
22 & -0.279317 & -2.1636 & 0.017245 \tabularnewline
23 & 0.082835 & 0.6416 & 0.261776 \tabularnewline
24 & 0.416901 & 3.2293 & 0.001007 \tabularnewline
25 & 0.093738 & 0.7261 & 0.235304 \tabularnewline
26 & -0.127262 & -0.9858 & 0.164103 \tabularnewline
27 & -0.105933 & -0.8206 & 0.207574 \tabularnewline
28 & -0.053589 & -0.4151 & 0.339775 \tabularnewline
29 & 0.032551 & 0.2521 & 0.400896 \tabularnewline
30 & 0.113094 & 0.876 & 0.192257 \tabularnewline
31 & 0.054763 & 0.4242 & 0.336472 \tabularnewline
32 & -0.069224 & -0.5362 & 0.296898 \tabularnewline
33 & -0.130216 & -1.0086 & 0.158597 \tabularnewline
34 & -0.194737 & -1.5084 & 0.068347 \tabularnewline
35 & -0.025504 & -0.1976 & 0.42203 \tabularnewline
36 & 0.236991 & 1.8357 & 0.035678 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28948&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]0.21421[/C][C]1.6593[/C][C]0.051141[/C][/ROW]
[ROW][C]2[/C][C]-0.197891[/C][C]-1.5329[/C][C]0.065284[/C][/ROW]
[ROW][C]3[/C][C]0.046022[/C][C]0.3565[/C][C]0.361363[/C][/ROW]
[ROW][C]4[/C][C]-0.097708[/C][C]-0.7568[/C][C]0.226054[/C][/ROW]
[ROW][C]5[/C][C]0.111343[/C][C]0.8625[/C][C]0.195935[/C][/ROW]
[ROW][C]6[/C][C]0.364931[/C][C]2.8267[/C][C]0.00319[/C][/ROW]
[ROW][C]7[/C][C]0.09552[/C][C]0.7399[/C][C]0.231125[/C][/ROW]
[ROW][C]8[/C][C]-0.053473[/C][C]-0.4142[/C][C]0.340101[/C][/ROW]
[ROW][C]9[/C][C]-0.042661[/C][C]-0.3304[/C][C]0.371106[/C][/ROW]
[ROW][C]10[/C][C]-0.328496[/C][C]-2.5445[/C][C]0.006767[/C][/ROW]
[ROW][C]11[/C][C]0.056688[/C][C]0.4391[/C][C]0.331082[/C][/ROW]
[ROW][C]12[/C][C]0.598135[/C][C]4.6331[/C][C]1e-05[/C][/ROW]
[ROW][C]13[/C][C]0.081673[/C][C]0.6326[/C][C]0.264687[/C][/ROW]
[ROW][C]14[/C][C]-0.225882[/C][C]-1.7497[/C][C]0.042644[/C][/ROW]
[ROW][C]15[/C][C]-0.073829[/C][C]-0.5719[/C][C]0.28477[/C][/ROW]
[ROW][C]16[/C][C]-0.126054[/C][C]-0.9764[/C][C]0.166391[/C][/ROW]
[ROW][C]17[/C][C]0.042971[/C][C]0.3329[/C][C]0.370203[/C][/ROW]
[ROW][C]18[/C][C]0.216498[/C][C]1.677[/C][C]0.049374[/C][/ROW]
[ROW][C]19[/C][C]0.018124[/C][C]0.1404[/C][C]0.44441[/C][/ROW]
[ROW][C]20[/C][C]-0.084729[/C][C]-0.6563[/C][C]0.257068[/C][/ROW]
[ROW][C]21[/C][C]-0.089429[/C][C]-0.6927[/C][C]0.24558[/C][/ROW]
[ROW][C]22[/C][C]-0.279317[/C][C]-2.1636[/C][C]0.017245[/C][/ROW]
[ROW][C]23[/C][C]0.082835[/C][C]0.6416[/C][C]0.261776[/C][/ROW]
[ROW][C]24[/C][C]0.416901[/C][C]3.2293[/C][C]0.001007[/C][/ROW]
[ROW][C]25[/C][C]0.093738[/C][C]0.7261[/C][C]0.235304[/C][/ROW]
[ROW][C]26[/C][C]-0.127262[/C][C]-0.9858[/C][C]0.164103[/C][/ROW]
[ROW][C]27[/C][C]-0.105933[/C][C]-0.8206[/C][C]0.207574[/C][/ROW]
[ROW][C]28[/C][C]-0.053589[/C][C]-0.4151[/C][C]0.339775[/C][/ROW]
[ROW][C]29[/C][C]0.032551[/C][C]0.2521[/C][C]0.400896[/C][/ROW]
[ROW][C]30[/C][C]0.113094[/C][C]0.876[/C][C]0.192257[/C][/ROW]
[ROW][C]31[/C][C]0.054763[/C][C]0.4242[/C][C]0.336472[/C][/ROW]
[ROW][C]32[/C][C]-0.069224[/C][C]-0.5362[/C][C]0.296898[/C][/ROW]
[ROW][C]33[/C][C]-0.130216[/C][C]-1.0086[/C][C]0.158597[/C][/ROW]
[ROW][C]34[/C][C]-0.194737[/C][C]-1.5084[/C][C]0.068347[/C][/ROW]
[ROW][C]35[/C][C]-0.025504[/C][C]-0.1976[/C][C]0.42203[/C][/ROW]
[ROW][C]36[/C][C]0.236991[/C][C]1.8357[/C][C]0.035678[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28948&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28948&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
10.214211.65930.051141
2-0.197891-1.53290.065284
30.0460220.35650.361363
4-0.097708-0.75680.226054
50.1113430.86250.195935
60.3649312.82670.00319
70.095520.73990.231125
8-0.053473-0.41420.340101
9-0.042661-0.33040.371106
10-0.328496-2.54450.006767
110.0566880.43910.331082
120.5981354.63311e-05
130.0816730.63260.264687
14-0.225882-1.74970.042644
15-0.073829-0.57190.28477
16-0.126054-0.97640.166391
170.0429710.33290.370203
180.2164981.6770.049374
190.0181240.14040.44441
20-0.084729-0.65630.257068
21-0.089429-0.69270.24558
22-0.279317-2.16360.017245
230.0828350.64160.261776
240.4169013.22930.001007
250.0937380.72610.235304
26-0.127262-0.98580.164103
27-0.105933-0.82060.207574
28-0.053589-0.41510.339775
290.0325510.25210.400896
300.1130940.8760.192257
310.0547630.42420.336472
32-0.069224-0.53620.296898
33-0.130216-1.00860.158597
34-0.194737-1.50840.068347
35-0.025504-0.19760.42203
360.2369911.83570.035678






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.214211.65930.051141
2-0.255501-1.97910.0262
30.172651.33730.09308
4-0.241375-1.86970.033205
50.3240852.51040.007387
60.1580961.22460.112755
70.0855910.6630.25494
8-0.013716-0.10620.45787
9-0.039051-0.30250.381663
10-0.383676-2.97190.002127
110.3078112.38430.010145
120.3573482.7680.003745
13-0.120749-0.93530.176687
14-0.182431-1.41310.081396
15-0.023513-0.18210.428047
160.1114580.86340.195691
17-0.039113-0.3030.381482
18-0.116342-0.90120.185547
19-0.048797-0.3780.353389
20-0.062574-0.48470.314828
210.0663360.51380.304627
220.039550.30640.380199
230.1594031.23470.110872
24-0.109495-0.84810.199864
250.160051.23970.109949
26-0.010393-0.08050.468051
270.028330.21940.413524
28-0.026734-0.20710.418324
29-0.124199-0.9620.169945
30-0.089393-0.69240.245667
310.0745430.57740.282913
32-0.072963-0.56520.287032
330.0269960.20910.417535
34-0.043906-0.34010.367486
35-0.114558-0.88740.189213
360.0819510.63480.26399

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.21421 & 1.6593 & 0.051141 \tabularnewline
2 & -0.255501 & -1.9791 & 0.0262 \tabularnewline
3 & 0.17265 & 1.3373 & 0.09308 \tabularnewline
4 & -0.241375 & -1.8697 & 0.033205 \tabularnewline
5 & 0.324085 & 2.5104 & 0.007387 \tabularnewline
6 & 0.158096 & 1.2246 & 0.112755 \tabularnewline
7 & 0.085591 & 0.663 & 0.25494 \tabularnewline
8 & -0.013716 & -0.1062 & 0.45787 \tabularnewline
9 & -0.039051 & -0.3025 & 0.381663 \tabularnewline
10 & -0.383676 & -2.9719 & 0.002127 \tabularnewline
11 & 0.307811 & 2.3843 & 0.010145 \tabularnewline
12 & 0.357348 & 2.768 & 0.003745 \tabularnewline
13 & -0.120749 & -0.9353 & 0.176687 \tabularnewline
14 & -0.182431 & -1.4131 & 0.081396 \tabularnewline
15 & -0.023513 & -0.1821 & 0.428047 \tabularnewline
16 & 0.111458 & 0.8634 & 0.195691 \tabularnewline
17 & -0.039113 & -0.303 & 0.381482 \tabularnewline
18 & -0.116342 & -0.9012 & 0.185547 \tabularnewline
19 & -0.048797 & -0.378 & 0.353389 \tabularnewline
20 & -0.062574 & -0.4847 & 0.314828 \tabularnewline
21 & 0.066336 & 0.5138 & 0.304627 \tabularnewline
22 & 0.03955 & 0.3064 & 0.380199 \tabularnewline
23 & 0.159403 & 1.2347 & 0.110872 \tabularnewline
24 & -0.109495 & -0.8481 & 0.199864 \tabularnewline
25 & 0.16005 & 1.2397 & 0.109949 \tabularnewline
26 & -0.010393 & -0.0805 & 0.468051 \tabularnewline
27 & 0.02833 & 0.2194 & 0.413524 \tabularnewline
28 & -0.026734 & -0.2071 & 0.418324 \tabularnewline
29 & -0.124199 & -0.962 & 0.169945 \tabularnewline
30 & -0.089393 & -0.6924 & 0.245667 \tabularnewline
31 & 0.074543 & 0.5774 & 0.282913 \tabularnewline
32 & -0.072963 & -0.5652 & 0.287032 \tabularnewline
33 & 0.026996 & 0.2091 & 0.417535 \tabularnewline
34 & -0.043906 & -0.3401 & 0.367486 \tabularnewline
35 & -0.114558 & -0.8874 & 0.189213 \tabularnewline
36 & 0.081951 & 0.6348 & 0.26399 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28948&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]0.21421[/C][C]1.6593[/C][C]0.051141[/C][/ROW]
[ROW][C]2[/C][C]-0.255501[/C][C]-1.9791[/C][C]0.0262[/C][/ROW]
[ROW][C]3[/C][C]0.17265[/C][C]1.3373[/C][C]0.09308[/C][/ROW]
[ROW][C]4[/C][C]-0.241375[/C][C]-1.8697[/C][C]0.033205[/C][/ROW]
[ROW][C]5[/C][C]0.324085[/C][C]2.5104[/C][C]0.007387[/C][/ROW]
[ROW][C]6[/C][C]0.158096[/C][C]1.2246[/C][C]0.112755[/C][/ROW]
[ROW][C]7[/C][C]0.085591[/C][C]0.663[/C][C]0.25494[/C][/ROW]
[ROW][C]8[/C][C]-0.013716[/C][C]-0.1062[/C][C]0.45787[/C][/ROW]
[ROW][C]9[/C][C]-0.039051[/C][C]-0.3025[/C][C]0.381663[/C][/ROW]
[ROW][C]10[/C][C]-0.383676[/C][C]-2.9719[/C][C]0.002127[/C][/ROW]
[ROW][C]11[/C][C]0.307811[/C][C]2.3843[/C][C]0.010145[/C][/ROW]
[ROW][C]12[/C][C]0.357348[/C][C]2.768[/C][C]0.003745[/C][/ROW]
[ROW][C]13[/C][C]-0.120749[/C][C]-0.9353[/C][C]0.176687[/C][/ROW]
[ROW][C]14[/C][C]-0.182431[/C][C]-1.4131[/C][C]0.081396[/C][/ROW]
[ROW][C]15[/C][C]-0.023513[/C][C]-0.1821[/C][C]0.428047[/C][/ROW]
[ROW][C]16[/C][C]0.111458[/C][C]0.8634[/C][C]0.195691[/C][/ROW]
[ROW][C]17[/C][C]-0.039113[/C][C]-0.303[/C][C]0.381482[/C][/ROW]
[ROW][C]18[/C][C]-0.116342[/C][C]-0.9012[/C][C]0.185547[/C][/ROW]
[ROW][C]19[/C][C]-0.048797[/C][C]-0.378[/C][C]0.353389[/C][/ROW]
[ROW][C]20[/C][C]-0.062574[/C][C]-0.4847[/C][C]0.314828[/C][/ROW]
[ROW][C]21[/C][C]0.066336[/C][C]0.5138[/C][C]0.304627[/C][/ROW]
[ROW][C]22[/C][C]0.03955[/C][C]0.3064[/C][C]0.380199[/C][/ROW]
[ROW][C]23[/C][C]0.159403[/C][C]1.2347[/C][C]0.110872[/C][/ROW]
[ROW][C]24[/C][C]-0.109495[/C][C]-0.8481[/C][C]0.199864[/C][/ROW]
[ROW][C]25[/C][C]0.16005[/C][C]1.2397[/C][C]0.109949[/C][/ROW]
[ROW][C]26[/C][C]-0.010393[/C][C]-0.0805[/C][C]0.468051[/C][/ROW]
[ROW][C]27[/C][C]0.02833[/C][C]0.2194[/C][C]0.413524[/C][/ROW]
[ROW][C]28[/C][C]-0.026734[/C][C]-0.2071[/C][C]0.418324[/C][/ROW]
[ROW][C]29[/C][C]-0.124199[/C][C]-0.962[/C][C]0.169945[/C][/ROW]
[ROW][C]30[/C][C]-0.089393[/C][C]-0.6924[/C][C]0.245667[/C][/ROW]
[ROW][C]31[/C][C]0.074543[/C][C]0.5774[/C][C]0.282913[/C][/ROW]
[ROW][C]32[/C][C]-0.072963[/C][C]-0.5652[/C][C]0.287032[/C][/ROW]
[ROW][C]33[/C][C]0.026996[/C][C]0.2091[/C][C]0.417535[/C][/ROW]
[ROW][C]34[/C][C]-0.043906[/C][C]-0.3401[/C][C]0.367486[/C][/ROW]
[ROW][C]35[/C][C]-0.114558[/C][C]-0.8874[/C][C]0.189213[/C][/ROW]
[ROW][C]36[/C][C]0.081951[/C][C]0.6348[/C][C]0.26399[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28948&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28948&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
10.214211.65930.051141
2-0.255501-1.97910.0262
30.172651.33730.09308
4-0.241375-1.86970.033205
50.3240852.51040.007387
60.1580961.22460.112755
70.0855910.6630.25494
8-0.013716-0.10620.45787
9-0.039051-0.30250.381663
10-0.383676-2.97190.002127
110.3078112.38430.010145
120.3573482.7680.003745
13-0.120749-0.93530.176687
14-0.182431-1.41310.081396
15-0.023513-0.18210.428047
160.1114580.86340.195691
17-0.039113-0.3030.381482
18-0.116342-0.90120.185547
19-0.048797-0.3780.353389
20-0.062574-0.48470.314828
210.0663360.51380.304627
220.039550.30640.380199
230.1594031.23470.110872
24-0.109495-0.84810.199864
250.160051.23970.109949
26-0.010393-0.08050.468051
270.028330.21940.413524
28-0.026734-0.20710.418324
29-0.124199-0.9620.169945
30-0.089393-0.69240.245667
310.0745430.57740.282913
32-0.072963-0.56520.287032
330.0269960.20910.417535
34-0.043906-0.34010.367486
35-0.114558-0.88740.189213
360.0819510.63480.26399


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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')