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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 computationFri, 14 Dec 2007 07:49:37 -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/2007/Dec/14/t119764286041ho46oqsg09zet.htm/, Retrieved Sat, 29 Aug 2026 13:52:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3909, Retrieved Sat, 29 Aug 2026 13:52:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact469

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] [oliezaden] [2007-12-14 14:49:37] [a98121933c09d0d44a9f89053acd1df1] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
99,5
101,6
103,9
106,6
108,3
102
93,8
91,6
97,7
94,8
98
103,8
97,8
91,2
89,3
87,5
90,4
94,2
102,2
101,3
96
90,8
93,2
90,9
91,1
90,2
94,3
96
99
103,3
113,1
112,8
112,1
107,4
111
110,5
110,8
112,4
111,5
116,2
122,5
121,3
113,9
110,7
120,8
141,1
147,4
148
158,1
165
187
190,3
182,4
168,8
151,2
120,1
112,5
106,2
107,1
108,5
106,5
108,3
125,6
124
127,2
136,9
135,8
124,3
115,4
113,6
114,4
118,4
117
116,5
115,4
113,6
117,4
116,9
116,4
111,1
110,2
118,9
131,8
130,6
138,3
148,4
148,7
144,3
152,5
162,9
167,2
166,5
185,6

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3909&T=0

[TABLE]
[ROW][C]Summary of compuational 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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3909&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3909&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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
019.64370
10.9107528.7830
20.8032377.74610
30.682686.58350
40.5624665.42420
50.4544134.38221.5e-05
60.3673523.54260.000311
70.281312.71290.003974
80.2110732.03550.022322
90.1648891.59010.057599
100.145671.40480.081708
110.1399931.350.09014
120.1498011.44460.075962
130.1570061.51410.066694
140.154311.48810.070053
150.134331.29540.099189
160.1101241.0620.145493
170.0844160.81410.20884
180.0671790.64790.259339
190.0531580.51260.304711
200.0323240.31170.377974
21-0.00234-0.02260.508978
22-0.040927-0.39470.653012
23-0.073224-0.70620.75907
24-0.102606-0.98950.837507
25-0.126223-1.21730.886706
26-0.146329-1.41110.919231
27-0.175782-1.69520.953306
28-0.199706-1.92590.971414
29-0.204606-1.97320.974276
30-0.186755-1.8010.962528
31-0.162207-1.56430.939425
32-0.116781-1.12620.868509
33-0.07699-0.74250.770162
34-0.039181-0.37780.646798
35-0.000184-0.00180.500707

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.6437 & 0 \tabularnewline
1 & 0.910752 & 8.783 & 0 \tabularnewline
2 & 0.803237 & 7.7461 & 0 \tabularnewline
3 & 0.68268 & 6.5835 & 0 \tabularnewline
4 & 0.562466 & 5.4242 & 0 \tabularnewline
5 & 0.454413 & 4.3822 & 1.5e-05 \tabularnewline
6 & 0.367352 & 3.5426 & 0.000311 \tabularnewline
7 & 0.28131 & 2.7129 & 0.003974 \tabularnewline
8 & 0.211073 & 2.0355 & 0.022322 \tabularnewline
9 & 0.164889 & 1.5901 & 0.057599 \tabularnewline
10 & 0.14567 & 1.4048 & 0.081708 \tabularnewline
11 & 0.139993 & 1.35 & 0.09014 \tabularnewline
12 & 0.149801 & 1.4446 & 0.075962 \tabularnewline
13 & 0.157006 & 1.5141 & 0.066694 \tabularnewline
14 & 0.15431 & 1.4881 & 0.070053 \tabularnewline
15 & 0.13433 & 1.2954 & 0.099189 \tabularnewline
16 & 0.110124 & 1.062 & 0.145493 \tabularnewline
17 & 0.084416 & 0.8141 & 0.20884 \tabularnewline
18 & 0.067179 & 0.6479 & 0.259339 \tabularnewline
19 & 0.053158 & 0.5126 & 0.304711 \tabularnewline
20 & 0.032324 & 0.3117 & 0.377974 \tabularnewline
21 & -0.00234 & -0.0226 & 0.508978 \tabularnewline
22 & -0.040927 & -0.3947 & 0.653012 \tabularnewline
23 & -0.073224 & -0.7062 & 0.75907 \tabularnewline
24 & -0.102606 & -0.9895 & 0.837507 \tabularnewline
25 & -0.126223 & -1.2173 & 0.886706 \tabularnewline
26 & -0.146329 & -1.4111 & 0.919231 \tabularnewline
27 & -0.175782 & -1.6952 & 0.953306 \tabularnewline
28 & -0.199706 & -1.9259 & 0.971414 \tabularnewline
29 & -0.204606 & -1.9732 & 0.974276 \tabularnewline
30 & -0.186755 & -1.801 & 0.962528 \tabularnewline
31 & -0.162207 & -1.5643 & 0.939425 \tabularnewline
32 & -0.116781 & -1.1262 & 0.868509 \tabularnewline
33 & -0.07699 & -0.7425 & 0.770162 \tabularnewline
34 & -0.039181 & -0.3778 & 0.646798 \tabularnewline
35 & -0.000184 & -0.0018 & 0.500707 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3909&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]0[/C][C]1[/C][C]9.6437[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.910752[/C][C]8.783[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.803237[/C][C]7.7461[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.68268[/C][C]6.5835[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.562466[/C][C]5.4242[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.454413[/C][C]4.3822[/C][C]1.5e-05[/C][/ROW]
[ROW][C]6[/C][C]0.367352[/C][C]3.5426[/C][C]0.000311[/C][/ROW]
[ROW][C]7[/C][C]0.28131[/C][C]2.7129[/C][C]0.003974[/C][/ROW]
[ROW][C]8[/C][C]0.211073[/C][C]2.0355[/C][C]0.022322[/C][/ROW]
[ROW][C]9[/C][C]0.164889[/C][C]1.5901[/C][C]0.057599[/C][/ROW]
[ROW][C]10[/C][C]0.14567[/C][C]1.4048[/C][C]0.081708[/C][/ROW]
[ROW][C]11[/C][C]0.139993[/C][C]1.35[/C][C]0.09014[/C][/ROW]
[ROW][C]12[/C][C]0.149801[/C][C]1.4446[/C][C]0.075962[/C][/ROW]
[ROW][C]13[/C][C]0.157006[/C][C]1.5141[/C][C]0.066694[/C][/ROW]
[ROW][C]14[/C][C]0.15431[/C][C]1.4881[/C][C]0.070053[/C][/ROW]
[ROW][C]15[/C][C]0.13433[/C][C]1.2954[/C][C]0.099189[/C][/ROW]
[ROW][C]16[/C][C]0.110124[/C][C]1.062[/C][C]0.145493[/C][/ROW]
[ROW][C]17[/C][C]0.084416[/C][C]0.8141[/C][C]0.20884[/C][/ROW]
[ROW][C]18[/C][C]0.067179[/C][C]0.6479[/C][C]0.259339[/C][/ROW]
[ROW][C]19[/C][C]0.053158[/C][C]0.5126[/C][C]0.304711[/C][/ROW]
[ROW][C]20[/C][C]0.032324[/C][C]0.3117[/C][C]0.377974[/C][/ROW]
[ROW][C]21[/C][C]-0.00234[/C][C]-0.0226[/C][C]0.508978[/C][/ROW]
[ROW][C]22[/C][C]-0.040927[/C][C]-0.3947[/C][C]0.653012[/C][/ROW]
[ROW][C]23[/C][C]-0.073224[/C][C]-0.7062[/C][C]0.75907[/C][/ROW]
[ROW][C]24[/C][C]-0.102606[/C][C]-0.9895[/C][C]0.837507[/C][/ROW]
[ROW][C]25[/C][C]-0.126223[/C][C]-1.2173[/C][C]0.886706[/C][/ROW]
[ROW][C]26[/C][C]-0.146329[/C][C]-1.4111[/C][C]0.919231[/C][/ROW]
[ROW][C]27[/C][C]-0.175782[/C][C]-1.6952[/C][C]0.953306[/C][/ROW]
[ROW][C]28[/C][C]-0.199706[/C][C]-1.9259[/C][C]0.971414[/C][/ROW]
[ROW][C]29[/C][C]-0.204606[/C][C]-1.9732[/C][C]0.974276[/C][/ROW]
[ROW][C]30[/C][C]-0.186755[/C][C]-1.801[/C][C]0.962528[/C][/ROW]
[ROW][C]31[/C][C]-0.162207[/C][C]-1.5643[/C][C]0.939425[/C][/ROW]
[ROW][C]32[/C][C]-0.116781[/C][C]-1.1262[/C][C]0.868509[/C][/ROW]
[ROW][C]33[/C][C]-0.07699[/C][C]-0.7425[/C][C]0.770162[/C][/ROW]
[ROW][C]34[/C][C]-0.039181[/C][C]-0.3778[/C][C]0.646798[/C][/ROW]
[ROW][C]35[/C][C]-0.000184[/C][C]-0.0018[/C][C]0.500707[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3909&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3909&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
019.64370
10.9107528.7830
20.8032377.74610
30.682686.58350
40.5624665.42420
50.4544134.38221.5e-05
60.3673523.54260.000311
70.281312.71290.003974
80.2110732.03550.022322
90.1648891.59010.057599
100.145671.40480.081708
110.1399931.350.09014
120.1498011.44460.075962
130.1570061.51410.066694
140.154311.48810.070053
150.134331.29540.099189
160.1101241.0620.145493
170.0844160.81410.20884
180.0671790.64790.259339
190.0531580.51260.304711
200.0323240.31170.377974
21-0.00234-0.02260.508978
22-0.040927-0.39470.653012
23-0.073224-0.70620.75907
24-0.102606-0.98950.837507
25-0.126223-1.21730.886706
26-0.146329-1.41110.919231
27-0.175782-1.69520.953306
28-0.199706-1.92590.971414
29-0.204606-1.97320.974276
30-0.186755-1.8010.962528
31-0.162207-1.56430.939425
32-0.116781-1.12620.868509
33-0.07699-0.74250.770162
34-0.039181-0.37780.646798
35-0.000184-0.00180.500707






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.9107528.7830
1-0.15382-1.48340.929324
2-0.127956-1.2340.889837
3-0.057409-0.55360.709421
40.000250.00240.499043
50.0406870.39240.347841
6-0.088762-0.8560.802898
70.0129840.12520.450314
80.0757040.73010.233593
90.0948080.91430.181462
100.0135460.13060.448173
110.0409190.39460.347018
12-0.024301-0.23440.592388
13-0.047547-0.45850.676177
14-0.086436-0.83360.796668
15-0.007891-0.07610.530246
160.0155650.15010.440504
170.0505430.48740.313555
180.009220.08890.46467
19-0.057604-0.55550.71006
20-0.087031-0.83930.798271
21-0.044647-0.43060.666106
220.0073330.07070.471888
23-0.045441-0.43820.668877
24-0.026109-0.25180.59912
25-0.02141-0.20650.581564
26-0.073459-0.70840.759769
270.0095870.09250.463267
280.0744150.71760.237392
290.0863630.83290.203529
30-0.024838-0.23950.594388
310.0810680.78180.218163
32-0.026626-0.25680.60104
330.0300830.29010.386191
340.0498410.48070.315946
350.0507660.48960.312794

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.910752 & 8.783 & 0 \tabularnewline
1 & -0.15382 & -1.4834 & 0.929324 \tabularnewline
2 & -0.127956 & -1.234 & 0.889837 \tabularnewline
3 & -0.057409 & -0.5536 & 0.709421 \tabularnewline
4 & 0.00025 & 0.0024 & 0.499043 \tabularnewline
5 & 0.040687 & 0.3924 & 0.347841 \tabularnewline
6 & -0.088762 & -0.856 & 0.802898 \tabularnewline
7 & 0.012984 & 0.1252 & 0.450314 \tabularnewline
8 & 0.075704 & 0.7301 & 0.233593 \tabularnewline
9 & 0.094808 & 0.9143 & 0.181462 \tabularnewline
10 & 0.013546 & 0.1306 & 0.448173 \tabularnewline
11 & 0.040919 & 0.3946 & 0.347018 \tabularnewline
12 & -0.024301 & -0.2344 & 0.592388 \tabularnewline
13 & -0.047547 & -0.4585 & 0.676177 \tabularnewline
14 & -0.086436 & -0.8336 & 0.796668 \tabularnewline
15 & -0.007891 & -0.0761 & 0.530246 \tabularnewline
16 & 0.015565 & 0.1501 & 0.440504 \tabularnewline
17 & 0.050543 & 0.4874 & 0.313555 \tabularnewline
18 & 0.00922 & 0.0889 & 0.46467 \tabularnewline
19 & -0.057604 & -0.5555 & 0.71006 \tabularnewline
20 & -0.087031 & -0.8393 & 0.798271 \tabularnewline
21 & -0.044647 & -0.4306 & 0.666106 \tabularnewline
22 & 0.007333 & 0.0707 & 0.471888 \tabularnewline
23 & -0.045441 & -0.4382 & 0.668877 \tabularnewline
24 & -0.026109 & -0.2518 & 0.59912 \tabularnewline
25 & -0.02141 & -0.2065 & 0.581564 \tabularnewline
26 & -0.073459 & -0.7084 & 0.759769 \tabularnewline
27 & 0.009587 & 0.0925 & 0.463267 \tabularnewline
28 & 0.074415 & 0.7176 & 0.237392 \tabularnewline
29 & 0.086363 & 0.8329 & 0.203529 \tabularnewline
30 & -0.024838 & -0.2395 & 0.594388 \tabularnewline
31 & 0.081068 & 0.7818 & 0.218163 \tabularnewline
32 & -0.026626 & -0.2568 & 0.60104 \tabularnewline
33 & 0.030083 & 0.2901 & 0.386191 \tabularnewline
34 & 0.049841 & 0.4807 & 0.315946 \tabularnewline
35 & 0.050766 & 0.4896 & 0.312794 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3909&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]0[/C][C]0.910752[/C][C]8.783[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.15382[/C][C]-1.4834[/C][C]0.929324[/C][/ROW]
[ROW][C]2[/C][C]-0.127956[/C][C]-1.234[/C][C]0.889837[/C][/ROW]
[ROW][C]3[/C][C]-0.057409[/C][C]-0.5536[/C][C]0.709421[/C][/ROW]
[ROW][C]4[/C][C]0.00025[/C][C]0.0024[/C][C]0.499043[/C][/ROW]
[ROW][C]5[/C][C]0.040687[/C][C]0.3924[/C][C]0.347841[/C][/ROW]
[ROW][C]6[/C][C]-0.088762[/C][C]-0.856[/C][C]0.802898[/C][/ROW]
[ROW][C]7[/C][C]0.012984[/C][C]0.1252[/C][C]0.450314[/C][/ROW]
[ROW][C]8[/C][C]0.075704[/C][C]0.7301[/C][C]0.233593[/C][/ROW]
[ROW][C]9[/C][C]0.094808[/C][C]0.9143[/C][C]0.181462[/C][/ROW]
[ROW][C]10[/C][C]0.013546[/C][C]0.1306[/C][C]0.448173[/C][/ROW]
[ROW][C]11[/C][C]0.040919[/C][C]0.3946[/C][C]0.347018[/C][/ROW]
[ROW][C]12[/C][C]-0.024301[/C][C]-0.2344[/C][C]0.592388[/C][/ROW]
[ROW][C]13[/C][C]-0.047547[/C][C]-0.4585[/C][C]0.676177[/C][/ROW]
[ROW][C]14[/C][C]-0.086436[/C][C]-0.8336[/C][C]0.796668[/C][/ROW]
[ROW][C]15[/C][C]-0.007891[/C][C]-0.0761[/C][C]0.530246[/C][/ROW]
[ROW][C]16[/C][C]0.015565[/C][C]0.1501[/C][C]0.440504[/C][/ROW]
[ROW][C]17[/C][C]0.050543[/C][C]0.4874[/C][C]0.313555[/C][/ROW]
[ROW][C]18[/C][C]0.00922[/C][C]0.0889[/C][C]0.46467[/C][/ROW]
[ROW][C]19[/C][C]-0.057604[/C][C]-0.5555[/C][C]0.71006[/C][/ROW]
[ROW][C]20[/C][C]-0.087031[/C][C]-0.8393[/C][C]0.798271[/C][/ROW]
[ROW][C]21[/C][C]-0.044647[/C][C]-0.4306[/C][C]0.666106[/C][/ROW]
[ROW][C]22[/C][C]0.007333[/C][C]0.0707[/C][C]0.471888[/C][/ROW]
[ROW][C]23[/C][C]-0.045441[/C][C]-0.4382[/C][C]0.668877[/C][/ROW]
[ROW][C]24[/C][C]-0.026109[/C][C]-0.2518[/C][C]0.59912[/C][/ROW]
[ROW][C]25[/C][C]-0.02141[/C][C]-0.2065[/C][C]0.581564[/C][/ROW]
[ROW][C]26[/C][C]-0.073459[/C][C]-0.7084[/C][C]0.759769[/C][/ROW]
[ROW][C]27[/C][C]0.009587[/C][C]0.0925[/C][C]0.463267[/C][/ROW]
[ROW][C]28[/C][C]0.074415[/C][C]0.7176[/C][C]0.237392[/C][/ROW]
[ROW][C]29[/C][C]0.086363[/C][C]0.8329[/C][C]0.203529[/C][/ROW]
[ROW][C]30[/C][C]-0.024838[/C][C]-0.2395[/C][C]0.594388[/C][/ROW]
[ROW][C]31[/C][C]0.081068[/C][C]0.7818[/C][C]0.218163[/C][/ROW]
[ROW][C]32[/C][C]-0.026626[/C][C]-0.2568[/C][C]0.60104[/C][/ROW]
[ROW][C]33[/C][C]0.030083[/C][C]0.2901[/C][C]0.386191[/C][/ROW]
[ROW][C]34[/C][C]0.049841[/C][C]0.4807[/C][C]0.315946[/C][/ROW]
[ROW][C]35[/C][C]0.050766[/C][C]0.4896[/C][C]0.312794[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3909&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3909&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
00.9107528.7830
1-0.15382-1.48340.929324
2-0.127956-1.2340.889837
3-0.057409-0.55360.709421
40.000250.00240.499043
50.0406870.39240.347841
6-0.088762-0.8560.802898
70.0129840.12520.450314
80.0757040.73010.233593
90.0948080.91430.181462
100.0135460.13060.448173
110.0409190.39460.347018
12-0.024301-0.23440.592388
13-0.047547-0.45850.676177
14-0.086436-0.83360.796668
15-0.007891-0.07610.530246
160.0155650.15010.440504
170.0505430.48740.313555
180.009220.08890.46467
19-0.057604-0.55550.71006
20-0.087031-0.83930.798271
21-0.044647-0.43060.666106
220.0073330.07070.471888
23-0.045441-0.43820.668877
24-0.026109-0.25180.59912
25-0.02141-0.20650.581564
26-0.073459-0.70840.759769
270.0095870.09250.463267
280.0744150.71760.237392
290.0863630.83290.203529
30-0.024838-0.23950.594388
310.0810680.78180.218163
32-0.026626-0.25680.60104
330.0300830.29010.386191
340.0498410.48070.315946
350.0507660.48960.312794


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ; par5 = 1 ; par6 = 0 ; par7 = 0 ;
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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')