Free Statistics

of Irreproducible Research!

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 computationSat, 06 Dec 2008 09:02:47 -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/06/t1228579678k7rankngi2syu7l.htm/, Retrieved Thu, 31 Oct 2024 23:20:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29728, Retrieved Thu, 31 Oct 2024 23:20:55 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact186
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [Paper - Autocorre...] [2008-12-06 16:02:47] [98255691c21504803b38711776845ae0] [Current]
Feedback Forum

Post a new message
Dataseries X:
14929387.5
14717825.3
15826281.2
16301309.6
15033016.9
16998460.6
14066462.7
13328937.3
17319718.2
17586426.8
15887037.4
17935679.1
15869489
15892510.9
17556558.1
16791643
15953688.5
18144913.6
14390881
13885708.7
17332571.5
17152595.8
16003877.1
16841467.1
14783398.1
14667847.5
17714362.2
16282088
15014866.2
17722582.4
13876509.4
15495489.6
17799521.1
17920079.1
17248022.4
18813782.4
16249688.3
17823358.5
20424438.3
17814218.7
19699959.6
19776328.1
15679833.1
17119266.5
20092613
20863688.3
20925203.1
21032593
20664684.3
19711511.4
22553293.4
19498332.9
20722827.8
21321275
17960847.7
17789654.9
20003708.5
21169851.7
20422839.4
19810562.3




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=29728&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=29728&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29728&T=0

As an alternative you can also use a 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
1-0.354421-2.72240.004255
2-0.349878-2.68750.00467
30.4409123.38670.000632
4-0.32881-2.52560.007127
5-0.172014-1.32130.095757
60.5890454.52451.5e-05
7-0.269427-2.06950.021443
8-0.207032-1.59020.058562
90.3976123.05410.001692
10-0.399925-3.07190.001608
11-0.159014-1.22140.113394
120.6880845.28531e-06
13-0.286209-2.19840.015927
14-0.208752-1.60350.057087
150.3166332.43210.009032
16-0.332921-2.55720.006571
17-0.044033-0.33820.368198
180.4294493.29870.000825
19-0.250063-1.92080.029799
20-0.098278-0.75490.22666
210.2810052.15840.017487
22-0.378011-2.90360.002592
230.0097180.07460.470375
240.4436693.40790.000593
25-0.281706-2.16380.017269
26-0.036795-0.28260.389225
270.1736831.33410.093651
28-0.249981-1.92010.029839
290.0407650.31310.377645
300.2427971.8650.033581
31-0.187856-1.4430.077161
320.012110.0930.463103
330.1339881.02920.153797
34-0.274454-2.10810.019639
350.079550.6110.271762
360.2256231.7330.044156

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.354421 & -2.7224 & 0.004255 \tabularnewline
2 & -0.349878 & -2.6875 & 0.00467 \tabularnewline
3 & 0.440912 & 3.3867 & 0.000632 \tabularnewline
4 & -0.32881 & -2.5256 & 0.007127 \tabularnewline
5 & -0.172014 & -1.3213 & 0.095757 \tabularnewline
6 & 0.589045 & 4.5245 & 1.5e-05 \tabularnewline
7 & -0.269427 & -2.0695 & 0.021443 \tabularnewline
8 & -0.207032 & -1.5902 & 0.058562 \tabularnewline
9 & 0.397612 & 3.0541 & 0.001692 \tabularnewline
10 & -0.399925 & -3.0719 & 0.001608 \tabularnewline
11 & -0.159014 & -1.2214 & 0.113394 \tabularnewline
12 & 0.688084 & 5.2853 & 1e-06 \tabularnewline
13 & -0.286209 & -2.1984 & 0.015927 \tabularnewline
14 & -0.208752 & -1.6035 & 0.057087 \tabularnewline
15 & 0.316633 & 2.4321 & 0.009032 \tabularnewline
16 & -0.332921 & -2.5572 & 0.006571 \tabularnewline
17 & -0.044033 & -0.3382 & 0.368198 \tabularnewline
18 & 0.429449 & 3.2987 & 0.000825 \tabularnewline
19 & -0.250063 & -1.9208 & 0.029799 \tabularnewline
20 & -0.098278 & -0.7549 & 0.22666 \tabularnewline
21 & 0.281005 & 2.1584 & 0.017487 \tabularnewline
22 & -0.378011 & -2.9036 & 0.002592 \tabularnewline
23 & 0.009718 & 0.0746 & 0.470375 \tabularnewline
24 & 0.443669 & 3.4079 & 0.000593 \tabularnewline
25 & -0.281706 & -2.1638 & 0.017269 \tabularnewline
26 & -0.036795 & -0.2826 & 0.389225 \tabularnewline
27 & 0.173683 & 1.3341 & 0.093651 \tabularnewline
28 & -0.249981 & -1.9201 & 0.029839 \tabularnewline
29 & 0.040765 & 0.3131 & 0.377645 \tabularnewline
30 & 0.242797 & 1.865 & 0.033581 \tabularnewline
31 & -0.187856 & -1.443 & 0.077161 \tabularnewline
32 & 0.01211 & 0.093 & 0.463103 \tabularnewline
33 & 0.133988 & 1.0292 & 0.153797 \tabularnewline
34 & -0.274454 & -2.1081 & 0.019639 \tabularnewline
35 & 0.07955 & 0.611 & 0.271762 \tabularnewline
36 & 0.225623 & 1.733 & 0.044156 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29728&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]-0.354421[/C][C]-2.7224[/C][C]0.004255[/C][/ROW]
[ROW][C]2[/C][C]-0.349878[/C][C]-2.6875[/C][C]0.00467[/C][/ROW]
[ROW][C]3[/C][C]0.440912[/C][C]3.3867[/C][C]0.000632[/C][/ROW]
[ROW][C]4[/C][C]-0.32881[/C][C]-2.5256[/C][C]0.007127[/C][/ROW]
[ROW][C]5[/C][C]-0.172014[/C][C]-1.3213[/C][C]0.095757[/C][/ROW]
[ROW][C]6[/C][C]0.589045[/C][C]4.5245[/C][C]1.5e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.269427[/C][C]-2.0695[/C][C]0.021443[/C][/ROW]
[ROW][C]8[/C][C]-0.207032[/C][C]-1.5902[/C][C]0.058562[/C][/ROW]
[ROW][C]9[/C][C]0.397612[/C][C]3.0541[/C][C]0.001692[/C][/ROW]
[ROW][C]10[/C][C]-0.399925[/C][C]-3.0719[/C][C]0.001608[/C][/ROW]
[ROW][C]11[/C][C]-0.159014[/C][C]-1.2214[/C][C]0.113394[/C][/ROW]
[ROW][C]12[/C][C]0.688084[/C][C]5.2853[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.286209[/C][C]-2.1984[/C][C]0.015927[/C][/ROW]
[ROW][C]14[/C][C]-0.208752[/C][C]-1.6035[/C][C]0.057087[/C][/ROW]
[ROW][C]15[/C][C]0.316633[/C][C]2.4321[/C][C]0.009032[/C][/ROW]
[ROW][C]16[/C][C]-0.332921[/C][C]-2.5572[/C][C]0.006571[/C][/ROW]
[ROW][C]17[/C][C]-0.044033[/C][C]-0.3382[/C][C]0.368198[/C][/ROW]
[ROW][C]18[/C][C]0.429449[/C][C]3.2987[/C][C]0.000825[/C][/ROW]
[ROW][C]19[/C][C]-0.250063[/C][C]-1.9208[/C][C]0.029799[/C][/ROW]
[ROW][C]20[/C][C]-0.098278[/C][C]-0.7549[/C][C]0.22666[/C][/ROW]
[ROW][C]21[/C][C]0.281005[/C][C]2.1584[/C][C]0.017487[/C][/ROW]
[ROW][C]22[/C][C]-0.378011[/C][C]-2.9036[/C][C]0.002592[/C][/ROW]
[ROW][C]23[/C][C]0.009718[/C][C]0.0746[/C][C]0.470375[/C][/ROW]
[ROW][C]24[/C][C]0.443669[/C][C]3.4079[/C][C]0.000593[/C][/ROW]
[ROW][C]25[/C][C]-0.281706[/C][C]-2.1638[/C][C]0.017269[/C][/ROW]
[ROW][C]26[/C][C]-0.036795[/C][C]-0.2826[/C][C]0.389225[/C][/ROW]
[ROW][C]27[/C][C]0.173683[/C][C]1.3341[/C][C]0.093651[/C][/ROW]
[ROW][C]28[/C][C]-0.249981[/C][C]-1.9201[/C][C]0.029839[/C][/ROW]
[ROW][C]29[/C][C]0.040765[/C][C]0.3131[/C][C]0.377645[/C][/ROW]
[ROW][C]30[/C][C]0.242797[/C][C]1.865[/C][C]0.033581[/C][/ROW]
[ROW][C]31[/C][C]-0.187856[/C][C]-1.443[/C][C]0.077161[/C][/ROW]
[ROW][C]32[/C][C]0.01211[/C][C]0.093[/C][C]0.463103[/C][/ROW]
[ROW][C]33[/C][C]0.133988[/C][C]1.0292[/C][C]0.153797[/C][/ROW]
[ROW][C]34[/C][C]-0.274454[/C][C]-2.1081[/C][C]0.019639[/C][/ROW]
[ROW][C]35[/C][C]0.07955[/C][C]0.611[/C][C]0.271762[/C][/ROW]
[ROW][C]36[/C][C]0.225623[/C][C]1.733[/C][C]0.044156[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29728&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29728&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.354421-2.72240.004255
2-0.349878-2.68750.00467
30.4409123.38670.000632
4-0.32881-2.52560.007127
5-0.172014-1.32130.095757
60.5890454.52451.5e-05
7-0.269427-2.06950.021443
8-0.207032-1.59020.058562
90.3976123.05410.001692
10-0.399925-3.07190.001608
11-0.159014-1.22140.113394
120.6880845.28531e-06
13-0.286209-2.19840.015927
14-0.208752-1.60350.057087
150.3166332.43210.009032
16-0.332921-2.55720.006571
17-0.044033-0.33820.368198
180.4294493.29870.000825
19-0.250063-1.92080.029799
20-0.098278-0.75490.22666
210.2810052.15840.017487
22-0.378011-2.90360.002592
230.0097180.07460.470375
240.4436693.40790.000593
25-0.281706-2.16380.017269
26-0.036795-0.28260.389225
270.1736831.33410.093651
28-0.249981-1.92010.029839
290.0407650.31310.377645
300.2427971.8650.033581
31-0.187856-1.4430.077161
320.012110.0930.463103
330.1339881.02920.153797
34-0.274454-2.10810.019639
350.079550.6110.271762
360.2256231.7330.044156







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.354421-2.72240.004255
2-0.543802-4.1774.9e-05
30.0921380.70770.240951
4-0.408827-3.14030.001319
5-0.393966-3.02610.001834
60.1468781.12820.131903
70.0002350.00180.499284
8-0.009956-0.07650.46965
90.1175290.90280.185163
10-0.226123-1.73690.043813
11-0.38467-2.95470.002245
120.2002271.5380.064701
130.1794571.37840.086637
140.1499761.1520.126987
15-0.066477-0.51060.305762
16-0.046426-0.35660.361331
170.0261940.20120.420617
18-0.121726-0.9350.1768
19-0.082047-0.63020.265493
20-0.100409-0.77130.221818
21-0.081914-0.62920.265825
22-0.166142-1.27620.103449
23-0.003502-0.02690.489317
24-0.02668-0.20490.419166
25-0.160774-1.23490.110877
26-0.085093-0.65360.25795
27-0.149252-1.14640.128124
280.0876540.67330.251697
29-0.001859-0.01430.494329
30-0.090388-0.69430.245114
31-0.043936-0.33750.368477
32-0.036086-0.27720.391305
33-0.024273-0.18640.426368
34-0.040023-0.30740.379801
35-0.066113-0.50780.306735
36-0.166443-1.27850.103044

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.354421 & -2.7224 & 0.004255 \tabularnewline
2 & -0.543802 & -4.177 & 4.9e-05 \tabularnewline
3 & 0.092138 & 0.7077 & 0.240951 \tabularnewline
4 & -0.408827 & -3.1403 & 0.001319 \tabularnewline
5 & -0.393966 & -3.0261 & 0.001834 \tabularnewline
6 & 0.146878 & 1.1282 & 0.131903 \tabularnewline
7 & 0.000235 & 0.0018 & 0.499284 \tabularnewline
8 & -0.009956 & -0.0765 & 0.46965 \tabularnewline
9 & 0.117529 & 0.9028 & 0.185163 \tabularnewline
10 & -0.226123 & -1.7369 & 0.043813 \tabularnewline
11 & -0.38467 & -2.9547 & 0.002245 \tabularnewline
12 & 0.200227 & 1.538 & 0.064701 \tabularnewline
13 & 0.179457 & 1.3784 & 0.086637 \tabularnewline
14 & 0.149976 & 1.152 & 0.126987 \tabularnewline
15 & -0.066477 & -0.5106 & 0.305762 \tabularnewline
16 & -0.046426 & -0.3566 & 0.361331 \tabularnewline
17 & 0.026194 & 0.2012 & 0.420617 \tabularnewline
18 & -0.121726 & -0.935 & 0.1768 \tabularnewline
19 & -0.082047 & -0.6302 & 0.265493 \tabularnewline
20 & -0.100409 & -0.7713 & 0.221818 \tabularnewline
21 & -0.081914 & -0.6292 & 0.265825 \tabularnewline
22 & -0.166142 & -1.2762 & 0.103449 \tabularnewline
23 & -0.003502 & -0.0269 & 0.489317 \tabularnewline
24 & -0.02668 & -0.2049 & 0.419166 \tabularnewline
25 & -0.160774 & -1.2349 & 0.110877 \tabularnewline
26 & -0.085093 & -0.6536 & 0.25795 \tabularnewline
27 & -0.149252 & -1.1464 & 0.128124 \tabularnewline
28 & 0.087654 & 0.6733 & 0.251697 \tabularnewline
29 & -0.001859 & -0.0143 & 0.494329 \tabularnewline
30 & -0.090388 & -0.6943 & 0.245114 \tabularnewline
31 & -0.043936 & -0.3375 & 0.368477 \tabularnewline
32 & -0.036086 & -0.2772 & 0.391305 \tabularnewline
33 & -0.024273 & -0.1864 & 0.426368 \tabularnewline
34 & -0.040023 & -0.3074 & 0.379801 \tabularnewline
35 & -0.066113 & -0.5078 & 0.306735 \tabularnewline
36 & -0.166443 & -1.2785 & 0.103044 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29728&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]-0.354421[/C][C]-2.7224[/C][C]0.004255[/C][/ROW]
[ROW][C]2[/C][C]-0.543802[/C][C]-4.177[/C][C]4.9e-05[/C][/ROW]
[ROW][C]3[/C][C]0.092138[/C][C]0.7077[/C][C]0.240951[/C][/ROW]
[ROW][C]4[/C][C]-0.408827[/C][C]-3.1403[/C][C]0.001319[/C][/ROW]
[ROW][C]5[/C][C]-0.393966[/C][C]-3.0261[/C][C]0.001834[/C][/ROW]
[ROW][C]6[/C][C]0.146878[/C][C]1.1282[/C][C]0.131903[/C][/ROW]
[ROW][C]7[/C][C]0.000235[/C][C]0.0018[/C][C]0.499284[/C][/ROW]
[ROW][C]8[/C][C]-0.009956[/C][C]-0.0765[/C][C]0.46965[/C][/ROW]
[ROW][C]9[/C][C]0.117529[/C][C]0.9028[/C][C]0.185163[/C][/ROW]
[ROW][C]10[/C][C]-0.226123[/C][C]-1.7369[/C][C]0.043813[/C][/ROW]
[ROW][C]11[/C][C]-0.38467[/C][C]-2.9547[/C][C]0.002245[/C][/ROW]
[ROW][C]12[/C][C]0.200227[/C][C]1.538[/C][C]0.064701[/C][/ROW]
[ROW][C]13[/C][C]0.179457[/C][C]1.3784[/C][C]0.086637[/C][/ROW]
[ROW][C]14[/C][C]0.149976[/C][C]1.152[/C][C]0.126987[/C][/ROW]
[ROW][C]15[/C][C]-0.066477[/C][C]-0.5106[/C][C]0.305762[/C][/ROW]
[ROW][C]16[/C][C]-0.046426[/C][C]-0.3566[/C][C]0.361331[/C][/ROW]
[ROW][C]17[/C][C]0.026194[/C][C]0.2012[/C][C]0.420617[/C][/ROW]
[ROW][C]18[/C][C]-0.121726[/C][C]-0.935[/C][C]0.1768[/C][/ROW]
[ROW][C]19[/C][C]-0.082047[/C][C]-0.6302[/C][C]0.265493[/C][/ROW]
[ROW][C]20[/C][C]-0.100409[/C][C]-0.7713[/C][C]0.221818[/C][/ROW]
[ROW][C]21[/C][C]-0.081914[/C][C]-0.6292[/C][C]0.265825[/C][/ROW]
[ROW][C]22[/C][C]-0.166142[/C][C]-1.2762[/C][C]0.103449[/C][/ROW]
[ROW][C]23[/C][C]-0.003502[/C][C]-0.0269[/C][C]0.489317[/C][/ROW]
[ROW][C]24[/C][C]-0.02668[/C][C]-0.2049[/C][C]0.419166[/C][/ROW]
[ROW][C]25[/C][C]-0.160774[/C][C]-1.2349[/C][C]0.110877[/C][/ROW]
[ROW][C]26[/C][C]-0.085093[/C][C]-0.6536[/C][C]0.25795[/C][/ROW]
[ROW][C]27[/C][C]-0.149252[/C][C]-1.1464[/C][C]0.128124[/C][/ROW]
[ROW][C]28[/C][C]0.087654[/C][C]0.6733[/C][C]0.251697[/C][/ROW]
[ROW][C]29[/C][C]-0.001859[/C][C]-0.0143[/C][C]0.494329[/C][/ROW]
[ROW][C]30[/C][C]-0.090388[/C][C]-0.6943[/C][C]0.245114[/C][/ROW]
[ROW][C]31[/C][C]-0.043936[/C][C]-0.3375[/C][C]0.368477[/C][/ROW]
[ROW][C]32[/C][C]-0.036086[/C][C]-0.2772[/C][C]0.391305[/C][/ROW]
[ROW][C]33[/C][C]-0.024273[/C][C]-0.1864[/C][C]0.426368[/C][/ROW]
[ROW][C]34[/C][C]-0.040023[/C][C]-0.3074[/C][C]0.379801[/C][/ROW]
[ROW][C]35[/C][C]-0.066113[/C][C]-0.5078[/C][C]0.306735[/C][/ROW]
[ROW][C]36[/C][C]-0.166443[/C][C]-1.2785[/C][C]0.103044[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29728&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29728&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.354421-2.72240.004255
2-0.543802-4.1774.9e-05
30.0921380.70770.240951
4-0.408827-3.14030.001319
5-0.393966-3.02610.001834
60.1468781.12820.131903
70.0002350.00180.499284
8-0.009956-0.07650.46965
90.1175290.90280.185163
10-0.226123-1.73690.043813
11-0.38467-2.95470.002245
120.2002271.5380.064701
130.1794571.37840.086637
140.1499761.1520.126987
15-0.066477-0.51060.305762
16-0.046426-0.35660.361331
170.0261940.20120.420617
18-0.121726-0.9350.1768
19-0.082047-0.63020.265493
20-0.100409-0.77130.221818
21-0.081914-0.62920.265825
22-0.166142-1.27620.103449
23-0.003502-0.02690.489317
24-0.02668-0.20490.419166
25-0.160774-1.23490.110877
26-0.085093-0.65360.25795
27-0.149252-1.14640.128124
280.0876540.67330.251697
29-0.001859-0.01430.494329
30-0.090388-0.69430.245114
31-0.043936-0.33750.368477
32-0.036086-0.27720.391305
33-0.024273-0.18640.426368
34-0.040023-0.30740.379801
35-0.066113-0.50780.306735
36-0.166443-1.27850.103044



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