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Author's title

Author*The author of this computation has been verified*
R Software Module--
Title produced by software(Partial) Autocorrelation Function
Date of computationFri, 07 Dec 2012 13:59:54 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Dec/07/t1354906854w4ovar4wd3p9whx.htm/, Retrieved Thu, 31 Oct 2024 23:36:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=197476, Retrieved Thu, 31 Oct 2024 23:36:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact183
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2008-12-14 11:54:22] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMP   [(Partial) Autocorrelation Function] [] [2011-12-06 20:17:24] [b98453cac15ba1066b407e146608df68]
- RM        [(Partial) Autocorrelation Function] [autocorrelatie] [2012-12-07 18:59:54] [6c45f368330652e778bc9af460dd8da6] [Current]
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Dataseries X:
46
62
66
59
58
61
41
27
58
70
49
59
44
36
72
45
56
54
53
35
61
52
47
51
52
63
74
45
51
64
36
30
55
64
39
40
63
45
59
55
40
64
27
28
45
57
45
69
60
56
58
50
51
53
37
22
55
70
62
58
39
49
58
47
42
62
39
40
72
70
54
65




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net

\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 & 2 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=197476&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=197476&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=197476&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 time2 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0703190.59670.276298
2-0.233976-1.98540.025457
30.0681120.57790.282551
4-0.142495-1.20910.115287
5-0.211961-1.79850.038141
60.0689130.58470.280274
7-0.1007-0.85450.19784
8-0.052042-0.44160.330054
90.1182471.00340.159524
10-0.112644-0.95580.171181
110.1140180.96750.168272
120.463813.93569.5e-05
13-0.037397-0.31730.375959
14-0.269423-2.28610.012595
150.0568020.4820.31564
16-0.133191-1.13020.131079
17-0.178608-1.51550.067008
180.0454740.38590.35037
19-0.100472-0.85250.198372
200.0273680.23220.408511
210.1988891.68760.047905
22-0.058314-0.49480.311119
230.0607590.51560.303871
240.3752223.18390.001074
25-0.006121-0.05190.47936
26-0.314443-2.66810.004708
270.0421740.35790.360748
28-0.137051-1.16290.124352
29-0.150481-1.27690.102875
300.0655780.55650.289814
31-0.009984-0.08470.466361
320.0529740.44950.327212
330.0935410.79370.214982
34-0.180338-1.53020.065172
35-0.028908-0.24530.403465
360.2302081.95340.02733

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.070319 & 0.5967 & 0.276298 \tabularnewline
2 & -0.233976 & -1.9854 & 0.025457 \tabularnewline
3 & 0.068112 & 0.5779 & 0.282551 \tabularnewline
4 & -0.142495 & -1.2091 & 0.115287 \tabularnewline
5 & -0.211961 & -1.7985 & 0.038141 \tabularnewline
6 & 0.068913 & 0.5847 & 0.280274 \tabularnewline
7 & -0.1007 & -0.8545 & 0.19784 \tabularnewline
8 & -0.052042 & -0.4416 & 0.330054 \tabularnewline
9 & 0.118247 & 1.0034 & 0.159524 \tabularnewline
10 & -0.112644 & -0.9558 & 0.171181 \tabularnewline
11 & 0.114018 & 0.9675 & 0.168272 \tabularnewline
12 & 0.46381 & 3.9356 & 9.5e-05 \tabularnewline
13 & -0.037397 & -0.3173 & 0.375959 \tabularnewline
14 & -0.269423 & -2.2861 & 0.012595 \tabularnewline
15 & 0.056802 & 0.482 & 0.31564 \tabularnewline
16 & -0.133191 & -1.1302 & 0.131079 \tabularnewline
17 & -0.178608 & -1.5155 & 0.067008 \tabularnewline
18 & 0.045474 & 0.3859 & 0.35037 \tabularnewline
19 & -0.100472 & -0.8525 & 0.198372 \tabularnewline
20 & 0.027368 & 0.2322 & 0.408511 \tabularnewline
21 & 0.198889 & 1.6876 & 0.047905 \tabularnewline
22 & -0.058314 & -0.4948 & 0.311119 \tabularnewline
23 & 0.060759 & 0.5156 & 0.303871 \tabularnewline
24 & 0.375222 & 3.1839 & 0.001074 \tabularnewline
25 & -0.006121 & -0.0519 & 0.47936 \tabularnewline
26 & -0.314443 & -2.6681 & 0.004708 \tabularnewline
27 & 0.042174 & 0.3579 & 0.360748 \tabularnewline
28 & -0.137051 & -1.1629 & 0.124352 \tabularnewline
29 & -0.150481 & -1.2769 & 0.102875 \tabularnewline
30 & 0.065578 & 0.5565 & 0.289814 \tabularnewline
31 & -0.009984 & -0.0847 & 0.466361 \tabularnewline
32 & 0.052974 & 0.4495 & 0.327212 \tabularnewline
33 & 0.093541 & 0.7937 & 0.214982 \tabularnewline
34 & -0.180338 & -1.5302 & 0.065172 \tabularnewline
35 & -0.028908 & -0.2453 & 0.403465 \tabularnewline
36 & 0.230208 & 1.9534 & 0.02733 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=197476&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]0.070319[/C][C]0.5967[/C][C]0.276298[/C][/ROW]
[ROW][C]2[/C][C]-0.233976[/C][C]-1.9854[/C][C]0.025457[/C][/ROW]
[ROW][C]3[/C][C]0.068112[/C][C]0.5779[/C][C]0.282551[/C][/ROW]
[ROW][C]4[/C][C]-0.142495[/C][C]-1.2091[/C][C]0.115287[/C][/ROW]
[ROW][C]5[/C][C]-0.211961[/C][C]-1.7985[/C][C]0.038141[/C][/ROW]
[ROW][C]6[/C][C]0.068913[/C][C]0.5847[/C][C]0.280274[/C][/ROW]
[ROW][C]7[/C][C]-0.1007[/C][C]-0.8545[/C][C]0.19784[/C][/ROW]
[ROW][C]8[/C][C]-0.052042[/C][C]-0.4416[/C][C]0.330054[/C][/ROW]
[ROW][C]9[/C][C]0.118247[/C][C]1.0034[/C][C]0.159524[/C][/ROW]
[ROW][C]10[/C][C]-0.112644[/C][C]-0.9558[/C][C]0.171181[/C][/ROW]
[ROW][C]11[/C][C]0.114018[/C][C]0.9675[/C][C]0.168272[/C][/ROW]
[ROW][C]12[/C][C]0.46381[/C][C]3.9356[/C][C]9.5e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.037397[/C][C]-0.3173[/C][C]0.375959[/C][/ROW]
[ROW][C]14[/C][C]-0.269423[/C][C]-2.2861[/C][C]0.012595[/C][/ROW]
[ROW][C]15[/C][C]0.056802[/C][C]0.482[/C][C]0.31564[/C][/ROW]
[ROW][C]16[/C][C]-0.133191[/C][C]-1.1302[/C][C]0.131079[/C][/ROW]
[ROW][C]17[/C][C]-0.178608[/C][C]-1.5155[/C][C]0.067008[/C][/ROW]
[ROW][C]18[/C][C]0.045474[/C][C]0.3859[/C][C]0.35037[/C][/ROW]
[ROW][C]19[/C][C]-0.100472[/C][C]-0.8525[/C][C]0.198372[/C][/ROW]
[ROW][C]20[/C][C]0.027368[/C][C]0.2322[/C][C]0.408511[/C][/ROW]
[ROW][C]21[/C][C]0.198889[/C][C]1.6876[/C][C]0.047905[/C][/ROW]
[ROW][C]22[/C][C]-0.058314[/C][C]-0.4948[/C][C]0.311119[/C][/ROW]
[ROW][C]23[/C][C]0.060759[/C][C]0.5156[/C][C]0.303871[/C][/ROW]
[ROW][C]24[/C][C]0.375222[/C][C]3.1839[/C][C]0.001074[/C][/ROW]
[ROW][C]25[/C][C]-0.006121[/C][C]-0.0519[/C][C]0.47936[/C][/ROW]
[ROW][C]26[/C][C]-0.314443[/C][C]-2.6681[/C][C]0.004708[/C][/ROW]
[ROW][C]27[/C][C]0.042174[/C][C]0.3579[/C][C]0.360748[/C][/ROW]
[ROW][C]28[/C][C]-0.137051[/C][C]-1.1629[/C][C]0.124352[/C][/ROW]
[ROW][C]29[/C][C]-0.150481[/C][C]-1.2769[/C][C]0.102875[/C][/ROW]
[ROW][C]30[/C][C]0.065578[/C][C]0.5565[/C][C]0.289814[/C][/ROW]
[ROW][C]31[/C][C]-0.009984[/C][C]-0.0847[/C][C]0.466361[/C][/ROW]
[ROW][C]32[/C][C]0.052974[/C][C]0.4495[/C][C]0.327212[/C][/ROW]
[ROW][C]33[/C][C]0.093541[/C][C]0.7937[/C][C]0.214982[/C][/ROW]
[ROW][C]34[/C][C]-0.180338[/C][C]-1.5302[/C][C]0.065172[/C][/ROW]
[ROW][C]35[/C][C]-0.028908[/C][C]-0.2453[/C][C]0.403465[/C][/ROW]
[ROW][C]36[/C][C]0.230208[/C][C]1.9534[/C][C]0.02733[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=197476&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=197476&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
10.0703190.59670.276298
2-0.233976-1.98540.025457
30.0681120.57790.282551
4-0.142495-1.20910.115287
5-0.211961-1.79850.038141
60.0689130.58470.280274
7-0.1007-0.85450.19784
8-0.052042-0.44160.330054
90.1182471.00340.159524
10-0.112644-0.95580.171181
110.1140180.96750.168272
120.463813.93569.5e-05
13-0.037397-0.31730.375959
14-0.269423-2.28610.012595
150.0568020.4820.31564
16-0.133191-1.13020.131079
17-0.178608-1.51550.067008
180.0454740.38590.35037
19-0.100472-0.85250.198372
200.0273680.23220.408511
210.1988891.68760.047905
22-0.058314-0.49480.311119
230.0607590.51560.303871
240.3752223.18390.001074
25-0.006121-0.05190.47936
26-0.314443-2.66810.004708
270.0421740.35790.360748
28-0.137051-1.16290.124352
29-0.150481-1.27690.102875
300.0655780.55650.289814
31-0.009984-0.08470.466361
320.0529740.44950.327212
330.0935410.79370.214982
34-0.180338-1.53020.065172
35-0.028908-0.24530.403465
360.2302081.95340.02733







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0703190.59670.276298
2-0.240108-2.03740.022644
30.1124030.95380.171694
4-0.234004-1.98560.025444
5-0.139325-1.18220.120506
60.0042840.03630.485553
7-0.202861-1.72130.044743
8-0.002173-0.01840.492671
9-0.036368-0.30860.379261
10-0.176649-1.49890.069134
110.1792881.52130.066281
120.3495422.9660.002046
13-0.013446-0.11410.45474
14-0.12453-1.05670.147096
150.0442190.37520.354303
16-0.059446-0.50440.307754
17-0.030484-0.25870.398315
18-0.083966-0.71250.239237
19-0.157215-1.3340.093202
200.054830.46520.32158
210.0494570.41970.337994
22-0.039708-0.33690.368572
23-0.002059-0.01750.493054
240.1908861.61970.054832
250.1677921.42380.079417
26-0.128757-1.09250.139119
270.0649360.5510.291671
28-0.110705-0.93940.175342
290.0636780.54030.29532
30-0.040886-0.34690.364829
31-0.055678-0.47240.319019
32-0.007799-0.06620.47371
33-0.180604-1.53250.064893
34-0.162742-1.38090.085789
35-0.153917-1.3060.09785
36-0.126931-1.0770.142528

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.070319 & 0.5967 & 0.276298 \tabularnewline
2 & -0.240108 & -2.0374 & 0.022644 \tabularnewline
3 & 0.112403 & 0.9538 & 0.171694 \tabularnewline
4 & -0.234004 & -1.9856 & 0.025444 \tabularnewline
5 & -0.139325 & -1.1822 & 0.120506 \tabularnewline
6 & 0.004284 & 0.0363 & 0.485553 \tabularnewline
7 & -0.202861 & -1.7213 & 0.044743 \tabularnewline
8 & -0.002173 & -0.0184 & 0.492671 \tabularnewline
9 & -0.036368 & -0.3086 & 0.379261 \tabularnewline
10 & -0.176649 & -1.4989 & 0.069134 \tabularnewline
11 & 0.179288 & 1.5213 & 0.066281 \tabularnewline
12 & 0.349542 & 2.966 & 0.002046 \tabularnewline
13 & -0.013446 & -0.1141 & 0.45474 \tabularnewline
14 & -0.12453 & -1.0567 & 0.147096 \tabularnewline
15 & 0.044219 & 0.3752 & 0.354303 \tabularnewline
16 & -0.059446 & -0.5044 & 0.307754 \tabularnewline
17 & -0.030484 & -0.2587 & 0.398315 \tabularnewline
18 & -0.083966 & -0.7125 & 0.239237 \tabularnewline
19 & -0.157215 & -1.334 & 0.093202 \tabularnewline
20 & 0.05483 & 0.4652 & 0.32158 \tabularnewline
21 & 0.049457 & 0.4197 & 0.337994 \tabularnewline
22 & -0.039708 & -0.3369 & 0.368572 \tabularnewline
23 & -0.002059 & -0.0175 & 0.493054 \tabularnewline
24 & 0.190886 & 1.6197 & 0.054832 \tabularnewline
25 & 0.167792 & 1.4238 & 0.079417 \tabularnewline
26 & -0.128757 & -1.0925 & 0.139119 \tabularnewline
27 & 0.064936 & 0.551 & 0.291671 \tabularnewline
28 & -0.110705 & -0.9394 & 0.175342 \tabularnewline
29 & 0.063678 & 0.5403 & 0.29532 \tabularnewline
30 & -0.040886 & -0.3469 & 0.364829 \tabularnewline
31 & -0.055678 & -0.4724 & 0.319019 \tabularnewline
32 & -0.007799 & -0.0662 & 0.47371 \tabularnewline
33 & -0.180604 & -1.5325 & 0.064893 \tabularnewline
34 & -0.162742 & -1.3809 & 0.085789 \tabularnewline
35 & -0.153917 & -1.306 & 0.09785 \tabularnewline
36 & -0.126931 & -1.077 & 0.142528 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=197476&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]0.070319[/C][C]0.5967[/C][C]0.276298[/C][/ROW]
[ROW][C]2[/C][C]-0.240108[/C][C]-2.0374[/C][C]0.022644[/C][/ROW]
[ROW][C]3[/C][C]0.112403[/C][C]0.9538[/C][C]0.171694[/C][/ROW]
[ROW][C]4[/C][C]-0.234004[/C][C]-1.9856[/C][C]0.025444[/C][/ROW]
[ROW][C]5[/C][C]-0.139325[/C][C]-1.1822[/C][C]0.120506[/C][/ROW]
[ROW][C]6[/C][C]0.004284[/C][C]0.0363[/C][C]0.485553[/C][/ROW]
[ROW][C]7[/C][C]-0.202861[/C][C]-1.7213[/C][C]0.044743[/C][/ROW]
[ROW][C]8[/C][C]-0.002173[/C][C]-0.0184[/C][C]0.492671[/C][/ROW]
[ROW][C]9[/C][C]-0.036368[/C][C]-0.3086[/C][C]0.379261[/C][/ROW]
[ROW][C]10[/C][C]-0.176649[/C][C]-1.4989[/C][C]0.069134[/C][/ROW]
[ROW][C]11[/C][C]0.179288[/C][C]1.5213[/C][C]0.066281[/C][/ROW]
[ROW][C]12[/C][C]0.349542[/C][C]2.966[/C][C]0.002046[/C][/ROW]
[ROW][C]13[/C][C]-0.013446[/C][C]-0.1141[/C][C]0.45474[/C][/ROW]
[ROW][C]14[/C][C]-0.12453[/C][C]-1.0567[/C][C]0.147096[/C][/ROW]
[ROW][C]15[/C][C]0.044219[/C][C]0.3752[/C][C]0.354303[/C][/ROW]
[ROW][C]16[/C][C]-0.059446[/C][C]-0.5044[/C][C]0.307754[/C][/ROW]
[ROW][C]17[/C][C]-0.030484[/C][C]-0.2587[/C][C]0.398315[/C][/ROW]
[ROW][C]18[/C][C]-0.083966[/C][C]-0.7125[/C][C]0.239237[/C][/ROW]
[ROW][C]19[/C][C]-0.157215[/C][C]-1.334[/C][C]0.093202[/C][/ROW]
[ROW][C]20[/C][C]0.05483[/C][C]0.4652[/C][C]0.32158[/C][/ROW]
[ROW][C]21[/C][C]0.049457[/C][C]0.4197[/C][C]0.337994[/C][/ROW]
[ROW][C]22[/C][C]-0.039708[/C][C]-0.3369[/C][C]0.368572[/C][/ROW]
[ROW][C]23[/C][C]-0.002059[/C][C]-0.0175[/C][C]0.493054[/C][/ROW]
[ROW][C]24[/C][C]0.190886[/C][C]1.6197[/C][C]0.054832[/C][/ROW]
[ROW][C]25[/C][C]0.167792[/C][C]1.4238[/C][C]0.079417[/C][/ROW]
[ROW][C]26[/C][C]-0.128757[/C][C]-1.0925[/C][C]0.139119[/C][/ROW]
[ROW][C]27[/C][C]0.064936[/C][C]0.551[/C][C]0.291671[/C][/ROW]
[ROW][C]28[/C][C]-0.110705[/C][C]-0.9394[/C][C]0.175342[/C][/ROW]
[ROW][C]29[/C][C]0.063678[/C][C]0.5403[/C][C]0.29532[/C][/ROW]
[ROW][C]30[/C][C]-0.040886[/C][C]-0.3469[/C][C]0.364829[/C][/ROW]
[ROW][C]31[/C][C]-0.055678[/C][C]-0.4724[/C][C]0.319019[/C][/ROW]
[ROW][C]32[/C][C]-0.007799[/C][C]-0.0662[/C][C]0.47371[/C][/ROW]
[ROW][C]33[/C][C]-0.180604[/C][C]-1.5325[/C][C]0.064893[/C][/ROW]
[ROW][C]34[/C][C]-0.162742[/C][C]-1.3809[/C][C]0.085789[/C][/ROW]
[ROW][C]35[/C][C]-0.153917[/C][C]-1.306[/C][C]0.09785[/C][/ROW]
[ROW][C]36[/C][C]-0.126931[/C][C]-1.077[/C][C]0.142528[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=197476&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=197476&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
10.0703190.59670.276298
2-0.240108-2.03740.022644
30.1124030.95380.171694
4-0.234004-1.98560.025444
5-0.139325-1.18220.120506
60.0042840.03630.485553
7-0.202861-1.72130.044743
8-0.002173-0.01840.492671
9-0.036368-0.30860.379261
10-0.176649-1.49890.069134
110.1792881.52130.066281
120.3495422.9660.002046
13-0.013446-0.11410.45474
14-0.12453-1.05670.147096
150.0442190.37520.354303
16-0.059446-0.50440.307754
17-0.030484-0.25870.398315
18-0.083966-0.71250.239237
19-0.157215-1.3340.093202
200.054830.46520.32158
210.0494570.41970.337994
22-0.039708-0.33690.368572
23-0.002059-0.01750.493054
240.1908861.61970.054832
250.1677921.42380.079417
26-0.128757-1.09250.139119
270.0649360.5510.291671
28-0.110705-0.93940.175342
290.0636780.54030.29532
30-0.040886-0.34690.364829
31-0.055678-0.47240.319019
32-0.007799-0.06620.47371
33-0.180604-1.53250.064893
34-0.162742-1.38090.085789
35-0.153917-1.3060.09785
36-0.126931-1.0770.142528



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;
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)
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,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')