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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 computationSun, 04 Dec 2011 13:32:59 -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/2011/Dec/04/t1323023613255k1twuwmojegw.htm/, Retrieved Thu, 31 Oct 2024 23:48:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=150728, Retrieved Thu, 31 Oct 2024 23:48:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact110
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [Aantal niet-werke...] [2011-12-04 18:32:59] [4352eab26b4a512b718de67a19830b91] [Current]
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Dataseries X:
547612
563280
581302
572273
518654
520579
530577
540324
547970
555654
551174
548604
563668
586111
604378
600991
544686
537034
551531
563250
574761
580112
575093
557560
564478
580523
596594
586570
536214
523597
536535
536322
532638
528222
516141
501866
506174
517945
533590
528379
477580
469357
490243
492622
507561
516922
514258
509846
527070
541657
564591
555362
498662
511038
525919
531673
548854
560576
557274
565742
587625
619916
625809
619567
572942
572775
574205
579799
590072
593408
597141
595404
612117
628232
628884
620735
569028
567456
573100
584428
589379
590865
595454
594167
611324
612613
610763
593530
542722
536662
543599
555332
560854
562325
554788
547344
565464
577992
579714
569323
506971
500857
509127
509933
517009
519164
512238
509239
518585
522975
525192
516847
455626
454724
461251
470439
474605
476049
471067
470984
502831
512927
509673
484015
431328
436087
442867
447988
460070
467037
460170
464196
485025




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150728&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150728&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150728&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'Gertrude Mary Cox' @ cox.wessa.net







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.91206310.51840
20.777048.96130
30.6809427.8530
40.6405177.38680
50.6404277.38580
60.6235677.19130
70.5656136.5230
80.4912245.66510
90.4589045.29230
100.4889285.63860
110.5601526.460
120.589316.79630
130.4786725.52030
140.3310133.81740.000103
150.222792.56930.005646
160.1666111.92150.028407
170.1476491.70280.045473
180.1152671.32930.093008
190.0490410.56560.286319
20-0.028023-0.32320.373535
21-0.061177-0.70550.240857
22-0.033964-0.39170.347957
230.0257430.29690.38351
240.0460710.53130.298043
25-0.050879-0.58680.279179
26-0.172061-1.98430.02464
27-0.25177-2.90360.002161
28-0.28149-3.24630.00074
29-0.277967-3.20570.000844
30-0.288345-3.32540.000571
31-0.324905-3.7470.000133
32-0.368315-4.24762e-05
33-0.368432-4.2492e-05
34-0.314114-3.62250.000207
35-0.233864-2.6970.003951
36-0.189782-2.18870.015183

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.912063 & 10.5184 & 0 \tabularnewline
2 & 0.77704 & 8.9613 & 0 \tabularnewline
3 & 0.680942 & 7.853 & 0 \tabularnewline
4 & 0.640517 & 7.3868 & 0 \tabularnewline
5 & 0.640427 & 7.3858 & 0 \tabularnewline
6 & 0.623567 & 7.1913 & 0 \tabularnewline
7 & 0.565613 & 6.523 & 0 \tabularnewline
8 & 0.491224 & 5.6651 & 0 \tabularnewline
9 & 0.458904 & 5.2923 & 0 \tabularnewline
10 & 0.488928 & 5.6386 & 0 \tabularnewline
11 & 0.560152 & 6.46 & 0 \tabularnewline
12 & 0.58931 & 6.7963 & 0 \tabularnewline
13 & 0.478672 & 5.5203 & 0 \tabularnewline
14 & 0.331013 & 3.8174 & 0.000103 \tabularnewline
15 & 0.22279 & 2.5693 & 0.005646 \tabularnewline
16 & 0.166611 & 1.9215 & 0.028407 \tabularnewline
17 & 0.147649 & 1.7028 & 0.045473 \tabularnewline
18 & 0.115267 & 1.3293 & 0.093008 \tabularnewline
19 & 0.049041 & 0.5656 & 0.286319 \tabularnewline
20 & -0.028023 & -0.3232 & 0.373535 \tabularnewline
21 & -0.061177 & -0.7055 & 0.240857 \tabularnewline
22 & -0.033964 & -0.3917 & 0.347957 \tabularnewline
23 & 0.025743 & 0.2969 & 0.38351 \tabularnewline
24 & 0.046071 & 0.5313 & 0.298043 \tabularnewline
25 & -0.050879 & -0.5868 & 0.279179 \tabularnewline
26 & -0.172061 & -1.9843 & 0.02464 \tabularnewline
27 & -0.25177 & -2.9036 & 0.002161 \tabularnewline
28 & -0.28149 & -3.2463 & 0.00074 \tabularnewline
29 & -0.277967 & -3.2057 & 0.000844 \tabularnewline
30 & -0.288345 & -3.3254 & 0.000571 \tabularnewline
31 & -0.324905 & -3.747 & 0.000133 \tabularnewline
32 & -0.368315 & -4.2476 & 2e-05 \tabularnewline
33 & -0.368432 & -4.249 & 2e-05 \tabularnewline
34 & -0.314114 & -3.6225 & 0.000207 \tabularnewline
35 & -0.233864 & -2.697 & 0.003951 \tabularnewline
36 & -0.189782 & -2.1887 & 0.015183 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150728&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]0.912063[/C][C]10.5184[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.77704[/C][C]8.9613[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.680942[/C][C]7.853[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.640517[/C][C]7.3868[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.640427[/C][C]7.3858[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.623567[/C][C]7.1913[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.565613[/C][C]6.523[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.491224[/C][C]5.6651[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.458904[/C][C]5.2923[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.488928[/C][C]5.6386[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.560152[/C][C]6.46[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.58931[/C][C]6.7963[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.478672[/C][C]5.5203[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.331013[/C][C]3.8174[/C][C]0.000103[/C][/ROW]
[ROW][C]15[/C][C]0.22279[/C][C]2.5693[/C][C]0.005646[/C][/ROW]
[ROW][C]16[/C][C]0.166611[/C][C]1.9215[/C][C]0.028407[/C][/ROW]
[ROW][C]17[/C][C]0.147649[/C][C]1.7028[/C][C]0.045473[/C][/ROW]
[ROW][C]18[/C][C]0.115267[/C][C]1.3293[/C][C]0.093008[/C][/ROW]
[ROW][C]19[/C][C]0.049041[/C][C]0.5656[/C][C]0.286319[/C][/ROW]
[ROW][C]20[/C][C]-0.028023[/C][C]-0.3232[/C][C]0.373535[/C][/ROW]
[ROW][C]21[/C][C]-0.061177[/C][C]-0.7055[/C][C]0.240857[/C][/ROW]
[ROW][C]22[/C][C]-0.033964[/C][C]-0.3917[/C][C]0.347957[/C][/ROW]
[ROW][C]23[/C][C]0.025743[/C][C]0.2969[/C][C]0.38351[/C][/ROW]
[ROW][C]24[/C][C]0.046071[/C][C]0.5313[/C][C]0.298043[/C][/ROW]
[ROW][C]25[/C][C]-0.050879[/C][C]-0.5868[/C][C]0.279179[/C][/ROW]
[ROW][C]26[/C][C]-0.172061[/C][C]-1.9843[/C][C]0.02464[/C][/ROW]
[ROW][C]27[/C][C]-0.25177[/C][C]-2.9036[/C][C]0.002161[/C][/ROW]
[ROW][C]28[/C][C]-0.28149[/C][C]-3.2463[/C][C]0.00074[/C][/ROW]
[ROW][C]29[/C][C]-0.277967[/C][C]-3.2057[/C][C]0.000844[/C][/ROW]
[ROW][C]30[/C][C]-0.288345[/C][C]-3.3254[/C][C]0.000571[/C][/ROW]
[ROW][C]31[/C][C]-0.324905[/C][C]-3.747[/C][C]0.000133[/C][/ROW]
[ROW][C]32[/C][C]-0.368315[/C][C]-4.2476[/C][C]2e-05[/C][/ROW]
[ROW][C]33[/C][C]-0.368432[/C][C]-4.249[/C][C]2e-05[/C][/ROW]
[ROW][C]34[/C][C]-0.314114[/C][C]-3.6225[/C][C]0.000207[/C][/ROW]
[ROW][C]35[/C][C]-0.233864[/C][C]-2.697[/C][C]0.003951[/C][/ROW]
[ROW][C]36[/C][C]-0.189782[/C][C]-2.1887[/C][C]0.015183[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150728&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150728&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
10.91206310.51840
20.777048.96130
30.6809427.8530
40.6405177.38680
50.6404277.38580
60.6235677.19130
70.5656136.5230
80.4912245.66510
90.4589045.29230
100.4889285.63860
110.5601526.460
120.589316.79630
130.4786725.52030
140.3310133.81740.000103
150.222792.56930.005646
160.1666111.92150.028407
170.1476491.70280.045473
180.1152671.32930.093008
190.0490410.56560.286319
20-0.028023-0.32320.373535
21-0.061177-0.70550.240857
22-0.033964-0.39170.347957
230.0257430.29690.38351
240.0460710.53130.298043
25-0.050879-0.58680.279179
26-0.172061-1.98430.02464
27-0.25177-2.90360.002161
28-0.28149-3.24630.00074
29-0.277967-3.20570.000844
30-0.288345-3.32540.000571
31-0.324905-3.7470.000133
32-0.368315-4.24762e-05
33-0.368432-4.2492e-05
34-0.314114-3.62250.000207
35-0.233864-2.6970.003951
36-0.189782-2.18870.015183







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.91206310.51840
2-0.326035-3.760.000127
30.2564262.95730.001837
40.1459221.68290.047374
50.1487171.71510.044329
6-0.128597-1.48310.070213
7-0.080699-0.93070.176856
8-0.007146-0.08240.467223
90.2219972.56020.005789
100.1751762.02020.022684
110.210522.42780.008263
12-0.201513-2.3240.010822
13-0.706655-8.14950
140.1099491.2680.103508
15-0.018112-0.20890.41743
16-0.035509-0.40950.341411
17-0.047958-0.55310.290569
180.0325780.37570.353867
190.0774510.89320.18668
200.0313110.36110.359301
210.0039830.04590.481714
22-0.081422-0.9390.174716
23-0.111395-1.28470.10057
24-0.008292-0.09560.46198
25-0.121174-1.39740.082304
260.0887961.0240.153836
27-0.003689-0.04250.483063
280.0557370.64280.260733
290.0050.05770.477052
300.0015890.01830.492703
310.0705520.81360.208652
32-0.039694-0.45780.323933
33-0.018169-0.20950.417176
34-0.057135-0.65890.255546
350.0456570.52650.299693
360.0605370.69810.243152

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.912063 & 10.5184 & 0 \tabularnewline
2 & -0.326035 & -3.76 & 0.000127 \tabularnewline
3 & 0.256426 & 2.9573 & 0.001837 \tabularnewline
4 & 0.145922 & 1.6829 & 0.047374 \tabularnewline
5 & 0.148717 & 1.7151 & 0.044329 \tabularnewline
6 & -0.128597 & -1.4831 & 0.070213 \tabularnewline
7 & -0.080699 & -0.9307 & 0.176856 \tabularnewline
8 & -0.007146 & -0.0824 & 0.467223 \tabularnewline
9 & 0.221997 & 2.5602 & 0.005789 \tabularnewline
10 & 0.175176 & 2.0202 & 0.022684 \tabularnewline
11 & 0.21052 & 2.4278 & 0.008263 \tabularnewline
12 & -0.201513 & -2.324 & 0.010822 \tabularnewline
13 & -0.706655 & -8.1495 & 0 \tabularnewline
14 & 0.109949 & 1.268 & 0.103508 \tabularnewline
15 & -0.018112 & -0.2089 & 0.41743 \tabularnewline
16 & -0.035509 & -0.4095 & 0.341411 \tabularnewline
17 & -0.047958 & -0.5531 & 0.290569 \tabularnewline
18 & 0.032578 & 0.3757 & 0.353867 \tabularnewline
19 & 0.077451 & 0.8932 & 0.18668 \tabularnewline
20 & 0.031311 & 0.3611 & 0.359301 \tabularnewline
21 & 0.003983 & 0.0459 & 0.481714 \tabularnewline
22 & -0.081422 & -0.939 & 0.174716 \tabularnewline
23 & -0.111395 & -1.2847 & 0.10057 \tabularnewline
24 & -0.008292 & -0.0956 & 0.46198 \tabularnewline
25 & -0.121174 & -1.3974 & 0.082304 \tabularnewline
26 & 0.088796 & 1.024 & 0.153836 \tabularnewline
27 & -0.003689 & -0.0425 & 0.483063 \tabularnewline
28 & 0.055737 & 0.6428 & 0.260733 \tabularnewline
29 & 0.005 & 0.0577 & 0.477052 \tabularnewline
30 & 0.001589 & 0.0183 & 0.492703 \tabularnewline
31 & 0.070552 & 0.8136 & 0.208652 \tabularnewline
32 & -0.039694 & -0.4578 & 0.323933 \tabularnewline
33 & -0.018169 & -0.2095 & 0.417176 \tabularnewline
34 & -0.057135 & -0.6589 & 0.255546 \tabularnewline
35 & 0.045657 & 0.5265 & 0.299693 \tabularnewline
36 & 0.060537 & 0.6981 & 0.243152 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150728&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]0.912063[/C][C]10.5184[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.326035[/C][C]-3.76[/C][C]0.000127[/C][/ROW]
[ROW][C]3[/C][C]0.256426[/C][C]2.9573[/C][C]0.001837[/C][/ROW]
[ROW][C]4[/C][C]0.145922[/C][C]1.6829[/C][C]0.047374[/C][/ROW]
[ROW][C]5[/C][C]0.148717[/C][C]1.7151[/C][C]0.044329[/C][/ROW]
[ROW][C]6[/C][C]-0.128597[/C][C]-1.4831[/C][C]0.070213[/C][/ROW]
[ROW][C]7[/C][C]-0.080699[/C][C]-0.9307[/C][C]0.176856[/C][/ROW]
[ROW][C]8[/C][C]-0.007146[/C][C]-0.0824[/C][C]0.467223[/C][/ROW]
[ROW][C]9[/C][C]0.221997[/C][C]2.5602[/C][C]0.005789[/C][/ROW]
[ROW][C]10[/C][C]0.175176[/C][C]2.0202[/C][C]0.022684[/C][/ROW]
[ROW][C]11[/C][C]0.21052[/C][C]2.4278[/C][C]0.008263[/C][/ROW]
[ROW][C]12[/C][C]-0.201513[/C][C]-2.324[/C][C]0.010822[/C][/ROW]
[ROW][C]13[/C][C]-0.706655[/C][C]-8.1495[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.109949[/C][C]1.268[/C][C]0.103508[/C][/ROW]
[ROW][C]15[/C][C]-0.018112[/C][C]-0.2089[/C][C]0.41743[/C][/ROW]
[ROW][C]16[/C][C]-0.035509[/C][C]-0.4095[/C][C]0.341411[/C][/ROW]
[ROW][C]17[/C][C]-0.047958[/C][C]-0.5531[/C][C]0.290569[/C][/ROW]
[ROW][C]18[/C][C]0.032578[/C][C]0.3757[/C][C]0.353867[/C][/ROW]
[ROW][C]19[/C][C]0.077451[/C][C]0.8932[/C][C]0.18668[/C][/ROW]
[ROW][C]20[/C][C]0.031311[/C][C]0.3611[/C][C]0.359301[/C][/ROW]
[ROW][C]21[/C][C]0.003983[/C][C]0.0459[/C][C]0.481714[/C][/ROW]
[ROW][C]22[/C][C]-0.081422[/C][C]-0.939[/C][C]0.174716[/C][/ROW]
[ROW][C]23[/C][C]-0.111395[/C][C]-1.2847[/C][C]0.10057[/C][/ROW]
[ROW][C]24[/C][C]-0.008292[/C][C]-0.0956[/C][C]0.46198[/C][/ROW]
[ROW][C]25[/C][C]-0.121174[/C][C]-1.3974[/C][C]0.082304[/C][/ROW]
[ROW][C]26[/C][C]0.088796[/C][C]1.024[/C][C]0.153836[/C][/ROW]
[ROW][C]27[/C][C]-0.003689[/C][C]-0.0425[/C][C]0.483063[/C][/ROW]
[ROW][C]28[/C][C]0.055737[/C][C]0.6428[/C][C]0.260733[/C][/ROW]
[ROW][C]29[/C][C]0.005[/C][C]0.0577[/C][C]0.477052[/C][/ROW]
[ROW][C]30[/C][C]0.001589[/C][C]0.0183[/C][C]0.492703[/C][/ROW]
[ROW][C]31[/C][C]0.070552[/C][C]0.8136[/C][C]0.208652[/C][/ROW]
[ROW][C]32[/C][C]-0.039694[/C][C]-0.4578[/C][C]0.323933[/C][/ROW]
[ROW][C]33[/C][C]-0.018169[/C][C]-0.2095[/C][C]0.417176[/C][/ROW]
[ROW][C]34[/C][C]-0.057135[/C][C]-0.6589[/C][C]0.255546[/C][/ROW]
[ROW][C]35[/C][C]0.045657[/C][C]0.5265[/C][C]0.299693[/C][/ROW]
[ROW][C]36[/C][C]0.060537[/C][C]0.6981[/C][C]0.243152[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150728&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150728&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
10.91206310.51840
2-0.326035-3.760.000127
30.2564262.95730.001837
40.1459221.68290.047374
50.1487171.71510.044329
6-0.128597-1.48310.070213
7-0.080699-0.93070.176856
8-0.007146-0.08240.467223
90.2219972.56020.005789
100.1751762.02020.022684
110.210522.42780.008263
12-0.201513-2.3240.010822
13-0.706655-8.14950
140.1099491.2680.103508
15-0.018112-0.20890.41743
16-0.035509-0.40950.341411
17-0.047958-0.55310.290569
180.0325780.37570.353867
190.0774510.89320.18668
200.0313110.36110.359301
210.0039830.04590.481714
22-0.081422-0.9390.174716
23-0.111395-1.28470.10057
24-0.008292-0.09560.46198
25-0.121174-1.39740.082304
260.0887961.0240.153836
27-0.003689-0.04250.483063
280.0557370.64280.260733
290.0050.05770.477052
300.0015890.01830.492703
310.0705520.81360.208652
32-0.039694-0.45780.323933
33-0.018169-0.20950.417176
34-0.057135-0.65890.255546
350.0456570.52650.299693
360.0605370.69810.243152



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 = ;
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')