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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 computationTue, 04 Dec 2007 09:01:58 -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/04/t119678358045jrpuzvmrxhprn.htm/, Retrieved Wed, 05 Feb 2025 10:55:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2407, Retrieved Wed, 05 Feb 2025 10:55:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsindustriële productie in verwerkende nijverheid
Estimated Impact259

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] [(partiële) autoco...] [2007-12-04 16:01:58] [0ad9b3c11abcaba622af0629507f53fa] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
105,3
101,3
108,4
107,4
109,1
109,5
111,4
110,1
117,0
129,6
113,5
113,3
110,1
107,4
110,1
112,5
106,0
117,6
117,8
113,5
121,2
130,4
115,2
117,9
110,7
107,6
124,3
115,1
112,5
127,9
117,4
119,3
130,4
126,0
125,4
130,5
115,9
108,7
124,0
119,4
118,6
131,3
111,1
124,8
132,3
126,7
131,7
130,9
122,1
113,2
133,6
119,2
129,4
131,4
117,1
130,5
132,3
140,8
137,5
128,6
126,7
120,8
139,3
128,6
131,3
136,3
128,5

Tables (Output of Computation)





Summary of compuational 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 compuational 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=2407&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]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=2407&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2407&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.18540
10.534454.37472.2e-05
20.4499463.6830.000231
30.5092694.16854.5e-05
40.2453792.00850.024311
50.3368982.75760.003748
60.4213733.44910.000489
70.2410581.97310.026303
80.2021911.6550.051301
90.3741063.06220.001581
100.2321761.90040.03084
110.3332032.72740.004071
120.5518514.51711.3e-05
130.2228271.82390.036312
140.2412121.97440.02623
150.2087531.70870.046066
16-0.009242-0.07570.53004
170.1131690.92630.1788
180.1526791.24970.107873
19-0.006692-0.05480.521761
200.0110130.09010.46422
210.0713540.58410.280571
220.0015420.01260.494983
230.1205770.9870.163604
240.186981.53050.065301
250.0018160.01490.494093
260.030430.24910.402031
27-0.020543-0.16820.566515
28-0.185882-1.52150.933582
29-0.0784-0.64170.738382
30-0.067488-0.55240.708748
31-0.140119-1.14690.872254
32-0.11432-0.93570.823618
33-0.14531-1.18940.880763
34-0.170235-1.39340.915953
35-0.07441-0.60910.727733

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.1854 & 0 \tabularnewline
1 & 0.53445 & 4.3747 & 2.2e-05 \tabularnewline
2 & 0.449946 & 3.683 & 0.000231 \tabularnewline
3 & 0.509269 & 4.1685 & 4.5e-05 \tabularnewline
4 & 0.245379 & 2.0085 & 0.024311 \tabularnewline
5 & 0.336898 & 2.7576 & 0.003748 \tabularnewline
6 & 0.421373 & 3.4491 & 0.000489 \tabularnewline
7 & 0.241058 & 1.9731 & 0.026303 \tabularnewline
8 & 0.202191 & 1.655 & 0.051301 \tabularnewline
9 & 0.374106 & 3.0622 & 0.001581 \tabularnewline
10 & 0.232176 & 1.9004 & 0.03084 \tabularnewline
11 & 0.333203 & 2.7274 & 0.004071 \tabularnewline
12 & 0.551851 & 4.5171 & 1.3e-05 \tabularnewline
13 & 0.222827 & 1.8239 & 0.036312 \tabularnewline
14 & 0.241212 & 1.9744 & 0.02623 \tabularnewline
15 & 0.208753 & 1.7087 & 0.046066 \tabularnewline
16 & -0.009242 & -0.0757 & 0.53004 \tabularnewline
17 & 0.113169 & 0.9263 & 0.1788 \tabularnewline
18 & 0.152679 & 1.2497 & 0.107873 \tabularnewline
19 & -0.006692 & -0.0548 & 0.521761 \tabularnewline
20 & 0.011013 & 0.0901 & 0.46422 \tabularnewline
21 & 0.071354 & 0.5841 & 0.280571 \tabularnewline
22 & 0.001542 & 0.0126 & 0.494983 \tabularnewline
23 & 0.120577 & 0.987 & 0.163604 \tabularnewline
24 & 0.18698 & 1.5305 & 0.065301 \tabularnewline
25 & 0.001816 & 0.0149 & 0.494093 \tabularnewline
26 & 0.03043 & 0.2491 & 0.402031 \tabularnewline
27 & -0.020543 & -0.1682 & 0.566515 \tabularnewline
28 & -0.185882 & -1.5215 & 0.933582 \tabularnewline
29 & -0.0784 & -0.6417 & 0.738382 \tabularnewline
30 & -0.067488 & -0.5524 & 0.708748 \tabularnewline
31 & -0.140119 & -1.1469 & 0.872254 \tabularnewline
32 & -0.11432 & -0.9357 & 0.823618 \tabularnewline
33 & -0.14531 & -1.1894 & 0.880763 \tabularnewline
34 & -0.170235 & -1.3934 & 0.915953 \tabularnewline
35 & -0.07441 & -0.6091 & 0.727733 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2407&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]8.1854[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.53445[/C][C]4.3747[/C][C]2.2e-05[/C][/ROW]
[ROW][C]2[/C][C]0.449946[/C][C]3.683[/C][C]0.000231[/C][/ROW]
[ROW][C]3[/C][C]0.509269[/C][C]4.1685[/C][C]4.5e-05[/C][/ROW]
[ROW][C]4[/C][C]0.245379[/C][C]2.0085[/C][C]0.024311[/C][/ROW]
[ROW][C]5[/C][C]0.336898[/C][C]2.7576[/C][C]0.003748[/C][/ROW]
[ROW][C]6[/C][C]0.421373[/C][C]3.4491[/C][C]0.000489[/C][/ROW]
[ROW][C]7[/C][C]0.241058[/C][C]1.9731[/C][C]0.026303[/C][/ROW]
[ROW][C]8[/C][C]0.202191[/C][C]1.655[/C][C]0.051301[/C][/ROW]
[ROW][C]9[/C][C]0.374106[/C][C]3.0622[/C][C]0.001581[/C][/ROW]
[ROW][C]10[/C][C]0.232176[/C][C]1.9004[/C][C]0.03084[/C][/ROW]
[ROW][C]11[/C][C]0.333203[/C][C]2.7274[/C][C]0.004071[/C][/ROW]
[ROW][C]12[/C][C]0.551851[/C][C]4.5171[/C][C]1.3e-05[/C][/ROW]
[ROW][C]13[/C][C]0.222827[/C][C]1.8239[/C][C]0.036312[/C][/ROW]
[ROW][C]14[/C][C]0.241212[/C][C]1.9744[/C][C]0.02623[/C][/ROW]
[ROW][C]15[/C][C]0.208753[/C][C]1.7087[/C][C]0.046066[/C][/ROW]
[ROW][C]16[/C][C]-0.009242[/C][C]-0.0757[/C][C]0.53004[/C][/ROW]
[ROW][C]17[/C][C]0.113169[/C][C]0.9263[/C][C]0.1788[/C][/ROW]
[ROW][C]18[/C][C]0.152679[/C][C]1.2497[/C][C]0.107873[/C][/ROW]
[ROW][C]19[/C][C]-0.006692[/C][C]-0.0548[/C][C]0.521761[/C][/ROW]
[ROW][C]20[/C][C]0.011013[/C][C]0.0901[/C][C]0.46422[/C][/ROW]
[ROW][C]21[/C][C]0.071354[/C][C]0.5841[/C][C]0.280571[/C][/ROW]
[ROW][C]22[/C][C]0.001542[/C][C]0.0126[/C][C]0.494983[/C][/ROW]
[ROW][C]23[/C][C]0.120577[/C][C]0.987[/C][C]0.163604[/C][/ROW]
[ROW][C]24[/C][C]0.18698[/C][C]1.5305[/C][C]0.065301[/C][/ROW]
[ROW][C]25[/C][C]0.001816[/C][C]0.0149[/C][C]0.494093[/C][/ROW]
[ROW][C]26[/C][C]0.03043[/C][C]0.2491[/C][C]0.402031[/C][/ROW]
[ROW][C]27[/C][C]-0.020543[/C][C]-0.1682[/C][C]0.566515[/C][/ROW]
[ROW][C]28[/C][C]-0.185882[/C][C]-1.5215[/C][C]0.933582[/C][/ROW]
[ROW][C]29[/C][C]-0.0784[/C][C]-0.6417[/C][C]0.738382[/C][/ROW]
[ROW][C]30[/C][C]-0.067488[/C][C]-0.5524[/C][C]0.708748[/C][/ROW]
[ROW][C]31[/C][C]-0.140119[/C][C]-1.1469[/C][C]0.872254[/C][/ROW]
[ROW][C]32[/C][C]-0.11432[/C][C]-0.9357[/C][C]0.823618[/C][/ROW]
[ROW][C]33[/C][C]-0.14531[/C][C]-1.1894[/C][C]0.880763[/C][/ROW]
[ROW][C]34[/C][C]-0.170235[/C][C]-1.3934[/C][C]0.915953[/C][/ROW]
[ROW][C]35[/C][C]-0.07441[/C][C]-0.6091[/C][C]0.727733[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2407&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2407&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
018.18540
10.534454.37472.2e-05
20.4499463.6830.000231
30.5092694.16854.5e-05
40.2453792.00850.024311
50.3368982.75760.003748
60.4213733.44910.000489
70.2410581.97310.026303
80.2021911.6550.051301
90.3741063.06220.001581
100.2321761.90040.03084
110.3332032.72740.004071
120.5518514.51711.3e-05
130.2228271.82390.036312
140.2412121.97440.02623
150.2087531.70870.046066
16-0.009242-0.07570.53004
170.1131690.92630.1788
180.1526791.24970.107873
19-0.006692-0.05480.521761
200.0110130.09010.46422
210.0713540.58410.280571
220.0015420.01260.494983
230.1205770.9870.163604
240.186981.53050.065301
250.0018160.01490.494093
260.030430.24910.402031
27-0.020543-0.16820.566515
28-0.185882-1.52150.933582
29-0.0784-0.64170.738382
30-0.067488-0.55240.708748
31-0.140119-1.14690.872254
32-0.11432-0.93570.823618
33-0.14531-1.18940.880763
34-0.170235-1.39340.915953
35-0.07441-0.60910.727733






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.534454.37472.2e-05
10.2300081.88270.032042
20.2973512.43390.008804
3-0.221674-1.81450.96296
40.2046491.67510.049286
50.1892491.54910.063038
6-0.06416-0.52520.699402
7-0.173176-1.41750.919516
80.336292.75270.0038
9-0.006405-0.05240.520827
100.1574871.28910.1009
110.2672922.18790.016085
12-0.268082-2.19430.984159
13-0.108587-0.88880.811361
14-0.200536-1.64150.947305
15-0.053543-0.43830.668698
16-0.006874-0.05630.522352
170.0267210.21870.413767
18-0.040685-0.3330.62992
19-0.035634-0.29170.614281
20-0.063523-0.520.697596
210.1497731.22590.112256
22-0.038842-0.31790.624238
23-0.048769-0.39920.654489
240.0184650.15110.440158
25-0.031017-0.25390.59982
26-0.013546-0.11090.543976
27-0.134161-1.09820.861965
280.002710.02220.491186
290.0330830.27080.393689
300.0611880.50080.309061
31-0.103127-0.84410.799201
32-0.071897-0.58850.720913
33-0.032488-0.26590.604444
340.0141660.1160.454019
350.0380770.31170.378127

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.53445 & 4.3747 & 2.2e-05 \tabularnewline
1 & 0.230008 & 1.8827 & 0.032042 \tabularnewline
2 & 0.297351 & 2.4339 & 0.008804 \tabularnewline
3 & -0.221674 & -1.8145 & 0.96296 \tabularnewline
4 & 0.204649 & 1.6751 & 0.049286 \tabularnewline
5 & 0.189249 & 1.5491 & 0.063038 \tabularnewline
6 & -0.06416 & -0.5252 & 0.699402 \tabularnewline
7 & -0.173176 & -1.4175 & 0.919516 \tabularnewline
8 & 0.33629 & 2.7527 & 0.0038 \tabularnewline
9 & -0.006405 & -0.0524 & 0.520827 \tabularnewline
10 & 0.157487 & 1.2891 & 0.1009 \tabularnewline
11 & 0.267292 & 2.1879 & 0.016085 \tabularnewline
12 & -0.268082 & -2.1943 & 0.984159 \tabularnewline
13 & -0.108587 & -0.8888 & 0.811361 \tabularnewline
14 & -0.200536 & -1.6415 & 0.947305 \tabularnewline
15 & -0.053543 & -0.4383 & 0.668698 \tabularnewline
16 & -0.006874 & -0.0563 & 0.522352 \tabularnewline
17 & 0.026721 & 0.2187 & 0.413767 \tabularnewline
18 & -0.040685 & -0.333 & 0.62992 \tabularnewline
19 & -0.035634 & -0.2917 & 0.614281 \tabularnewline
20 & -0.063523 & -0.52 & 0.697596 \tabularnewline
21 & 0.149773 & 1.2259 & 0.112256 \tabularnewline
22 & -0.038842 & -0.3179 & 0.624238 \tabularnewline
23 & -0.048769 & -0.3992 & 0.654489 \tabularnewline
24 & 0.018465 & 0.1511 & 0.440158 \tabularnewline
25 & -0.031017 & -0.2539 & 0.59982 \tabularnewline
26 & -0.013546 & -0.1109 & 0.543976 \tabularnewline
27 & -0.134161 & -1.0982 & 0.861965 \tabularnewline
28 & 0.00271 & 0.0222 & 0.491186 \tabularnewline
29 & 0.033083 & 0.2708 & 0.393689 \tabularnewline
30 & 0.061188 & 0.5008 & 0.309061 \tabularnewline
31 & -0.103127 & -0.8441 & 0.799201 \tabularnewline
32 & -0.071897 & -0.5885 & 0.720913 \tabularnewline
33 & -0.032488 & -0.2659 & 0.604444 \tabularnewline
34 & 0.014166 & 0.116 & 0.454019 \tabularnewline
35 & 0.038077 & 0.3117 & 0.378127 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2407&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]0.53445[/C][C]4.3747[/C][C]2.2e-05[/C][/ROW]
[ROW][C]1[/C][C]0.230008[/C][C]1.8827[/C][C]0.032042[/C][/ROW]
[ROW][C]2[/C][C]0.297351[/C][C]2.4339[/C][C]0.008804[/C][/ROW]
[ROW][C]3[/C][C]-0.221674[/C][C]-1.8145[/C][C]0.96296[/C][/ROW]
[ROW][C]4[/C][C]0.204649[/C][C]1.6751[/C][C]0.049286[/C][/ROW]
[ROW][C]5[/C][C]0.189249[/C][C]1.5491[/C][C]0.063038[/C][/ROW]
[ROW][C]6[/C][C]-0.06416[/C][C]-0.5252[/C][C]0.699402[/C][/ROW]
[ROW][C]7[/C][C]-0.173176[/C][C]-1.4175[/C][C]0.919516[/C][/ROW]
[ROW][C]8[/C][C]0.33629[/C][C]2.7527[/C][C]0.0038[/C][/ROW]
[ROW][C]9[/C][C]-0.006405[/C][C]-0.0524[/C][C]0.520827[/C][/ROW]
[ROW][C]10[/C][C]0.157487[/C][C]1.2891[/C][C]0.1009[/C][/ROW]
[ROW][C]11[/C][C]0.267292[/C][C]2.1879[/C][C]0.016085[/C][/ROW]
[ROW][C]12[/C][C]-0.268082[/C][C]-2.1943[/C][C]0.984159[/C][/ROW]
[ROW][C]13[/C][C]-0.108587[/C][C]-0.8888[/C][C]0.811361[/C][/ROW]
[ROW][C]14[/C][C]-0.200536[/C][C]-1.6415[/C][C]0.947305[/C][/ROW]
[ROW][C]15[/C][C]-0.053543[/C][C]-0.4383[/C][C]0.668698[/C][/ROW]
[ROW][C]16[/C][C]-0.006874[/C][C]-0.0563[/C][C]0.522352[/C][/ROW]
[ROW][C]17[/C][C]0.026721[/C][C]0.2187[/C][C]0.413767[/C][/ROW]
[ROW][C]18[/C][C]-0.040685[/C][C]-0.333[/C][C]0.62992[/C][/ROW]
[ROW][C]19[/C][C]-0.035634[/C][C]-0.2917[/C][C]0.614281[/C][/ROW]
[ROW][C]20[/C][C]-0.063523[/C][C]-0.52[/C][C]0.697596[/C][/ROW]
[ROW][C]21[/C][C]0.149773[/C][C]1.2259[/C][C]0.112256[/C][/ROW]
[ROW][C]22[/C][C]-0.038842[/C][C]-0.3179[/C][C]0.624238[/C][/ROW]
[ROW][C]23[/C][C]-0.048769[/C][C]-0.3992[/C][C]0.654489[/C][/ROW]
[ROW][C]24[/C][C]0.018465[/C][C]0.1511[/C][C]0.440158[/C][/ROW]
[ROW][C]25[/C][C]-0.031017[/C][C]-0.2539[/C][C]0.59982[/C][/ROW]
[ROW][C]26[/C][C]-0.013546[/C][C]-0.1109[/C][C]0.543976[/C][/ROW]
[ROW][C]27[/C][C]-0.134161[/C][C]-1.0982[/C][C]0.861965[/C][/ROW]
[ROW][C]28[/C][C]0.00271[/C][C]0.0222[/C][C]0.491186[/C][/ROW]
[ROW][C]29[/C][C]0.033083[/C][C]0.2708[/C][C]0.393689[/C][/ROW]
[ROW][C]30[/C][C]0.061188[/C][C]0.5008[/C][C]0.309061[/C][/ROW]
[ROW][C]31[/C][C]-0.103127[/C][C]-0.8441[/C][C]0.799201[/C][/ROW]
[ROW][C]32[/C][C]-0.071897[/C][C]-0.5885[/C][C]0.720913[/C][/ROW]
[ROW][C]33[/C][C]-0.032488[/C][C]-0.2659[/C][C]0.604444[/C][/ROW]
[ROW][C]34[/C][C]0.014166[/C][C]0.116[/C][C]0.454019[/C][/ROW]
[ROW][C]35[/C][C]0.038077[/C][C]0.3117[/C][C]0.378127[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2407&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2407&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
00.534454.37472.2e-05
10.2300081.88270.032042
20.2973512.43390.008804
3-0.221674-1.81450.96296
40.2046491.67510.049286
50.1892491.54910.063038
6-0.06416-0.52520.699402
7-0.173176-1.41750.919516
80.336292.75270.0038
9-0.006405-0.05240.520827
100.1574871.28910.1009
110.2672922.18790.016085
12-0.268082-2.19430.984159
13-0.108587-0.88880.811361
14-0.200536-1.64150.947305
15-0.053543-0.43830.668698
16-0.006874-0.05630.522352
170.0267210.21870.413767
18-0.040685-0.3330.62992
19-0.035634-0.29170.614281
20-0.063523-0.520.697596
210.1497731.22590.112256
22-0.038842-0.31790.624238
23-0.048769-0.39920.654489
240.0184650.15110.440158
25-0.031017-0.25390.59982
26-0.013546-0.11090.543976
27-0.134161-1.09820.861965
280.002710.02220.491186
290.0330830.27080.393689
300.0611880.50080.309061
31-0.103127-0.84410.799201
32-0.071897-0.58850.720913
33-0.032488-0.26590.604444
340.0141660.1160.454019
350.0380770.31170.378127


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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 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')