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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 computationThu, 13 Dec 2007 03:16:53 -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/13/t1197540167vz2dc91oa40xoc0.htm/, Retrieved Tue, 10 Feb 2026 14:11:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3391, Retrieved Tue, 10 Feb 2026 14:11:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact471

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Spectral Analysis] [spectral analysis...] [2007-11-28 19:24:55] [04ecd3152d2b1cd53dd917c958d12410]
- RMPD    [(Partial) Autocorrelation Function] [Tijdreeks 2: Omze...] [2007-12-13 10:16:53] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
106,0
100,9
114,3
101,2
109,2
111,6
91,7
93,7
105,7
109,5
105,3
102,8
100,6
97,6
110,3
107,2
107,2
108,1
97,1
92,2
112,2
111,6
115,7
111,3
104,2
103,2
112,7
106,4
102,6
110,6
95,2
89,0
112,5
116,8
107,2
113,6
101,8
102,6
122,7
110,3
110,5
121,6
100,3
100,7
123,4
127,1
124,1
131,2
111,6
114,2
130,1
125,9
119,0
133,8
107,5
113,5
134,4
126,8
135,6
139,9
129,8
131,0
153,1
134,1
144,1
155,9
123,3
128,1
144,3
153,0
149,9
150,9
141,0
138,9
157,4
142,9
151,7
161,0
138,6
136,0
151,9

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'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3391&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3391&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3391&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'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
0190
10.7647136.88240
20.6779236.10130
30.7584036.82560
40.6309035.67810
50.660845.94760
60.7697286.92760
70.5943325.3490
80.5155014.63957e-06
90.5648415.08361e-06
100.4380933.94288.5e-05
110.4858574.37271.8e-05
120.6012125.41090
130.4105873.69530.000199
140.3273772.94640.002099
150.3904683.51420.000362
160.2618632.35680.010425
170.2785452.50690.00709
180.3740863.36680.000583
190.1973041.77570.039766
200.1392671.25340.106832
210.1691491.52230.06591
220.0554920.49940.309415
230.1082770.97450.166357
240.2080671.87260.032366
250.0486670.4380.331275
26-0.009165-0.08250.532769
270.0370890.33380.369696
28-0.066216-0.59590.723564
29-0.028517-0.25670.60095
300.0238460.21460.415305
31-0.097515-0.87760.808631
32-0.145946-1.31350.903641
33-0.122669-1.1040.863574
34-0.219172-1.97260.974021
35-0.17677-1.59090.94224

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9 & 0 \tabularnewline
1 & 0.764713 & 6.8824 & 0 \tabularnewline
2 & 0.677923 & 6.1013 & 0 \tabularnewline
3 & 0.758403 & 6.8256 & 0 \tabularnewline
4 & 0.630903 & 5.6781 & 0 \tabularnewline
5 & 0.66084 & 5.9476 & 0 \tabularnewline
6 & 0.769728 & 6.9276 & 0 \tabularnewline
7 & 0.594332 & 5.349 & 0 \tabularnewline
8 & 0.515501 & 4.6395 & 7e-06 \tabularnewline
9 & 0.564841 & 5.0836 & 1e-06 \tabularnewline
10 & 0.438093 & 3.9428 & 8.5e-05 \tabularnewline
11 & 0.485857 & 4.3727 & 1.8e-05 \tabularnewline
12 & 0.601212 & 5.4109 & 0 \tabularnewline
13 & 0.410587 & 3.6953 & 0.000199 \tabularnewline
14 & 0.327377 & 2.9464 & 0.002099 \tabularnewline
15 & 0.390468 & 3.5142 & 0.000362 \tabularnewline
16 & 0.261863 & 2.3568 & 0.010425 \tabularnewline
17 & 0.278545 & 2.5069 & 0.00709 \tabularnewline
18 & 0.374086 & 3.3668 & 0.000583 \tabularnewline
19 & 0.197304 & 1.7757 & 0.039766 \tabularnewline
20 & 0.139267 & 1.2534 & 0.106832 \tabularnewline
21 & 0.169149 & 1.5223 & 0.06591 \tabularnewline
22 & 0.055492 & 0.4994 & 0.309415 \tabularnewline
23 & 0.108277 & 0.9745 & 0.166357 \tabularnewline
24 & 0.208067 & 1.8726 & 0.032366 \tabularnewline
25 & 0.048667 & 0.438 & 0.331275 \tabularnewline
26 & -0.009165 & -0.0825 & 0.532769 \tabularnewline
27 & 0.037089 & 0.3338 & 0.369696 \tabularnewline
28 & -0.066216 & -0.5959 & 0.723564 \tabularnewline
29 & -0.028517 & -0.2567 & 0.60095 \tabularnewline
30 & 0.023846 & 0.2146 & 0.415305 \tabularnewline
31 & -0.097515 & -0.8776 & 0.808631 \tabularnewline
32 & -0.145946 & -1.3135 & 0.903641 \tabularnewline
33 & -0.122669 & -1.104 & 0.863574 \tabularnewline
34 & -0.219172 & -1.9726 & 0.974021 \tabularnewline
35 & -0.17677 & -1.5909 & 0.94224 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3391&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[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.764713[/C][C]6.8824[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.677923[/C][C]6.1013[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.758403[/C][C]6.8256[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.630903[/C][C]5.6781[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.66084[/C][C]5.9476[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.769728[/C][C]6.9276[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.594332[/C][C]5.349[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.515501[/C][C]4.6395[/C][C]7e-06[/C][/ROW]
[ROW][C]9[/C][C]0.564841[/C][C]5.0836[/C][C]1e-06[/C][/ROW]
[ROW][C]10[/C][C]0.438093[/C][C]3.9428[/C][C]8.5e-05[/C][/ROW]
[ROW][C]11[/C][C]0.485857[/C][C]4.3727[/C][C]1.8e-05[/C][/ROW]
[ROW][C]12[/C][C]0.601212[/C][C]5.4109[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.410587[/C][C]3.6953[/C][C]0.000199[/C][/ROW]
[ROW][C]14[/C][C]0.327377[/C][C]2.9464[/C][C]0.002099[/C][/ROW]
[ROW][C]15[/C][C]0.390468[/C][C]3.5142[/C][C]0.000362[/C][/ROW]
[ROW][C]16[/C][C]0.261863[/C][C]2.3568[/C][C]0.010425[/C][/ROW]
[ROW][C]17[/C][C]0.278545[/C][C]2.5069[/C][C]0.00709[/C][/ROW]
[ROW][C]18[/C][C]0.374086[/C][C]3.3668[/C][C]0.000583[/C][/ROW]
[ROW][C]19[/C][C]0.197304[/C][C]1.7757[/C][C]0.039766[/C][/ROW]
[ROW][C]20[/C][C]0.139267[/C][C]1.2534[/C][C]0.106832[/C][/ROW]
[ROW][C]21[/C][C]0.169149[/C][C]1.5223[/C][C]0.06591[/C][/ROW]
[ROW][C]22[/C][C]0.055492[/C][C]0.4994[/C][C]0.309415[/C][/ROW]
[ROW][C]23[/C][C]0.108277[/C][C]0.9745[/C][C]0.166357[/C][/ROW]
[ROW][C]24[/C][C]0.208067[/C][C]1.8726[/C][C]0.032366[/C][/ROW]
[ROW][C]25[/C][C]0.048667[/C][C]0.438[/C][C]0.331275[/C][/ROW]
[ROW][C]26[/C][C]-0.009165[/C][C]-0.0825[/C][C]0.532769[/C][/ROW]
[ROW][C]27[/C][C]0.037089[/C][C]0.3338[/C][C]0.369696[/C][/ROW]
[ROW][C]28[/C][C]-0.066216[/C][C]-0.5959[/C][C]0.723564[/C][/ROW]
[ROW][C]29[/C][C]-0.028517[/C][C]-0.2567[/C][C]0.60095[/C][/ROW]
[ROW][C]30[/C][C]0.023846[/C][C]0.2146[/C][C]0.415305[/C][/ROW]
[ROW][C]31[/C][C]-0.097515[/C][C]-0.8776[/C][C]0.808631[/C][/ROW]
[ROW][C]32[/C][C]-0.145946[/C][C]-1.3135[/C][C]0.903641[/C][/ROW]
[ROW][C]33[/C][C]-0.122669[/C][C]-1.104[/C][C]0.863574[/C][/ROW]
[ROW][C]34[/C][C]-0.219172[/C][C]-1.9726[/C][C]0.974021[/C][/ROW]
[ROW][C]35[/C][C]-0.17677[/C][C]-1.5909[/C][C]0.94224[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3391&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3391&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
0190
10.7647136.88240
20.6779236.10130
30.7584036.82560
40.6309035.67810
50.660845.94760
60.7697286.92760
70.5943325.3490
80.5155014.63957e-06
90.5648415.08361e-06
100.4380933.94288.5e-05
110.4858574.37271.8e-05
120.6012125.41090
130.4105873.69530.000199
140.3273772.94640.002099
150.3904683.51420.000362
160.2618632.35680.010425
170.2785452.50690.00709
180.3740863.36680.000583
190.1973041.77570.039766
200.1392671.25340.106832
210.1691491.52230.06591
220.0554920.49940.309415
230.1082770.97450.166357
240.2080671.87260.032366
250.0486670.4380.331275
26-0.009165-0.08250.532769
270.0370890.33380.369696
28-0.066216-0.59590.723564
29-0.028517-0.25670.60095
300.0238460.21460.415305
31-0.097515-0.87760.808631
32-0.145946-1.31350.903641
33-0.122669-1.1040.863574
34-0.219172-1.97260.974021
35-0.17677-1.59090.94224






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.7647136.88240
10.2243122.01880.023408
20.4684974.21653.2e-05
3-0.19885-1.78970.961376
40.3772443.39520.000532
50.232132.08920.019916
6-0.298373-2.68540.995607
7-0.191949-1.72750.956059
8-0.026411-0.23770.593641
9-0.127111-1.1440.872004
100.2418022.17620.016226
110.195481.75930.04115
12-0.249141-2.24230.986161
13-0.207159-1.86440.967058
140.0645620.58110.281406
15-0.078922-0.71030.760221
16-0.035507-0.31960.624938
170.011730.10560.458093
18-0.084345-0.75910.775002
190.0389040.35010.363574
20-0.093273-0.83950.798159
210.0398850.3590.360276
220.0715260.64370.260782
230.1078470.97060.167313
24-0.030068-0.27060.606312
25-0.103856-0.93470.823641
26-0.067996-0.6120.728862
270.0044050.03960.484236
28-0.009098-0.08190.532528
29-0.231747-2.08570.979924
300.1300141.17010.122691
31-0.050029-0.45030.673137
320.0617680.55590.289901
33-0.112567-1.01310.842987
34-0.02429-0.21860.586248
35-0.027618-0.24860.597837

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.764713 & 6.8824 & 0 \tabularnewline
1 & 0.224312 & 2.0188 & 0.023408 \tabularnewline
2 & 0.468497 & 4.2165 & 3.2e-05 \tabularnewline
3 & -0.19885 & -1.7897 & 0.961376 \tabularnewline
4 & 0.377244 & 3.3952 & 0.000532 \tabularnewline
5 & 0.23213 & 2.0892 & 0.019916 \tabularnewline
6 & -0.298373 & -2.6854 & 0.995607 \tabularnewline
7 & -0.191949 & -1.7275 & 0.956059 \tabularnewline
8 & -0.026411 & -0.2377 & 0.593641 \tabularnewline
9 & -0.127111 & -1.144 & 0.872004 \tabularnewline
10 & 0.241802 & 2.1762 & 0.016226 \tabularnewline
11 & 0.19548 & 1.7593 & 0.04115 \tabularnewline
12 & -0.249141 & -2.2423 & 0.986161 \tabularnewline
13 & -0.207159 & -1.8644 & 0.967058 \tabularnewline
14 & 0.064562 & 0.5811 & 0.281406 \tabularnewline
15 & -0.078922 & -0.7103 & 0.760221 \tabularnewline
16 & -0.035507 & -0.3196 & 0.624938 \tabularnewline
17 & 0.01173 & 0.1056 & 0.458093 \tabularnewline
18 & -0.084345 & -0.7591 & 0.775002 \tabularnewline
19 & 0.038904 & 0.3501 & 0.363574 \tabularnewline
20 & -0.093273 & -0.8395 & 0.798159 \tabularnewline
21 & 0.039885 & 0.359 & 0.360276 \tabularnewline
22 & 0.071526 & 0.6437 & 0.260782 \tabularnewline
23 & 0.107847 & 0.9706 & 0.167313 \tabularnewline
24 & -0.030068 & -0.2706 & 0.606312 \tabularnewline
25 & -0.103856 & -0.9347 & 0.823641 \tabularnewline
26 & -0.067996 & -0.612 & 0.728862 \tabularnewline
27 & 0.004405 & 0.0396 & 0.484236 \tabularnewline
28 & -0.009098 & -0.0819 & 0.532528 \tabularnewline
29 & -0.231747 & -2.0857 & 0.979924 \tabularnewline
30 & 0.130014 & 1.1701 & 0.122691 \tabularnewline
31 & -0.050029 & -0.4503 & 0.673137 \tabularnewline
32 & 0.061768 & 0.5559 & 0.289901 \tabularnewline
33 & -0.112567 & -1.0131 & 0.842987 \tabularnewline
34 & -0.02429 & -0.2186 & 0.586248 \tabularnewline
35 & -0.027618 & -0.2486 & 0.597837 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3391&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]0.764713[/C][C]6.8824[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.224312[/C][C]2.0188[/C][C]0.023408[/C][/ROW]
[ROW][C]2[/C][C]0.468497[/C][C]4.2165[/C][C]3.2e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.19885[/C][C]-1.7897[/C][C]0.961376[/C][/ROW]
[ROW][C]4[/C][C]0.377244[/C][C]3.3952[/C][C]0.000532[/C][/ROW]
[ROW][C]5[/C][C]0.23213[/C][C]2.0892[/C][C]0.019916[/C][/ROW]
[ROW][C]6[/C][C]-0.298373[/C][C]-2.6854[/C][C]0.995607[/C][/ROW]
[ROW][C]7[/C][C]-0.191949[/C][C]-1.7275[/C][C]0.956059[/C][/ROW]
[ROW][C]8[/C][C]-0.026411[/C][C]-0.2377[/C][C]0.593641[/C][/ROW]
[ROW][C]9[/C][C]-0.127111[/C][C]-1.144[/C][C]0.872004[/C][/ROW]
[ROW][C]10[/C][C]0.241802[/C][C]2.1762[/C][C]0.016226[/C][/ROW]
[ROW][C]11[/C][C]0.19548[/C][C]1.7593[/C][C]0.04115[/C][/ROW]
[ROW][C]12[/C][C]-0.249141[/C][C]-2.2423[/C][C]0.986161[/C][/ROW]
[ROW][C]13[/C][C]-0.207159[/C][C]-1.8644[/C][C]0.967058[/C][/ROW]
[ROW][C]14[/C][C]0.064562[/C][C]0.5811[/C][C]0.281406[/C][/ROW]
[ROW][C]15[/C][C]-0.078922[/C][C]-0.7103[/C][C]0.760221[/C][/ROW]
[ROW][C]16[/C][C]-0.035507[/C][C]-0.3196[/C][C]0.624938[/C][/ROW]
[ROW][C]17[/C][C]0.01173[/C][C]0.1056[/C][C]0.458093[/C][/ROW]
[ROW][C]18[/C][C]-0.084345[/C][C]-0.7591[/C][C]0.775002[/C][/ROW]
[ROW][C]19[/C][C]0.038904[/C][C]0.3501[/C][C]0.363574[/C][/ROW]
[ROW][C]20[/C][C]-0.093273[/C][C]-0.8395[/C][C]0.798159[/C][/ROW]
[ROW][C]21[/C][C]0.039885[/C][C]0.359[/C][C]0.360276[/C][/ROW]
[ROW][C]22[/C][C]0.071526[/C][C]0.6437[/C][C]0.260782[/C][/ROW]
[ROW][C]23[/C][C]0.107847[/C][C]0.9706[/C][C]0.167313[/C][/ROW]
[ROW][C]24[/C][C]-0.030068[/C][C]-0.2706[/C][C]0.606312[/C][/ROW]
[ROW][C]25[/C][C]-0.103856[/C][C]-0.9347[/C][C]0.823641[/C][/ROW]
[ROW][C]26[/C][C]-0.067996[/C][C]-0.612[/C][C]0.728862[/C][/ROW]
[ROW][C]27[/C][C]0.004405[/C][C]0.0396[/C][C]0.484236[/C][/ROW]
[ROW][C]28[/C][C]-0.009098[/C][C]-0.0819[/C][C]0.532528[/C][/ROW]
[ROW][C]29[/C][C]-0.231747[/C][C]-2.0857[/C][C]0.979924[/C][/ROW]
[ROW][C]30[/C][C]0.130014[/C][C]1.1701[/C][C]0.122691[/C][/ROW]
[ROW][C]31[/C][C]-0.050029[/C][C]-0.4503[/C][C]0.673137[/C][/ROW]
[ROW][C]32[/C][C]0.061768[/C][C]0.5559[/C][C]0.289901[/C][/ROW]
[ROW][C]33[/C][C]-0.112567[/C][C]-1.0131[/C][C]0.842987[/C][/ROW]
[ROW][C]34[/C][C]-0.02429[/C][C]-0.2186[/C][C]0.586248[/C][/ROW]
[ROW][C]35[/C][C]-0.027618[/C][C]-0.2486[/C][C]0.597837[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3391&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3391&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
00.7647136.88240
10.2243122.01880.023408
20.4684974.21653.2e-05
3-0.19885-1.78970.961376
40.3772443.39520.000532
50.232132.08920.019916
6-0.298373-2.68540.995607
7-0.191949-1.72750.956059
8-0.026411-0.23770.593641
9-0.127111-1.1440.872004
100.2418022.17620.016226
110.195481.75930.04115
12-0.249141-2.24230.986161
13-0.207159-1.86440.967058
140.0645620.58110.281406
15-0.078922-0.71030.760221
16-0.035507-0.31960.624938
170.011730.10560.458093
18-0.084345-0.75910.775002
190.0389040.35010.363574
20-0.093273-0.83950.798159
210.0398850.3590.360276
220.0715260.64370.260782
230.1078470.97060.167313
24-0.030068-0.27060.606312
25-0.103856-0.93470.823641
26-0.067996-0.6120.728862
270.0044050.03960.484236
28-0.009098-0.08190.532528
29-0.231747-2.08570.979924
300.1300141.17010.122691
31-0.050029-0.45030.673137
320.0617680.55590.289901
33-0.112567-1.01310.842987
34-0.02429-0.21860.586248
35-0.027618-0.24860.597837


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')