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Description of Statistical Computation

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 computationTue, 24 Nov 2009 06:47:21 -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/2009/Nov/24/t1259070468r1j8b4s3rga4s05.htm/, Retrieved Wed, 18 Jun 2025 00:39:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59053, Retrieved Wed, 18 Jun 2025 00:39:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact287

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:19:56] [b98453cac15ba1066b407e146608df68]
- R  D          [(Partial) Autocorrelation Function] [] [2009-11-24 13:47:21] [4057bfb3a128b4e91b455d276991f7f0] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
11
8
6
10
11
10
9
8
11
10
12
13
13
13
13
13
12
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12
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11
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13
13
12
10
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10
9
7
11
11
12
13
13
12
12
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12
12
12
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13
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11
13
12
11
12
12
11
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10
9
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5
8
5
5
5
1
3
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7
2
3

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59053&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59053&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59053&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 computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7977036.12730
20.7019185.39151e-06
30.6162334.73347e-06
40.578894.44652e-05
50.5220434.00998.7e-05
60.382812.94040.002338
70.2951862.26740.013523
80.1515111.16380.124599
90.0812720.62430.267432
10-0.012034-0.09240.463334
11-0.057968-0.44530.328881
12-0.150822-1.15850.125667
13-0.230193-1.76810.041103
14-0.261945-2.0120.024394
15-0.227455-1.74710.042911
16-0.219118-1.68310.048822
17-0.241468-1.85480.034315
18-0.226661-1.7410.043447
19-0.232169-1.78330.039839
20-0.168142-1.29150.10078
21-0.139852-1.07420.143549
22-0.073164-0.5620.288128
23-0.076011-0.58390.280773
24-0.046841-0.35980.360142
250.0206350.15850.437301
260.0588460.4520.326461
270.1155910.88790.189108
280.1189440.91360.182316
290.1411021.08380.141427
300.1498661.15110.127158
310.1933081.48480.071457
320.1820281.39820.083646
330.1682691.29250.100612
340.1213420.9320.177555
350.09570.73510.232599
360.0623480.47890.31689

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.797703 & 6.1273 & 0 \tabularnewline
2 & 0.701918 & 5.3915 & 1e-06 \tabularnewline
3 & 0.616233 & 4.7334 & 7e-06 \tabularnewline
4 & 0.57889 & 4.4465 & 2e-05 \tabularnewline
5 & 0.522043 & 4.0099 & 8.7e-05 \tabularnewline
6 & 0.38281 & 2.9404 & 0.002338 \tabularnewline
7 & 0.295186 & 2.2674 & 0.013523 \tabularnewline
8 & 0.151511 & 1.1638 & 0.124599 \tabularnewline
9 & 0.081272 & 0.6243 & 0.267432 \tabularnewline
10 & -0.012034 & -0.0924 & 0.463334 \tabularnewline
11 & -0.057968 & -0.4453 & 0.328881 \tabularnewline
12 & -0.150822 & -1.1585 & 0.125667 \tabularnewline
13 & -0.230193 & -1.7681 & 0.041103 \tabularnewline
14 & -0.261945 & -2.012 & 0.024394 \tabularnewline
15 & -0.227455 & -1.7471 & 0.042911 \tabularnewline
16 & -0.219118 & -1.6831 & 0.048822 \tabularnewline
17 & -0.241468 & -1.8548 & 0.034315 \tabularnewline
18 & -0.226661 & -1.741 & 0.043447 \tabularnewline
19 & -0.232169 & -1.7833 & 0.039839 \tabularnewline
20 & -0.168142 & -1.2915 & 0.10078 \tabularnewline
21 & -0.139852 & -1.0742 & 0.143549 \tabularnewline
22 & -0.073164 & -0.562 & 0.288128 \tabularnewline
23 & -0.076011 & -0.5839 & 0.280773 \tabularnewline
24 & -0.046841 & -0.3598 & 0.360142 \tabularnewline
25 & 0.020635 & 0.1585 & 0.437301 \tabularnewline
26 & 0.058846 & 0.452 & 0.326461 \tabularnewline
27 & 0.115591 & 0.8879 & 0.189108 \tabularnewline
28 & 0.118944 & 0.9136 & 0.182316 \tabularnewline
29 & 0.141102 & 1.0838 & 0.141427 \tabularnewline
30 & 0.149866 & 1.1511 & 0.127158 \tabularnewline
31 & 0.193308 & 1.4848 & 0.071457 \tabularnewline
32 & 0.182028 & 1.3982 & 0.083646 \tabularnewline
33 & 0.168269 & 1.2925 & 0.100612 \tabularnewline
34 & 0.121342 & 0.932 & 0.177555 \tabularnewline
35 & 0.0957 & 0.7351 & 0.232599 \tabularnewline
36 & 0.062348 & 0.4789 & 0.31689 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59053&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]0.797703[/C][C]6.1273[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.701918[/C][C]5.3915[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.616233[/C][C]4.7334[/C][C]7e-06[/C][/ROW]
[ROW][C]4[/C][C]0.57889[/C][C]4.4465[/C][C]2e-05[/C][/ROW]
[ROW][C]5[/C][C]0.522043[/C][C]4.0099[/C][C]8.7e-05[/C][/ROW]
[ROW][C]6[/C][C]0.38281[/C][C]2.9404[/C][C]0.002338[/C][/ROW]
[ROW][C]7[/C][C]0.295186[/C][C]2.2674[/C][C]0.013523[/C][/ROW]
[ROW][C]8[/C][C]0.151511[/C][C]1.1638[/C][C]0.124599[/C][/ROW]
[ROW][C]9[/C][C]0.081272[/C][C]0.6243[/C][C]0.267432[/C][/ROW]
[ROW][C]10[/C][C]-0.012034[/C][C]-0.0924[/C][C]0.463334[/C][/ROW]
[ROW][C]11[/C][C]-0.057968[/C][C]-0.4453[/C][C]0.328881[/C][/ROW]
[ROW][C]12[/C][C]-0.150822[/C][C]-1.1585[/C][C]0.125667[/C][/ROW]
[ROW][C]13[/C][C]-0.230193[/C][C]-1.7681[/C][C]0.041103[/C][/ROW]
[ROW][C]14[/C][C]-0.261945[/C][C]-2.012[/C][C]0.024394[/C][/ROW]
[ROW][C]15[/C][C]-0.227455[/C][C]-1.7471[/C][C]0.042911[/C][/ROW]
[ROW][C]16[/C][C]-0.219118[/C][C]-1.6831[/C][C]0.048822[/C][/ROW]
[ROW][C]17[/C][C]-0.241468[/C][C]-1.8548[/C][C]0.034315[/C][/ROW]
[ROW][C]18[/C][C]-0.226661[/C][C]-1.741[/C][C]0.043447[/C][/ROW]
[ROW][C]19[/C][C]-0.232169[/C][C]-1.7833[/C][C]0.039839[/C][/ROW]
[ROW][C]20[/C][C]-0.168142[/C][C]-1.2915[/C][C]0.10078[/C][/ROW]
[ROW][C]21[/C][C]-0.139852[/C][C]-1.0742[/C][C]0.143549[/C][/ROW]
[ROW][C]22[/C][C]-0.073164[/C][C]-0.562[/C][C]0.288128[/C][/ROW]
[ROW][C]23[/C][C]-0.076011[/C][C]-0.5839[/C][C]0.280773[/C][/ROW]
[ROW][C]24[/C][C]-0.046841[/C][C]-0.3598[/C][C]0.360142[/C][/ROW]
[ROW][C]25[/C][C]0.020635[/C][C]0.1585[/C][C]0.437301[/C][/ROW]
[ROW][C]26[/C][C]0.058846[/C][C]0.452[/C][C]0.326461[/C][/ROW]
[ROW][C]27[/C][C]0.115591[/C][C]0.8879[/C][C]0.189108[/C][/ROW]
[ROW][C]28[/C][C]0.118944[/C][C]0.9136[/C][C]0.182316[/C][/ROW]
[ROW][C]29[/C][C]0.141102[/C][C]1.0838[/C][C]0.141427[/C][/ROW]
[ROW][C]30[/C][C]0.149866[/C][C]1.1511[/C][C]0.127158[/C][/ROW]
[ROW][C]31[/C][C]0.193308[/C][C]1.4848[/C][C]0.071457[/C][/ROW]
[ROW][C]32[/C][C]0.182028[/C][C]1.3982[/C][C]0.083646[/C][/ROW]
[ROW][C]33[/C][C]0.168269[/C][C]1.2925[/C][C]0.100612[/C][/ROW]
[ROW][C]34[/C][C]0.121342[/C][C]0.932[/C][C]0.177555[/C][/ROW]
[ROW][C]35[/C][C]0.0957[/C][C]0.7351[/C][C]0.232599[/C][/ROW]
[ROW][C]36[/C][C]0.062348[/C][C]0.4789[/C][C]0.31689[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59053&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59053&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
10.7977036.12730
20.7019185.39151e-06
30.6162334.73347e-06
40.578894.44652e-05
50.5220434.00998.7e-05
60.382812.94040.002338
70.2951862.26740.013523
80.1515111.16380.124599
90.0812720.62430.267432
10-0.012034-0.09240.463334
11-0.057968-0.44530.328881
12-0.150822-1.15850.125667
13-0.230193-1.76810.041103
14-0.261945-2.0120.024394
15-0.227455-1.74710.042911
16-0.219118-1.68310.048822
17-0.241468-1.85480.034315
18-0.226661-1.7410.043447
19-0.232169-1.78330.039839
20-0.168142-1.29150.10078
21-0.139852-1.07420.143549
22-0.073164-0.5620.288128
23-0.076011-0.58390.280773
24-0.046841-0.35980.360142
250.0206350.15850.437301
260.0588460.4520.326461
270.1155910.88790.189108
280.1189440.91360.182316
290.1411021.08380.141427
300.1498661.15110.127158
310.1933081.48480.071457
320.1820281.39820.083646
330.1682691.29250.100612
340.1213420.9320.177555
350.09570.73510.232599
360.0623480.47890.31689






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7977036.12730
20.1803491.38530.08559
30.0381640.29310.385219
40.1158330.88970.188613
5-0.003374-0.02590.489707
6-0.259801-1.99560.025302
7-0.04364-0.33520.36933
8-0.238587-1.83260.035953
9-0.026214-0.20140.420556
10-0.068744-0.5280.299728
110.0765930.58830.279282
12-0.119014-0.91420.182176
13-0.023113-0.17750.429847
140.0127160.09770.461261
150.2223821.70810.046433
16-0.034302-0.26350.396551
170.0004010.00310.498775
180.0120170.09230.463385
19-0.088791-0.6820.248949
200.0276920.21270.416146
210.0011020.00850.496639
220.0582310.44730.328155
23-0.103901-0.79810.214013
240.0515460.39590.346792
250.098620.75750.225878
26-0.01147-0.08810.465047
270.0369410.28370.388798
280.0690670.53050.298874
29-0.043783-0.33630.368918
30-0.007182-0.05520.478097
310.0645270.49560.310996
32-0.10455-0.80310.21258
33-0.05038-0.3870.350084
34-0.080983-0.6220.268157
350.0151860.11660.453767
36-0.11597-0.89080.188332

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.797703 & 6.1273 & 0 \tabularnewline
2 & 0.180349 & 1.3853 & 0.08559 \tabularnewline
3 & 0.038164 & 0.2931 & 0.385219 \tabularnewline
4 & 0.115833 & 0.8897 & 0.188613 \tabularnewline
5 & -0.003374 & -0.0259 & 0.489707 \tabularnewline
6 & -0.259801 & -1.9956 & 0.025302 \tabularnewline
7 & -0.04364 & -0.3352 & 0.36933 \tabularnewline
8 & -0.238587 & -1.8326 & 0.035953 \tabularnewline
9 & -0.026214 & -0.2014 & 0.420556 \tabularnewline
10 & -0.068744 & -0.528 & 0.299728 \tabularnewline
11 & 0.076593 & 0.5883 & 0.279282 \tabularnewline
12 & -0.119014 & -0.9142 & 0.182176 \tabularnewline
13 & -0.023113 & -0.1775 & 0.429847 \tabularnewline
14 & 0.012716 & 0.0977 & 0.461261 \tabularnewline
15 & 0.222382 & 1.7081 & 0.046433 \tabularnewline
16 & -0.034302 & -0.2635 & 0.396551 \tabularnewline
17 & 0.000401 & 0.0031 & 0.498775 \tabularnewline
18 & 0.012017 & 0.0923 & 0.463385 \tabularnewline
19 & -0.088791 & -0.682 & 0.248949 \tabularnewline
20 & 0.027692 & 0.2127 & 0.416146 \tabularnewline
21 & 0.001102 & 0.0085 & 0.496639 \tabularnewline
22 & 0.058231 & 0.4473 & 0.328155 \tabularnewline
23 & -0.103901 & -0.7981 & 0.214013 \tabularnewline
24 & 0.051546 & 0.3959 & 0.346792 \tabularnewline
25 & 0.09862 & 0.7575 & 0.225878 \tabularnewline
26 & -0.01147 & -0.0881 & 0.465047 \tabularnewline
27 & 0.036941 & 0.2837 & 0.388798 \tabularnewline
28 & 0.069067 & 0.5305 & 0.298874 \tabularnewline
29 & -0.043783 & -0.3363 & 0.368918 \tabularnewline
30 & -0.007182 & -0.0552 & 0.478097 \tabularnewline
31 & 0.064527 & 0.4956 & 0.310996 \tabularnewline
32 & -0.10455 & -0.8031 & 0.21258 \tabularnewline
33 & -0.05038 & -0.387 & 0.350084 \tabularnewline
34 & -0.080983 & -0.622 & 0.268157 \tabularnewline
35 & 0.015186 & 0.1166 & 0.453767 \tabularnewline
36 & -0.11597 & -0.8908 & 0.188332 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59053&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]0.797703[/C][C]6.1273[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.180349[/C][C]1.3853[/C][C]0.08559[/C][/ROW]
[ROW][C]3[/C][C]0.038164[/C][C]0.2931[/C][C]0.385219[/C][/ROW]
[ROW][C]4[/C][C]0.115833[/C][C]0.8897[/C][C]0.188613[/C][/ROW]
[ROW][C]5[/C][C]-0.003374[/C][C]-0.0259[/C][C]0.489707[/C][/ROW]
[ROW][C]6[/C][C]-0.259801[/C][C]-1.9956[/C][C]0.025302[/C][/ROW]
[ROW][C]7[/C][C]-0.04364[/C][C]-0.3352[/C][C]0.36933[/C][/ROW]
[ROW][C]8[/C][C]-0.238587[/C][C]-1.8326[/C][C]0.035953[/C][/ROW]
[ROW][C]9[/C][C]-0.026214[/C][C]-0.2014[/C][C]0.420556[/C][/ROW]
[ROW][C]10[/C][C]-0.068744[/C][C]-0.528[/C][C]0.299728[/C][/ROW]
[ROW][C]11[/C][C]0.076593[/C][C]0.5883[/C][C]0.279282[/C][/ROW]
[ROW][C]12[/C][C]-0.119014[/C][C]-0.9142[/C][C]0.182176[/C][/ROW]
[ROW][C]13[/C][C]-0.023113[/C][C]-0.1775[/C][C]0.429847[/C][/ROW]
[ROW][C]14[/C][C]0.012716[/C][C]0.0977[/C][C]0.461261[/C][/ROW]
[ROW][C]15[/C][C]0.222382[/C][C]1.7081[/C][C]0.046433[/C][/ROW]
[ROW][C]16[/C][C]-0.034302[/C][C]-0.2635[/C][C]0.396551[/C][/ROW]
[ROW][C]17[/C][C]0.000401[/C][C]0.0031[/C][C]0.498775[/C][/ROW]
[ROW][C]18[/C][C]0.012017[/C][C]0.0923[/C][C]0.463385[/C][/ROW]
[ROW][C]19[/C][C]-0.088791[/C][C]-0.682[/C][C]0.248949[/C][/ROW]
[ROW][C]20[/C][C]0.027692[/C][C]0.2127[/C][C]0.416146[/C][/ROW]
[ROW][C]21[/C][C]0.001102[/C][C]0.0085[/C][C]0.496639[/C][/ROW]
[ROW][C]22[/C][C]0.058231[/C][C]0.4473[/C][C]0.328155[/C][/ROW]
[ROW][C]23[/C][C]-0.103901[/C][C]-0.7981[/C][C]0.214013[/C][/ROW]
[ROW][C]24[/C][C]0.051546[/C][C]0.3959[/C][C]0.346792[/C][/ROW]
[ROW][C]25[/C][C]0.09862[/C][C]0.7575[/C][C]0.225878[/C][/ROW]
[ROW][C]26[/C][C]-0.01147[/C][C]-0.0881[/C][C]0.465047[/C][/ROW]
[ROW][C]27[/C][C]0.036941[/C][C]0.2837[/C][C]0.388798[/C][/ROW]
[ROW][C]28[/C][C]0.069067[/C][C]0.5305[/C][C]0.298874[/C][/ROW]
[ROW][C]29[/C][C]-0.043783[/C][C]-0.3363[/C][C]0.368918[/C][/ROW]
[ROW][C]30[/C][C]-0.007182[/C][C]-0.0552[/C][C]0.478097[/C][/ROW]
[ROW][C]31[/C][C]0.064527[/C][C]0.4956[/C][C]0.310996[/C][/ROW]
[ROW][C]32[/C][C]-0.10455[/C][C]-0.8031[/C][C]0.21258[/C][/ROW]
[ROW][C]33[/C][C]-0.05038[/C][C]-0.387[/C][C]0.350084[/C][/ROW]
[ROW][C]34[/C][C]-0.080983[/C][C]-0.622[/C][C]0.268157[/C][/ROW]
[ROW][C]35[/C][C]0.015186[/C][C]0.1166[/C][C]0.453767[/C][/ROW]
[ROW][C]36[/C][C]-0.11597[/C][C]-0.8908[/C][C]0.188332[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59053&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59053&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
10.7977036.12730
20.1803491.38530.08559
30.0381640.29310.385219
40.1158330.88970.188613
5-0.003374-0.02590.489707
6-0.259801-1.99560.025302
7-0.04364-0.33520.36933
8-0.238587-1.83260.035953
9-0.026214-0.20140.420556
10-0.068744-0.5280.299728
110.0765930.58830.279282
12-0.119014-0.91420.182176
13-0.023113-0.17750.429847
140.0127160.09770.461261
150.2223821.70810.046433
16-0.034302-0.26350.396551
170.0004010.00310.498775
180.0120170.09230.463385
19-0.088791-0.6820.248949
200.0276920.21270.416146
210.0011020.00850.496639
220.0582310.44730.328155
23-0.103901-0.79810.214013
240.0515460.39590.346792
250.098620.75750.225878
26-0.01147-0.08810.465047
270.0369410.28370.388798
280.0690670.53050.298874
29-0.043783-0.33630.368918
30-0.007182-0.05520.478097
310.0645270.49560.310996
32-0.10455-0.80310.21258
33-0.05038-0.3870.350084
34-0.080983-0.6220.268157
350.0151860.11660.453767
36-0.11597-0.89080.188332


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
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 (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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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')