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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 computationWed, 02 Dec 2009 09:01:49 -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/Dec/02/t1259769746bgnd1lzqc9ut46i.htm/, Retrieved Sat, 27 Apr 2024 13:35:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62398, Retrieved Sat, 27 Apr 2024 13:35:33 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact106

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] [] [2009-12-02 16:01:49] [c4328af89eba9af53ee195d6fed304d9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1111.92
1131.13
1144.94
1113.89
1107.30
1120.68
1140.84
1101.72
1104.24
1114.58
1130.20
1173.78
1211.92
1181.27
1203.60
1180.59
1156.85
1191.50
1191.33
1234.18
1220.33
1228.81
1207.01
1249.48
1248.29
1280.08
1280.66
1302.88
1310.61
1270.05
1270.06
1278.53
1303.80
1335.83
1377.76
1400.63
1418.03
1437.90
1406.80
1420.83
1482.37
1530.63
1504.66
1455.18
1473.96
1527.29
1545.79
1479.63
1467.97
1378.60
1330.45
1326.41
1385.97
1399.62
1276.69
1269.42
1287.83
1164.17
968.67
888.61

Tables (Output of Computation)





Summary of computational 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 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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62398&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62398&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62398&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8162945.65550
20.6117944.23865.1e-05
30.4924663.41190.000659
40.4469973.09690.001631
50.3811622.64080.005564
60.2833811.96330.027708
70.2217671.53640.065497
80.1568961.0870.141231
90.0797130.55230.291663
10-0.01022-0.07080.471922
11-0.097457-0.67520.251394
12-0.160113-1.10930.136414
13-0.200049-1.3860.086079
14-0.201109-1.39330.084971
15-0.198115-1.37260.088131
16-0.215636-1.4940.070864
17-0.227387-1.57540.060869
18-0.190901-1.32260.096117
19-0.138387-0.95880.171239
20-0.121282-0.84030.202463
21-0.131753-0.91280.182953
22-0.137682-0.95390.17246
23-0.132174-0.91570.182194
24-0.118778-0.82290.207312
25-0.097677-0.67670.250914
26-0.068312-0.47330.319081
27-0.059599-0.41290.340755
28-0.064881-0.44950.327545
29-0.092296-0.63940.262787
30-0.113812-0.78850.217136
31-0.125291-0.8680.194846
32-0.100552-0.69660.244692
33-0.083042-0.57530.283877
34-0.081749-0.56640.286889
35-0.076872-0.53260.29839
36-0.093924-0.65070.259165

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.816294 & 5.6555 & 0 \tabularnewline
2 & 0.611794 & 4.2386 & 5.1e-05 \tabularnewline
3 & 0.492466 & 3.4119 & 0.000659 \tabularnewline
4 & 0.446997 & 3.0969 & 0.001631 \tabularnewline
5 & 0.381162 & 2.6408 & 0.005564 \tabularnewline
6 & 0.283381 & 1.9633 & 0.027708 \tabularnewline
7 & 0.221767 & 1.5364 & 0.065497 \tabularnewline
8 & 0.156896 & 1.087 & 0.141231 \tabularnewline
9 & 0.079713 & 0.5523 & 0.291663 \tabularnewline
10 & -0.01022 & -0.0708 & 0.471922 \tabularnewline
11 & -0.097457 & -0.6752 & 0.251394 \tabularnewline
12 & -0.160113 & -1.1093 & 0.136414 \tabularnewline
13 & -0.200049 & -1.386 & 0.086079 \tabularnewline
14 & -0.201109 & -1.3933 & 0.084971 \tabularnewline
15 & -0.198115 & -1.3726 & 0.088131 \tabularnewline
16 & -0.215636 & -1.494 & 0.070864 \tabularnewline
17 & -0.227387 & -1.5754 & 0.060869 \tabularnewline
18 & -0.190901 & -1.3226 & 0.096117 \tabularnewline
19 & -0.138387 & -0.9588 & 0.171239 \tabularnewline
20 & -0.121282 & -0.8403 & 0.202463 \tabularnewline
21 & -0.131753 & -0.9128 & 0.182953 \tabularnewline
22 & -0.137682 & -0.9539 & 0.17246 \tabularnewline
23 & -0.132174 & -0.9157 & 0.182194 \tabularnewline
24 & -0.118778 & -0.8229 & 0.207312 \tabularnewline
25 & -0.097677 & -0.6767 & 0.250914 \tabularnewline
26 & -0.068312 & -0.4733 & 0.319081 \tabularnewline
27 & -0.059599 & -0.4129 & 0.340755 \tabularnewline
28 & -0.064881 & -0.4495 & 0.327545 \tabularnewline
29 & -0.092296 & -0.6394 & 0.262787 \tabularnewline
30 & -0.113812 & -0.7885 & 0.217136 \tabularnewline
31 & -0.125291 & -0.868 & 0.194846 \tabularnewline
32 & -0.100552 & -0.6966 & 0.244692 \tabularnewline
33 & -0.083042 & -0.5753 & 0.283877 \tabularnewline
34 & -0.081749 & -0.5664 & 0.286889 \tabularnewline
35 & -0.076872 & -0.5326 & 0.29839 \tabularnewline
36 & -0.093924 & -0.6507 & 0.259165 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62398&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]0.816294[/C][C]5.6555[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.611794[/C][C]4.2386[/C][C]5.1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.492466[/C][C]3.4119[/C][C]0.000659[/C][/ROW]
[ROW][C]4[/C][C]0.446997[/C][C]3.0969[/C][C]0.001631[/C][/ROW]
[ROW][C]5[/C][C]0.381162[/C][C]2.6408[/C][C]0.005564[/C][/ROW]
[ROW][C]6[/C][C]0.283381[/C][C]1.9633[/C][C]0.027708[/C][/ROW]
[ROW][C]7[/C][C]0.221767[/C][C]1.5364[/C][C]0.065497[/C][/ROW]
[ROW][C]8[/C][C]0.156896[/C][C]1.087[/C][C]0.141231[/C][/ROW]
[ROW][C]9[/C][C]0.079713[/C][C]0.5523[/C][C]0.291663[/C][/ROW]
[ROW][C]10[/C][C]-0.01022[/C][C]-0.0708[/C][C]0.471922[/C][/ROW]
[ROW][C]11[/C][C]-0.097457[/C][C]-0.6752[/C][C]0.251394[/C][/ROW]
[ROW][C]12[/C][C]-0.160113[/C][C]-1.1093[/C][C]0.136414[/C][/ROW]
[ROW][C]13[/C][C]-0.200049[/C][C]-1.386[/C][C]0.086079[/C][/ROW]
[ROW][C]14[/C][C]-0.201109[/C][C]-1.3933[/C][C]0.084971[/C][/ROW]
[ROW][C]15[/C][C]-0.198115[/C][C]-1.3726[/C][C]0.088131[/C][/ROW]
[ROW][C]16[/C][C]-0.215636[/C][C]-1.494[/C][C]0.070864[/C][/ROW]
[ROW][C]17[/C][C]-0.227387[/C][C]-1.5754[/C][C]0.060869[/C][/ROW]
[ROW][C]18[/C][C]-0.190901[/C][C]-1.3226[/C][C]0.096117[/C][/ROW]
[ROW][C]19[/C][C]-0.138387[/C][C]-0.9588[/C][C]0.171239[/C][/ROW]
[ROW][C]20[/C][C]-0.121282[/C][C]-0.8403[/C][C]0.202463[/C][/ROW]
[ROW][C]21[/C][C]-0.131753[/C][C]-0.9128[/C][C]0.182953[/C][/ROW]
[ROW][C]22[/C][C]-0.137682[/C][C]-0.9539[/C][C]0.17246[/C][/ROW]
[ROW][C]23[/C][C]-0.132174[/C][C]-0.9157[/C][C]0.182194[/C][/ROW]
[ROW][C]24[/C][C]-0.118778[/C][C]-0.8229[/C][C]0.207312[/C][/ROW]
[ROW][C]25[/C][C]-0.097677[/C][C]-0.6767[/C][C]0.250914[/C][/ROW]
[ROW][C]26[/C][C]-0.068312[/C][C]-0.4733[/C][C]0.319081[/C][/ROW]
[ROW][C]27[/C][C]-0.059599[/C][C]-0.4129[/C][C]0.340755[/C][/ROW]
[ROW][C]28[/C][C]-0.064881[/C][C]-0.4495[/C][C]0.327545[/C][/ROW]
[ROW][C]29[/C][C]-0.092296[/C][C]-0.6394[/C][C]0.262787[/C][/ROW]
[ROW][C]30[/C][C]-0.113812[/C][C]-0.7885[/C][C]0.217136[/C][/ROW]
[ROW][C]31[/C][C]-0.125291[/C][C]-0.868[/C][C]0.194846[/C][/ROW]
[ROW][C]32[/C][C]-0.100552[/C][C]-0.6966[/C][C]0.244692[/C][/ROW]
[ROW][C]33[/C][C]-0.083042[/C][C]-0.5753[/C][C]0.283877[/C][/ROW]
[ROW][C]34[/C][C]-0.081749[/C][C]-0.5664[/C][C]0.286889[/C][/ROW]
[ROW][C]35[/C][C]-0.076872[/C][C]-0.5326[/C][C]0.29839[/C][/ROW]
[ROW][C]36[/C][C]-0.093924[/C][C]-0.6507[/C][C]0.259165[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62398&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62398&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
10.8162945.65550
20.6117944.23865.1e-05
30.4924663.41190.000659
40.4469973.09690.001631
50.3811622.64080.005564
60.2833811.96330.027708
70.2217671.53640.065497
80.1568961.0870.141231
90.0797130.55230.291663
10-0.01022-0.07080.471922
11-0.097457-0.67520.251394
12-0.160113-1.10930.136414
13-0.200049-1.3860.086079
14-0.201109-1.39330.084971
15-0.198115-1.37260.088131
16-0.215636-1.4940.070864
17-0.227387-1.57540.060869
18-0.190901-1.32260.096117
19-0.138387-0.95880.171239
20-0.121282-0.84030.202463
21-0.131753-0.91280.182953
22-0.137682-0.95390.17246
23-0.132174-0.91570.182194
24-0.118778-0.82290.207312
25-0.097677-0.67670.250914
26-0.068312-0.47330.319081
27-0.059599-0.41290.340755
28-0.064881-0.44950.327545
29-0.092296-0.63940.262787
30-0.113812-0.78850.217136
31-0.125291-0.8680.194846
32-0.100552-0.69660.244692
33-0.083042-0.57530.283877
34-0.081749-0.56640.286889
35-0.076872-0.53260.29839
36-0.093924-0.65070.259165






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8162945.65550
2-0.163463-1.13250.131524
30.1381440.95710.171658
40.1119870.77590.220816
5-0.085821-0.59460.277455
6-0.067894-0.47040.320106
70.0672860.46620.321602
8-0.11894-0.8240.206996
9-0.07118-0.49310.312078
10-0.078262-0.54220.29509
11-0.106922-0.74080.231218
12-0.044113-0.30560.380607
13-0.015064-0.10440.458657
140.0522950.36230.359355
15-0.00995-0.06890.472664
16-0.051009-0.35340.362667
170.0163320.11320.455191
180.1027010.71150.240099
190.0118510.08210.467451
20-0.044108-0.30560.380619
21-0.042361-0.29350.385208
22-0.058129-0.40270.344468
23-0.06011-0.41650.339467
24-0.002886-0.020.492066
250.0126910.08790.465151
260.0111890.07750.469265
27-0.055975-0.38780.349938
28-0.020621-0.14290.443496
29-0.087335-0.60510.273991
30-0.015715-0.10890.456876
31-0.005693-0.03940.48435
320.0829180.57450.284166
33-0.063849-0.44240.330108
34-0.022417-0.15530.438615
350.0299610.20760.418219
36-0.101754-0.7050.242118

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.816294 & 5.6555 & 0 \tabularnewline
2 & -0.163463 & -1.1325 & 0.131524 \tabularnewline
3 & 0.138144 & 0.9571 & 0.171658 \tabularnewline
4 & 0.111987 & 0.7759 & 0.220816 \tabularnewline
5 & -0.085821 & -0.5946 & 0.277455 \tabularnewline
6 & -0.067894 & -0.4704 & 0.320106 \tabularnewline
7 & 0.067286 & 0.4662 & 0.321602 \tabularnewline
8 & -0.11894 & -0.824 & 0.206996 \tabularnewline
9 & -0.07118 & -0.4931 & 0.312078 \tabularnewline
10 & -0.078262 & -0.5422 & 0.29509 \tabularnewline
11 & -0.106922 & -0.7408 & 0.231218 \tabularnewline
12 & -0.044113 & -0.3056 & 0.380607 \tabularnewline
13 & -0.015064 & -0.1044 & 0.458657 \tabularnewline
14 & 0.052295 & 0.3623 & 0.359355 \tabularnewline
15 & -0.00995 & -0.0689 & 0.472664 \tabularnewline
16 & -0.051009 & -0.3534 & 0.362667 \tabularnewline
17 & 0.016332 & 0.1132 & 0.455191 \tabularnewline
18 & 0.102701 & 0.7115 & 0.240099 \tabularnewline
19 & 0.011851 & 0.0821 & 0.467451 \tabularnewline
20 & -0.044108 & -0.3056 & 0.380619 \tabularnewline
21 & -0.042361 & -0.2935 & 0.385208 \tabularnewline
22 & -0.058129 & -0.4027 & 0.344468 \tabularnewline
23 & -0.06011 & -0.4165 & 0.339467 \tabularnewline
24 & -0.002886 & -0.02 & 0.492066 \tabularnewline
25 & 0.012691 & 0.0879 & 0.465151 \tabularnewline
26 & 0.011189 & 0.0775 & 0.469265 \tabularnewline
27 & -0.055975 & -0.3878 & 0.349938 \tabularnewline
28 & -0.020621 & -0.1429 & 0.443496 \tabularnewline
29 & -0.087335 & -0.6051 & 0.273991 \tabularnewline
30 & -0.015715 & -0.1089 & 0.456876 \tabularnewline
31 & -0.005693 & -0.0394 & 0.48435 \tabularnewline
32 & 0.082918 & 0.5745 & 0.284166 \tabularnewline
33 & -0.063849 & -0.4424 & 0.330108 \tabularnewline
34 & -0.022417 & -0.1553 & 0.438615 \tabularnewline
35 & 0.029961 & 0.2076 & 0.418219 \tabularnewline
36 & -0.101754 & -0.705 & 0.242118 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62398&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]0.816294[/C][C]5.6555[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.163463[/C][C]-1.1325[/C][C]0.131524[/C][/ROW]
[ROW][C]3[/C][C]0.138144[/C][C]0.9571[/C][C]0.171658[/C][/ROW]
[ROW][C]4[/C][C]0.111987[/C][C]0.7759[/C][C]0.220816[/C][/ROW]
[ROW][C]5[/C][C]-0.085821[/C][C]-0.5946[/C][C]0.277455[/C][/ROW]
[ROW][C]6[/C][C]-0.067894[/C][C]-0.4704[/C][C]0.320106[/C][/ROW]
[ROW][C]7[/C][C]0.067286[/C][C]0.4662[/C][C]0.321602[/C][/ROW]
[ROW][C]8[/C][C]-0.11894[/C][C]-0.824[/C][C]0.206996[/C][/ROW]
[ROW][C]9[/C][C]-0.07118[/C][C]-0.4931[/C][C]0.312078[/C][/ROW]
[ROW][C]10[/C][C]-0.078262[/C][C]-0.5422[/C][C]0.29509[/C][/ROW]
[ROW][C]11[/C][C]-0.106922[/C][C]-0.7408[/C][C]0.231218[/C][/ROW]
[ROW][C]12[/C][C]-0.044113[/C][C]-0.3056[/C][C]0.380607[/C][/ROW]
[ROW][C]13[/C][C]-0.015064[/C][C]-0.1044[/C][C]0.458657[/C][/ROW]
[ROW][C]14[/C][C]0.052295[/C][C]0.3623[/C][C]0.359355[/C][/ROW]
[ROW][C]15[/C][C]-0.00995[/C][C]-0.0689[/C][C]0.472664[/C][/ROW]
[ROW][C]16[/C][C]-0.051009[/C][C]-0.3534[/C][C]0.362667[/C][/ROW]
[ROW][C]17[/C][C]0.016332[/C][C]0.1132[/C][C]0.455191[/C][/ROW]
[ROW][C]18[/C][C]0.102701[/C][C]0.7115[/C][C]0.240099[/C][/ROW]
[ROW][C]19[/C][C]0.011851[/C][C]0.0821[/C][C]0.467451[/C][/ROW]
[ROW][C]20[/C][C]-0.044108[/C][C]-0.3056[/C][C]0.380619[/C][/ROW]
[ROW][C]21[/C][C]-0.042361[/C][C]-0.2935[/C][C]0.385208[/C][/ROW]
[ROW][C]22[/C][C]-0.058129[/C][C]-0.4027[/C][C]0.344468[/C][/ROW]
[ROW][C]23[/C][C]-0.06011[/C][C]-0.4165[/C][C]0.339467[/C][/ROW]
[ROW][C]24[/C][C]-0.002886[/C][C]-0.02[/C][C]0.492066[/C][/ROW]
[ROW][C]25[/C][C]0.012691[/C][C]0.0879[/C][C]0.465151[/C][/ROW]
[ROW][C]26[/C][C]0.011189[/C][C]0.0775[/C][C]0.469265[/C][/ROW]
[ROW][C]27[/C][C]-0.055975[/C][C]-0.3878[/C][C]0.349938[/C][/ROW]
[ROW][C]28[/C][C]-0.020621[/C][C]-0.1429[/C][C]0.443496[/C][/ROW]
[ROW][C]29[/C][C]-0.087335[/C][C]-0.6051[/C][C]0.273991[/C][/ROW]
[ROW][C]30[/C][C]-0.015715[/C][C]-0.1089[/C][C]0.456876[/C][/ROW]
[ROW][C]31[/C][C]-0.005693[/C][C]-0.0394[/C][C]0.48435[/C][/ROW]
[ROW][C]32[/C][C]0.082918[/C][C]0.5745[/C][C]0.284166[/C][/ROW]
[ROW][C]33[/C][C]-0.063849[/C][C]-0.4424[/C][C]0.330108[/C][/ROW]
[ROW][C]34[/C][C]-0.022417[/C][C]-0.1553[/C][C]0.438615[/C][/ROW]
[ROW][C]35[/C][C]0.029961[/C][C]0.2076[/C][C]0.418219[/C][/ROW]
[ROW][C]36[/C][C]-0.101754[/C][C]-0.705[/C][C]0.242118[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62398&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62398&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
10.8162945.65550
2-0.163463-1.13250.131524
30.1381440.95710.171658
40.1119870.77590.220816
5-0.085821-0.59460.277455
6-0.067894-0.47040.320106
70.0672860.46620.321602
8-0.11894-0.8240.206996
9-0.07118-0.49310.312078
10-0.078262-0.54220.29509
11-0.106922-0.74080.231218
12-0.044113-0.30560.380607
13-0.015064-0.10440.458657
140.0522950.36230.359355
15-0.00995-0.06890.472664
16-0.051009-0.35340.362667
170.0163320.11320.455191
180.1027010.71150.240099
190.0118510.08210.467451
20-0.044108-0.30560.380619
21-0.042361-0.29350.385208
22-0.058129-0.40270.344468
23-0.06011-0.41650.339467
24-0.002886-0.020.492066
250.0126910.08790.465151
260.0111890.07750.469265
27-0.055975-0.38780.349938
28-0.020621-0.14290.443496
29-0.087335-0.60510.273991
30-0.015715-0.10890.456876
31-0.005693-0.03940.48435
320.0829180.57450.284166
33-0.063849-0.44240.330108
34-0.022417-0.15530.438615
350.0299610.20760.418219
36-0.101754-0.7050.242118


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')