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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 computationThu, 03 Dec 2009 02:24:12 -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/03/t1259832389g9vhkb01le9fqn3.htm/, Retrieved Fri, 29 Mar 2024 12:12:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62641, Retrieved Fri, 29 Mar 2024 12:12:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact161
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [] [2009-12-03 09:24:12] [fd7715938ba69fff5a3edaf7913b7ba1] [Current]
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Dataseries X:
96.8
114.1
110.3
103.9
101.6
94.6
95.9
104.7
102.8
98.1
113.9
80.9
95.7
113.2
105.9
108.8
102.3
99
100.7
115.5
100.7
109.9
114.6
85.4
100.5
114.8
116.5
112.9
102
106
105.3
118.8
106.1
109.3
117.2
92.5
104.2
112.5
122.4
113.3
100
110.7
112.8
109.8
117.3
109.1
115.9
96
99.8
116.8
115.7
99.4
94.3
91
93.2
103.1
94.1
91.8
102.7
82.6
89.1




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=62641&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=62641&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62641&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'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2386251.86370.033588
2-0.002404-0.01880.492541
30.1455181.13650.130089
40.0636490.49710.310447
50.2938292.29490.012597
60.3194212.49480.007664
70.1725371.34760.091392
8-0.011901-0.09290.463125
9-0.083319-0.65070.258827
10-0.299732-2.3410.011259
110.0280980.21950.413514
120.4369843.4130.000573
13-0.064647-0.50490.307722
14-0.261564-2.04290.022696
15-0.215592-1.68380.048663
16-0.131107-1.0240.154944
170.0487990.38110.352214
180.0133010.10390.458802
19-0.011201-0.08750.465286
20-0.143218-1.11860.133855
21-0.219005-1.71050.046129
22-0.270758-2.11470.019275
23-0.045471-0.35510.361854
240.2402761.87660.032678
25-0.070174-0.54810.29282
26-0.288428-2.25270.013943
27-0.203906-1.59260.058214
28-0.102871-0.80340.212418
29-0.022921-0.1790.429259
30-0.00415-0.03240.487126
31-0.032307-0.25230.400818
32-0.149095-1.16450.124383
33-0.166352-1.29920.099374
34-0.148851-1.16260.124768
35-0.063641-0.49710.310469
360.1826881.42680.079363

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.238625 & 1.8637 & 0.033588 \tabularnewline
2 & -0.002404 & -0.0188 & 0.492541 \tabularnewline
3 & 0.145518 & 1.1365 & 0.130089 \tabularnewline
4 & 0.063649 & 0.4971 & 0.310447 \tabularnewline
5 & 0.293829 & 2.2949 & 0.012597 \tabularnewline
6 & 0.319421 & 2.4948 & 0.007664 \tabularnewline
7 & 0.172537 & 1.3476 & 0.091392 \tabularnewline
8 & -0.011901 & -0.0929 & 0.463125 \tabularnewline
9 & -0.083319 & -0.6507 & 0.258827 \tabularnewline
10 & -0.299732 & -2.341 & 0.011259 \tabularnewline
11 & 0.028098 & 0.2195 & 0.413514 \tabularnewline
12 & 0.436984 & 3.413 & 0.000573 \tabularnewline
13 & -0.064647 & -0.5049 & 0.307722 \tabularnewline
14 & -0.261564 & -2.0429 & 0.022696 \tabularnewline
15 & -0.215592 & -1.6838 & 0.048663 \tabularnewline
16 & -0.131107 & -1.024 & 0.154944 \tabularnewline
17 & 0.048799 & 0.3811 & 0.352214 \tabularnewline
18 & 0.013301 & 0.1039 & 0.458802 \tabularnewline
19 & -0.011201 & -0.0875 & 0.465286 \tabularnewline
20 & -0.143218 & -1.1186 & 0.133855 \tabularnewline
21 & -0.219005 & -1.7105 & 0.046129 \tabularnewline
22 & -0.270758 & -2.1147 & 0.019275 \tabularnewline
23 & -0.045471 & -0.3551 & 0.361854 \tabularnewline
24 & 0.240276 & 1.8766 & 0.032678 \tabularnewline
25 & -0.070174 & -0.5481 & 0.29282 \tabularnewline
26 & -0.288428 & -2.2527 & 0.013943 \tabularnewline
27 & -0.203906 & -1.5926 & 0.058214 \tabularnewline
28 & -0.102871 & -0.8034 & 0.212418 \tabularnewline
29 & -0.022921 & -0.179 & 0.429259 \tabularnewline
30 & -0.00415 & -0.0324 & 0.487126 \tabularnewline
31 & -0.032307 & -0.2523 & 0.400818 \tabularnewline
32 & -0.149095 & -1.1645 & 0.124383 \tabularnewline
33 & -0.166352 & -1.2992 & 0.099374 \tabularnewline
34 & -0.148851 & -1.1626 & 0.124768 \tabularnewline
35 & -0.063641 & -0.4971 & 0.310469 \tabularnewline
36 & 0.182688 & 1.4268 & 0.079363 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62641&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]0.238625[/C][C]1.8637[/C][C]0.033588[/C][/ROW]
[ROW][C]2[/C][C]-0.002404[/C][C]-0.0188[/C][C]0.492541[/C][/ROW]
[ROW][C]3[/C][C]0.145518[/C][C]1.1365[/C][C]0.130089[/C][/ROW]
[ROW][C]4[/C][C]0.063649[/C][C]0.4971[/C][C]0.310447[/C][/ROW]
[ROW][C]5[/C][C]0.293829[/C][C]2.2949[/C][C]0.012597[/C][/ROW]
[ROW][C]6[/C][C]0.319421[/C][C]2.4948[/C][C]0.007664[/C][/ROW]
[ROW][C]7[/C][C]0.172537[/C][C]1.3476[/C][C]0.091392[/C][/ROW]
[ROW][C]8[/C][C]-0.011901[/C][C]-0.0929[/C][C]0.463125[/C][/ROW]
[ROW][C]9[/C][C]-0.083319[/C][C]-0.6507[/C][C]0.258827[/C][/ROW]
[ROW][C]10[/C][C]-0.299732[/C][C]-2.341[/C][C]0.011259[/C][/ROW]
[ROW][C]11[/C][C]0.028098[/C][C]0.2195[/C][C]0.413514[/C][/ROW]
[ROW][C]12[/C][C]0.436984[/C][C]3.413[/C][C]0.000573[/C][/ROW]
[ROW][C]13[/C][C]-0.064647[/C][C]-0.5049[/C][C]0.307722[/C][/ROW]
[ROW][C]14[/C][C]-0.261564[/C][C]-2.0429[/C][C]0.022696[/C][/ROW]
[ROW][C]15[/C][C]-0.215592[/C][C]-1.6838[/C][C]0.048663[/C][/ROW]
[ROW][C]16[/C][C]-0.131107[/C][C]-1.024[/C][C]0.154944[/C][/ROW]
[ROW][C]17[/C][C]0.048799[/C][C]0.3811[/C][C]0.352214[/C][/ROW]
[ROW][C]18[/C][C]0.013301[/C][C]0.1039[/C][C]0.458802[/C][/ROW]
[ROW][C]19[/C][C]-0.011201[/C][C]-0.0875[/C][C]0.465286[/C][/ROW]
[ROW][C]20[/C][C]-0.143218[/C][C]-1.1186[/C][C]0.133855[/C][/ROW]
[ROW][C]21[/C][C]-0.219005[/C][C]-1.7105[/C][C]0.046129[/C][/ROW]
[ROW][C]22[/C][C]-0.270758[/C][C]-2.1147[/C][C]0.019275[/C][/ROW]
[ROW][C]23[/C][C]-0.045471[/C][C]-0.3551[/C][C]0.361854[/C][/ROW]
[ROW][C]24[/C][C]0.240276[/C][C]1.8766[/C][C]0.032678[/C][/ROW]
[ROW][C]25[/C][C]-0.070174[/C][C]-0.5481[/C][C]0.29282[/C][/ROW]
[ROW][C]26[/C][C]-0.288428[/C][C]-2.2527[/C][C]0.013943[/C][/ROW]
[ROW][C]27[/C][C]-0.203906[/C][C]-1.5926[/C][C]0.058214[/C][/ROW]
[ROW][C]28[/C][C]-0.102871[/C][C]-0.8034[/C][C]0.212418[/C][/ROW]
[ROW][C]29[/C][C]-0.022921[/C][C]-0.179[/C][C]0.429259[/C][/ROW]
[ROW][C]30[/C][C]-0.00415[/C][C]-0.0324[/C][C]0.487126[/C][/ROW]
[ROW][C]31[/C][C]-0.032307[/C][C]-0.2523[/C][C]0.400818[/C][/ROW]
[ROW][C]32[/C][C]-0.149095[/C][C]-1.1645[/C][C]0.124383[/C][/ROW]
[ROW][C]33[/C][C]-0.166352[/C][C]-1.2992[/C][C]0.099374[/C][/ROW]
[ROW][C]34[/C][C]-0.148851[/C][C]-1.1626[/C][C]0.124768[/C][/ROW]
[ROW][C]35[/C][C]-0.063641[/C][C]-0.4971[/C][C]0.310469[/C][/ROW]
[ROW][C]36[/C][C]0.182688[/C][C]1.4268[/C][C]0.079363[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62641&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62641&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
10.2386251.86370.033588
2-0.002404-0.01880.492541
30.1455181.13650.130089
40.0636490.49710.310447
50.2938292.29490.012597
60.3194212.49480.007664
70.1725371.34760.091392
8-0.011901-0.09290.463125
9-0.083319-0.65070.258827
10-0.299732-2.3410.011259
110.0280980.21950.413514
120.4369843.4130.000573
13-0.064647-0.50490.307722
14-0.261564-2.04290.022696
15-0.215592-1.68380.048663
16-0.131107-1.0240.154944
170.0487990.38110.352214
180.0133010.10390.458802
19-0.011201-0.08750.465286
20-0.143218-1.11860.133855
21-0.219005-1.71050.046129
22-0.270758-2.11470.019275
23-0.045471-0.35510.361854
240.2402761.87660.032678
25-0.070174-0.54810.29282
26-0.288428-2.25270.013943
27-0.203906-1.59260.058214
28-0.102871-0.80340.212418
29-0.022921-0.1790.429259
30-0.00415-0.03240.487126
31-0.032307-0.25230.400818
32-0.149095-1.16450.124383
33-0.166352-1.29920.099374
34-0.148851-1.16260.124768
35-0.063641-0.49710.310469
360.1826881.42680.079363







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2386251.86370.033588
2-0.062929-0.49150.31242
30.1715541.33990.092628
4-0.017576-0.13730.445632
50.3260772.54670.006706
60.1729421.35070.090887
70.1341751.04790.1494
8-0.140976-1.10110.137599
9-0.125367-0.97910.165688
10-0.527801-4.12235.8e-05
110.0110450.08630.465769
120.4010213.13210.001333
13-0.028094-0.21940.413526
14-0.179366-1.40090.083156
15-0.094644-0.73920.231313
160.1625841.26980.104486
170.0032090.02510.490043
18-0.210957-1.64760.052286
19-0.035368-0.27620.391653
20-0.067627-0.52820.299644
210.0158070.12350.451076
220.0714720.55820.28937
23-0.081495-0.63650.263417
24-0.057425-0.44850.327691
25-0.028164-0.220.413315
26-0.008798-0.06870.472722
270.019610.15320.439389
28-0.155186-1.2120.115085
29-0.144705-1.13020.131411
300.0003840.0030.498807
310.0400740.3130.37768
32-0.031071-0.24270.404535
33-0.049937-0.390.348939
340.1204440.94070.175285
35-0.096892-0.75680.226056
36-0.068595-0.53570.297041

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.238625 & 1.8637 & 0.033588 \tabularnewline
2 & -0.062929 & -0.4915 & 0.31242 \tabularnewline
3 & 0.171554 & 1.3399 & 0.092628 \tabularnewline
4 & -0.017576 & -0.1373 & 0.445632 \tabularnewline
5 & 0.326077 & 2.5467 & 0.006706 \tabularnewline
6 & 0.172942 & 1.3507 & 0.090887 \tabularnewline
7 & 0.134175 & 1.0479 & 0.1494 \tabularnewline
8 & -0.140976 & -1.1011 & 0.137599 \tabularnewline
9 & -0.125367 & -0.9791 & 0.165688 \tabularnewline
10 & -0.527801 & -4.1223 & 5.8e-05 \tabularnewline
11 & 0.011045 & 0.0863 & 0.465769 \tabularnewline
12 & 0.401021 & 3.1321 & 0.001333 \tabularnewline
13 & -0.028094 & -0.2194 & 0.413526 \tabularnewline
14 & -0.179366 & -1.4009 & 0.083156 \tabularnewline
15 & -0.094644 & -0.7392 & 0.231313 \tabularnewline
16 & 0.162584 & 1.2698 & 0.104486 \tabularnewline
17 & 0.003209 & 0.0251 & 0.490043 \tabularnewline
18 & -0.210957 & -1.6476 & 0.052286 \tabularnewline
19 & -0.035368 & -0.2762 & 0.391653 \tabularnewline
20 & -0.067627 & -0.5282 & 0.299644 \tabularnewline
21 & 0.015807 & 0.1235 & 0.451076 \tabularnewline
22 & 0.071472 & 0.5582 & 0.28937 \tabularnewline
23 & -0.081495 & -0.6365 & 0.263417 \tabularnewline
24 & -0.057425 & -0.4485 & 0.327691 \tabularnewline
25 & -0.028164 & -0.22 & 0.413315 \tabularnewline
26 & -0.008798 & -0.0687 & 0.472722 \tabularnewline
27 & 0.01961 & 0.1532 & 0.439389 \tabularnewline
28 & -0.155186 & -1.212 & 0.115085 \tabularnewline
29 & -0.144705 & -1.1302 & 0.131411 \tabularnewline
30 & 0.000384 & 0.003 & 0.498807 \tabularnewline
31 & 0.040074 & 0.313 & 0.37768 \tabularnewline
32 & -0.031071 & -0.2427 & 0.404535 \tabularnewline
33 & -0.049937 & -0.39 & 0.348939 \tabularnewline
34 & 0.120444 & 0.9407 & 0.175285 \tabularnewline
35 & -0.096892 & -0.7568 & 0.226056 \tabularnewline
36 & -0.068595 & -0.5357 & 0.297041 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62641&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]0.238625[/C][C]1.8637[/C][C]0.033588[/C][/ROW]
[ROW][C]2[/C][C]-0.062929[/C][C]-0.4915[/C][C]0.31242[/C][/ROW]
[ROW][C]3[/C][C]0.171554[/C][C]1.3399[/C][C]0.092628[/C][/ROW]
[ROW][C]4[/C][C]-0.017576[/C][C]-0.1373[/C][C]0.445632[/C][/ROW]
[ROW][C]5[/C][C]0.326077[/C][C]2.5467[/C][C]0.006706[/C][/ROW]
[ROW][C]6[/C][C]0.172942[/C][C]1.3507[/C][C]0.090887[/C][/ROW]
[ROW][C]7[/C][C]0.134175[/C][C]1.0479[/C][C]0.1494[/C][/ROW]
[ROW][C]8[/C][C]-0.140976[/C][C]-1.1011[/C][C]0.137599[/C][/ROW]
[ROW][C]9[/C][C]-0.125367[/C][C]-0.9791[/C][C]0.165688[/C][/ROW]
[ROW][C]10[/C][C]-0.527801[/C][C]-4.1223[/C][C]5.8e-05[/C][/ROW]
[ROW][C]11[/C][C]0.011045[/C][C]0.0863[/C][C]0.465769[/C][/ROW]
[ROW][C]12[/C][C]0.401021[/C][C]3.1321[/C][C]0.001333[/C][/ROW]
[ROW][C]13[/C][C]-0.028094[/C][C]-0.2194[/C][C]0.413526[/C][/ROW]
[ROW][C]14[/C][C]-0.179366[/C][C]-1.4009[/C][C]0.083156[/C][/ROW]
[ROW][C]15[/C][C]-0.094644[/C][C]-0.7392[/C][C]0.231313[/C][/ROW]
[ROW][C]16[/C][C]0.162584[/C][C]1.2698[/C][C]0.104486[/C][/ROW]
[ROW][C]17[/C][C]0.003209[/C][C]0.0251[/C][C]0.490043[/C][/ROW]
[ROW][C]18[/C][C]-0.210957[/C][C]-1.6476[/C][C]0.052286[/C][/ROW]
[ROW][C]19[/C][C]-0.035368[/C][C]-0.2762[/C][C]0.391653[/C][/ROW]
[ROW][C]20[/C][C]-0.067627[/C][C]-0.5282[/C][C]0.299644[/C][/ROW]
[ROW][C]21[/C][C]0.015807[/C][C]0.1235[/C][C]0.451076[/C][/ROW]
[ROW][C]22[/C][C]0.071472[/C][C]0.5582[/C][C]0.28937[/C][/ROW]
[ROW][C]23[/C][C]-0.081495[/C][C]-0.6365[/C][C]0.263417[/C][/ROW]
[ROW][C]24[/C][C]-0.057425[/C][C]-0.4485[/C][C]0.327691[/C][/ROW]
[ROW][C]25[/C][C]-0.028164[/C][C]-0.22[/C][C]0.413315[/C][/ROW]
[ROW][C]26[/C][C]-0.008798[/C][C]-0.0687[/C][C]0.472722[/C][/ROW]
[ROW][C]27[/C][C]0.01961[/C][C]0.1532[/C][C]0.439389[/C][/ROW]
[ROW][C]28[/C][C]-0.155186[/C][C]-1.212[/C][C]0.115085[/C][/ROW]
[ROW][C]29[/C][C]-0.144705[/C][C]-1.1302[/C][C]0.131411[/C][/ROW]
[ROW][C]30[/C][C]0.000384[/C][C]0.003[/C][C]0.498807[/C][/ROW]
[ROW][C]31[/C][C]0.040074[/C][C]0.313[/C][C]0.37768[/C][/ROW]
[ROW][C]32[/C][C]-0.031071[/C][C]-0.2427[/C][C]0.404535[/C][/ROW]
[ROW][C]33[/C][C]-0.049937[/C][C]-0.39[/C][C]0.348939[/C][/ROW]
[ROW][C]34[/C][C]0.120444[/C][C]0.9407[/C][C]0.175285[/C][/ROW]
[ROW][C]35[/C][C]-0.096892[/C][C]-0.7568[/C][C]0.226056[/C][/ROW]
[ROW][C]36[/C][C]-0.068595[/C][C]-0.5357[/C][C]0.297041[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62641&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62641&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
10.2386251.86370.033588
2-0.062929-0.49150.31242
30.1715541.33990.092628
4-0.017576-0.13730.445632
50.3260772.54670.006706
60.1729421.35070.090887
70.1341751.04790.1494
8-0.140976-1.10110.137599
9-0.125367-0.97910.165688
10-0.527801-4.12235.8e-05
110.0110450.08630.465769
120.4010213.13210.001333
13-0.028094-0.21940.413526
14-0.179366-1.40090.083156
15-0.094644-0.73920.231313
160.1625841.26980.104486
170.0032090.02510.490043
18-0.210957-1.64760.052286
19-0.035368-0.27620.391653
20-0.067627-0.52820.299644
210.0158070.12350.451076
220.0714720.55820.28937
23-0.081495-0.63650.263417
24-0.057425-0.44850.327691
25-0.028164-0.220.413315
26-0.008798-0.06870.472722
270.019610.15320.439389
28-0.155186-1.2120.115085
29-0.144705-1.13020.131411
300.0003840.0030.498807
310.0400740.3130.37768
32-0.031071-0.24270.404535
33-0.049937-0.390.348939
340.1204440.94070.175285
35-0.096892-0.75680.226056
36-0.068595-0.53570.297041



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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')