Free Statistics

of Irreproducible Research!

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 03:09:12 -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/t1259835123fiiyi1t3ltbappm.htm/, Retrieved Fri, 29 Mar 2024 00:33:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62662, Retrieved Fri, 29 Mar 2024 00:33:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact154
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:47:30] [b98453cac15ba1066b407e146608df68]
-    D      [(Partial) Autocorrelation Function] [] [2009-12-03 10:09:12] [aa8eb70c35ea8a87edcd21d6427e653e] [Current]
-    D        [(Partial) Autocorrelation Function] [] [2009-12-03 17:31:32] [4b0ddbda2a8eb8bbc60159112cb39d44]
Feedback Forum

Post a new message
Dataseries X:
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528
534
518
506
502
516
528
533
536
537
524
536
587
597
581
564




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=62662&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=62662&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62662&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
10.2542081.95260.027808
2-0.264875-2.03450.0232
3-0.314149-2.4130.009473
4-0.187509-1.44030.077537
50.0861680.66190.255315
60.2192261.68390.048742
70.0871780.66960.252854
8-0.183659-1.41070.081791
9-0.278889-2.14220.018158
10-0.231337-1.77690.040367
110.233281.79190.039142
120.7285335.5960
130.1392311.06940.144611
14-0.257488-1.97780.026314
15-0.287689-2.20980.015507
16-0.182248-1.39990.083394
170.051130.39270.347965
180.1501831.15360.126663
190.0520210.39960.345454
20-0.187248-1.43830.077819
21-0.24756-1.90150.031059
22-0.175617-1.34890.091255
230.1813861.39320.084386
240.5060523.88710.00013
250.0613980.47160.319474
26-0.22826-1.75330.042373
27-0.208-1.59770.057729
28-0.109829-0.84360.201146
290.0407820.31330.377598
300.0907750.69730.244191
310.0307390.23610.407084
32-0.138391-1.0630.146056
33-0.160192-1.23050.111704
34-0.075659-0.58110.281677
350.1472271.13090.131342
360.3062932.35270.010996

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.254208 & 1.9526 & 0.027808 \tabularnewline
2 & -0.264875 & -2.0345 & 0.0232 \tabularnewline
3 & -0.314149 & -2.413 & 0.009473 \tabularnewline
4 & -0.187509 & -1.4403 & 0.077537 \tabularnewline
5 & 0.086168 & 0.6619 & 0.255315 \tabularnewline
6 & 0.219226 & 1.6839 & 0.048742 \tabularnewline
7 & 0.087178 & 0.6696 & 0.252854 \tabularnewline
8 & -0.183659 & -1.4107 & 0.081791 \tabularnewline
9 & -0.278889 & -2.1422 & 0.018158 \tabularnewline
10 & -0.231337 & -1.7769 & 0.040367 \tabularnewline
11 & 0.23328 & 1.7919 & 0.039142 \tabularnewline
12 & 0.728533 & 5.596 & 0 \tabularnewline
13 & 0.139231 & 1.0694 & 0.144611 \tabularnewline
14 & -0.257488 & -1.9778 & 0.026314 \tabularnewline
15 & -0.287689 & -2.2098 & 0.015507 \tabularnewline
16 & -0.182248 & -1.3999 & 0.083394 \tabularnewline
17 & 0.05113 & 0.3927 & 0.347965 \tabularnewline
18 & 0.150183 & 1.1536 & 0.126663 \tabularnewline
19 & 0.052021 & 0.3996 & 0.345454 \tabularnewline
20 & -0.187248 & -1.4383 & 0.077819 \tabularnewline
21 & -0.24756 & -1.9015 & 0.031059 \tabularnewline
22 & -0.175617 & -1.3489 & 0.091255 \tabularnewline
23 & 0.181386 & 1.3932 & 0.084386 \tabularnewline
24 & 0.506052 & 3.8871 & 0.00013 \tabularnewline
25 & 0.061398 & 0.4716 & 0.319474 \tabularnewline
26 & -0.22826 & -1.7533 & 0.042373 \tabularnewline
27 & -0.208 & -1.5977 & 0.057729 \tabularnewline
28 & -0.109829 & -0.8436 & 0.201146 \tabularnewline
29 & 0.040782 & 0.3133 & 0.377598 \tabularnewline
30 & 0.090775 & 0.6973 & 0.244191 \tabularnewline
31 & 0.030739 & 0.2361 & 0.407084 \tabularnewline
32 & -0.138391 & -1.063 & 0.146056 \tabularnewline
33 & -0.160192 & -1.2305 & 0.111704 \tabularnewline
34 & -0.075659 & -0.5811 & 0.281677 \tabularnewline
35 & 0.147227 & 1.1309 & 0.131342 \tabularnewline
36 & 0.306293 & 2.3527 & 0.010996 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62662&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]0.254208[/C][C]1.9526[/C][C]0.027808[/C][/ROW]
[ROW][C]2[/C][C]-0.264875[/C][C]-2.0345[/C][C]0.0232[/C][/ROW]
[ROW][C]3[/C][C]-0.314149[/C][C]-2.413[/C][C]0.009473[/C][/ROW]
[ROW][C]4[/C][C]-0.187509[/C][C]-1.4403[/C][C]0.077537[/C][/ROW]
[ROW][C]5[/C][C]0.086168[/C][C]0.6619[/C][C]0.255315[/C][/ROW]
[ROW][C]6[/C][C]0.219226[/C][C]1.6839[/C][C]0.048742[/C][/ROW]
[ROW][C]7[/C][C]0.087178[/C][C]0.6696[/C][C]0.252854[/C][/ROW]
[ROW][C]8[/C][C]-0.183659[/C][C]-1.4107[/C][C]0.081791[/C][/ROW]
[ROW][C]9[/C][C]-0.278889[/C][C]-2.1422[/C][C]0.018158[/C][/ROW]
[ROW][C]10[/C][C]-0.231337[/C][C]-1.7769[/C][C]0.040367[/C][/ROW]
[ROW][C]11[/C][C]0.23328[/C][C]1.7919[/C][C]0.039142[/C][/ROW]
[ROW][C]12[/C][C]0.728533[/C][C]5.596[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.139231[/C][C]1.0694[/C][C]0.144611[/C][/ROW]
[ROW][C]14[/C][C]-0.257488[/C][C]-1.9778[/C][C]0.026314[/C][/ROW]
[ROW][C]15[/C][C]-0.287689[/C][C]-2.2098[/C][C]0.015507[/C][/ROW]
[ROW][C]16[/C][C]-0.182248[/C][C]-1.3999[/C][C]0.083394[/C][/ROW]
[ROW][C]17[/C][C]0.05113[/C][C]0.3927[/C][C]0.347965[/C][/ROW]
[ROW][C]18[/C][C]0.150183[/C][C]1.1536[/C][C]0.126663[/C][/ROW]
[ROW][C]19[/C][C]0.052021[/C][C]0.3996[/C][C]0.345454[/C][/ROW]
[ROW][C]20[/C][C]-0.187248[/C][C]-1.4383[/C][C]0.077819[/C][/ROW]
[ROW][C]21[/C][C]-0.24756[/C][C]-1.9015[/C][C]0.031059[/C][/ROW]
[ROW][C]22[/C][C]-0.175617[/C][C]-1.3489[/C][C]0.091255[/C][/ROW]
[ROW][C]23[/C][C]0.181386[/C][C]1.3932[/C][C]0.084386[/C][/ROW]
[ROW][C]24[/C][C]0.506052[/C][C]3.8871[/C][C]0.00013[/C][/ROW]
[ROW][C]25[/C][C]0.061398[/C][C]0.4716[/C][C]0.319474[/C][/ROW]
[ROW][C]26[/C][C]-0.22826[/C][C]-1.7533[/C][C]0.042373[/C][/ROW]
[ROW][C]27[/C][C]-0.208[/C][C]-1.5977[/C][C]0.057729[/C][/ROW]
[ROW][C]28[/C][C]-0.109829[/C][C]-0.8436[/C][C]0.201146[/C][/ROW]
[ROW][C]29[/C][C]0.040782[/C][C]0.3133[/C][C]0.377598[/C][/ROW]
[ROW][C]30[/C][C]0.090775[/C][C]0.6973[/C][C]0.244191[/C][/ROW]
[ROW][C]31[/C][C]0.030739[/C][C]0.2361[/C][C]0.407084[/C][/ROW]
[ROW][C]32[/C][C]-0.138391[/C][C]-1.063[/C][C]0.146056[/C][/ROW]
[ROW][C]33[/C][C]-0.160192[/C][C]-1.2305[/C][C]0.111704[/C][/ROW]
[ROW][C]34[/C][C]-0.075659[/C][C]-0.5811[/C][C]0.281677[/C][/ROW]
[ROW][C]35[/C][C]0.147227[/C][C]1.1309[/C][C]0.131342[/C][/ROW]
[ROW][C]36[/C][C]0.306293[/C][C]2.3527[/C][C]0.010996[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62662&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62662&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
10.2542081.95260.027808
2-0.264875-2.03450.0232
3-0.314149-2.4130.009473
4-0.187509-1.44030.077537
50.0861680.66190.255315
60.2192261.68390.048742
70.0871780.66960.252854
8-0.183659-1.41070.081791
9-0.278889-2.14220.018158
10-0.231337-1.77690.040367
110.233281.79190.039142
120.7285335.5960
130.1392311.06940.144611
14-0.257488-1.97780.026314
15-0.287689-2.20980.015507
16-0.182248-1.39990.083394
170.051130.39270.347965
180.1501831.15360.126663
190.0520210.39960.345454
20-0.187248-1.43830.077819
21-0.24756-1.90150.031059
22-0.175617-1.34890.091255
230.1813861.39320.084386
240.5060523.88710.00013
250.0613980.47160.319474
26-0.22826-1.75330.042373
27-0.208-1.59770.057729
28-0.109829-0.84360.201146
290.0407820.31330.377598
300.0907750.69730.244191
310.0307390.23610.407084
32-0.138391-1.0630.146056
33-0.160192-1.23050.111704
34-0.075659-0.58110.281677
350.1472271.13090.131342
360.3062932.35270.010996







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2542081.95260.027808
2-0.35226-2.70580.004448
3-0.163003-1.25210.107746
4-0.168747-1.29620.099982
50.0496340.38120.352196
60.053050.40750.342562
7-0.019578-0.15040.440488
8-0.165737-1.27310.103996
9-0.152263-1.16960.123441
10-0.24117-1.85250.034482
110.2252021.72980.044447
120.5899564.53151.5e-05
13-0.220939-1.69710.047477
140.065720.50480.307787
15-0.002208-0.0170.493264
16-0.071629-0.55020.292133
17-0.081233-0.6240.267528
18-0.138358-1.06270.146113
19-0.042205-0.32420.373472
20-0.098095-0.75350.227079
21-0.047413-0.36420.358509
22-0.012044-0.09250.463303
23-0.126728-0.97340.16716
24-0.055733-0.42810.335071
25-0.051381-0.39470.347256
26-0.060576-0.46530.321717
270.0448160.34420.365944
280.0090920.06980.472279
29-0.04239-0.32560.372937
30-0.054929-0.42190.337309
31-0.017945-0.13780.445417
320.0195610.15020.44054
33-0.006572-0.05050.479956
340.0353840.27180.393365
35-0.055599-0.42710.335444
36-0.131457-1.00970.158372

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.254208 & 1.9526 & 0.027808 \tabularnewline
2 & -0.35226 & -2.7058 & 0.004448 \tabularnewline
3 & -0.163003 & -1.2521 & 0.107746 \tabularnewline
4 & -0.168747 & -1.2962 & 0.099982 \tabularnewline
5 & 0.049634 & 0.3812 & 0.352196 \tabularnewline
6 & 0.05305 & 0.4075 & 0.342562 \tabularnewline
7 & -0.019578 & -0.1504 & 0.440488 \tabularnewline
8 & -0.165737 & -1.2731 & 0.103996 \tabularnewline
9 & -0.152263 & -1.1696 & 0.123441 \tabularnewline
10 & -0.24117 & -1.8525 & 0.034482 \tabularnewline
11 & 0.225202 & 1.7298 & 0.044447 \tabularnewline
12 & 0.589956 & 4.5315 & 1.5e-05 \tabularnewline
13 & -0.220939 & -1.6971 & 0.047477 \tabularnewline
14 & 0.06572 & 0.5048 & 0.307787 \tabularnewline
15 & -0.002208 & -0.017 & 0.493264 \tabularnewline
16 & -0.071629 & -0.5502 & 0.292133 \tabularnewline
17 & -0.081233 & -0.624 & 0.267528 \tabularnewline
18 & -0.138358 & -1.0627 & 0.146113 \tabularnewline
19 & -0.042205 & -0.3242 & 0.373472 \tabularnewline
20 & -0.098095 & -0.7535 & 0.227079 \tabularnewline
21 & -0.047413 & -0.3642 & 0.358509 \tabularnewline
22 & -0.012044 & -0.0925 & 0.463303 \tabularnewline
23 & -0.126728 & -0.9734 & 0.16716 \tabularnewline
24 & -0.055733 & -0.4281 & 0.335071 \tabularnewline
25 & -0.051381 & -0.3947 & 0.347256 \tabularnewline
26 & -0.060576 & -0.4653 & 0.321717 \tabularnewline
27 & 0.044816 & 0.3442 & 0.365944 \tabularnewline
28 & 0.009092 & 0.0698 & 0.472279 \tabularnewline
29 & -0.04239 & -0.3256 & 0.372937 \tabularnewline
30 & -0.054929 & -0.4219 & 0.337309 \tabularnewline
31 & -0.017945 & -0.1378 & 0.445417 \tabularnewline
32 & 0.019561 & 0.1502 & 0.44054 \tabularnewline
33 & -0.006572 & -0.0505 & 0.479956 \tabularnewline
34 & 0.035384 & 0.2718 & 0.393365 \tabularnewline
35 & -0.055599 & -0.4271 & 0.335444 \tabularnewline
36 & -0.131457 & -1.0097 & 0.158372 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62662&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]0.254208[/C][C]1.9526[/C][C]0.027808[/C][/ROW]
[ROW][C]2[/C][C]-0.35226[/C][C]-2.7058[/C][C]0.004448[/C][/ROW]
[ROW][C]3[/C][C]-0.163003[/C][C]-1.2521[/C][C]0.107746[/C][/ROW]
[ROW][C]4[/C][C]-0.168747[/C][C]-1.2962[/C][C]0.099982[/C][/ROW]
[ROW][C]5[/C][C]0.049634[/C][C]0.3812[/C][C]0.352196[/C][/ROW]
[ROW][C]6[/C][C]0.05305[/C][C]0.4075[/C][C]0.342562[/C][/ROW]
[ROW][C]7[/C][C]-0.019578[/C][C]-0.1504[/C][C]0.440488[/C][/ROW]
[ROW][C]8[/C][C]-0.165737[/C][C]-1.2731[/C][C]0.103996[/C][/ROW]
[ROW][C]9[/C][C]-0.152263[/C][C]-1.1696[/C][C]0.123441[/C][/ROW]
[ROW][C]10[/C][C]-0.24117[/C][C]-1.8525[/C][C]0.034482[/C][/ROW]
[ROW][C]11[/C][C]0.225202[/C][C]1.7298[/C][C]0.044447[/C][/ROW]
[ROW][C]12[/C][C]0.589956[/C][C]4.5315[/C][C]1.5e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.220939[/C][C]-1.6971[/C][C]0.047477[/C][/ROW]
[ROW][C]14[/C][C]0.06572[/C][C]0.5048[/C][C]0.307787[/C][/ROW]
[ROW][C]15[/C][C]-0.002208[/C][C]-0.017[/C][C]0.493264[/C][/ROW]
[ROW][C]16[/C][C]-0.071629[/C][C]-0.5502[/C][C]0.292133[/C][/ROW]
[ROW][C]17[/C][C]-0.081233[/C][C]-0.624[/C][C]0.267528[/C][/ROW]
[ROW][C]18[/C][C]-0.138358[/C][C]-1.0627[/C][C]0.146113[/C][/ROW]
[ROW][C]19[/C][C]-0.042205[/C][C]-0.3242[/C][C]0.373472[/C][/ROW]
[ROW][C]20[/C][C]-0.098095[/C][C]-0.7535[/C][C]0.227079[/C][/ROW]
[ROW][C]21[/C][C]-0.047413[/C][C]-0.3642[/C][C]0.358509[/C][/ROW]
[ROW][C]22[/C][C]-0.012044[/C][C]-0.0925[/C][C]0.463303[/C][/ROW]
[ROW][C]23[/C][C]-0.126728[/C][C]-0.9734[/C][C]0.16716[/C][/ROW]
[ROW][C]24[/C][C]-0.055733[/C][C]-0.4281[/C][C]0.335071[/C][/ROW]
[ROW][C]25[/C][C]-0.051381[/C][C]-0.3947[/C][C]0.347256[/C][/ROW]
[ROW][C]26[/C][C]-0.060576[/C][C]-0.4653[/C][C]0.321717[/C][/ROW]
[ROW][C]27[/C][C]0.044816[/C][C]0.3442[/C][C]0.365944[/C][/ROW]
[ROW][C]28[/C][C]0.009092[/C][C]0.0698[/C][C]0.472279[/C][/ROW]
[ROW][C]29[/C][C]-0.04239[/C][C]-0.3256[/C][C]0.372937[/C][/ROW]
[ROW][C]30[/C][C]-0.054929[/C][C]-0.4219[/C][C]0.337309[/C][/ROW]
[ROW][C]31[/C][C]-0.017945[/C][C]-0.1378[/C][C]0.445417[/C][/ROW]
[ROW][C]32[/C][C]0.019561[/C][C]0.1502[/C][C]0.44054[/C][/ROW]
[ROW][C]33[/C][C]-0.006572[/C][C]-0.0505[/C][C]0.479956[/C][/ROW]
[ROW][C]34[/C][C]0.035384[/C][C]0.2718[/C][C]0.393365[/C][/ROW]
[ROW][C]35[/C][C]-0.055599[/C][C]-0.4271[/C][C]0.335444[/C][/ROW]
[ROW][C]36[/C][C]-0.131457[/C][C]-1.0097[/C][C]0.158372[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62662&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62662&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
10.2542081.95260.027808
2-0.35226-2.70580.004448
3-0.163003-1.25210.107746
4-0.168747-1.29620.099982
50.0496340.38120.352196
60.053050.40750.342562
7-0.019578-0.15040.440488
8-0.165737-1.27310.103996
9-0.152263-1.16960.123441
10-0.24117-1.85250.034482
110.2252021.72980.044447
120.5899564.53151.5e-05
13-0.220939-1.69710.047477
140.065720.50480.307787
15-0.002208-0.0170.493264
16-0.071629-0.55020.292133
17-0.081233-0.6240.267528
18-0.138358-1.06270.146113
19-0.042205-0.32420.373472
20-0.098095-0.75350.227079
21-0.047413-0.36420.358509
22-0.012044-0.09250.463303
23-0.126728-0.97340.16716
24-0.055733-0.42810.335071
25-0.051381-0.39470.347256
26-0.060576-0.46530.321717
270.0448160.34420.365944
280.0090920.06980.472279
29-0.04239-0.32560.372937
30-0.054929-0.42190.337309
31-0.017945-0.13780.445417
320.0195610.15020.44054
33-0.006572-0.05050.479956
340.0353840.27180.393365
35-0.055599-0.42710.335444
36-0.131457-1.00970.158372



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