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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 05:16:14 -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/t1259842631muwdnzwl1n767lb.htm/, Retrieved Fri, 29 Mar 2024 11:59:23 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62692, Retrieved Fri, 29 Mar 2024 11:59:23 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact111
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [] [2009-12-03 12:16:14] [4f23cd6f600e6b4b5336072a0ca6bd10] [Current]
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Dataseries X:
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.2




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62692&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]0 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=62692&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62692&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.015795-0.12030.452335
2-0.281923-2.14710.017991
3-0.314132-2.39240.010001
4-0.258313-1.96730.026971
50.0748750.57020.285361
60.4360183.32060.000779
70.2000931.52390.066489
8-0.125775-0.95790.171051
9-0.168149-1.28060.102719
10-0.272845-2.07790.021076
11-0.05772-0.43960.330936
120.5075963.86570.000141
13-0.088352-0.67290.251852
14-0.102397-0.77980.219331
15-0.000419-0.00320.498731
16-0.089327-0.68030.249512
17-0.015553-0.11850.45306
180.1328741.01190.157885
190.004640.03530.485966
20-0.067687-0.51550.304085
210.0286250.2180.414098
22-0.100401-0.76460.223795
23-0.008672-0.0660.473784
240.2996452.2820.013087
25-0.179989-1.37080.087867
26-0.086093-0.65570.257315
270.02080.15840.437344
28-0.033822-0.25760.398821
290.0288290.21960.413496
300.1277230.97270.167369
310.0271920.20710.418332
32-0.111165-0.84660.200346
33-0.111504-0.84920.199633
34-0.030565-0.23280.408376
350.0711620.5420.294963
360.2728312.07780.021081

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.015795 & -0.1203 & 0.452335 \tabularnewline
2 & -0.281923 & -2.1471 & 0.017991 \tabularnewline
3 & -0.314132 & -2.3924 & 0.010001 \tabularnewline
4 & -0.258313 & -1.9673 & 0.026971 \tabularnewline
5 & 0.074875 & 0.5702 & 0.285361 \tabularnewline
6 & 0.436018 & 3.3206 & 0.000779 \tabularnewline
7 & 0.200093 & 1.5239 & 0.066489 \tabularnewline
8 & -0.125775 & -0.9579 & 0.171051 \tabularnewline
9 & -0.168149 & -1.2806 & 0.102719 \tabularnewline
10 & -0.272845 & -2.0779 & 0.021076 \tabularnewline
11 & -0.05772 & -0.4396 & 0.330936 \tabularnewline
12 & 0.507596 & 3.8657 & 0.000141 \tabularnewline
13 & -0.088352 & -0.6729 & 0.251852 \tabularnewline
14 & -0.102397 & -0.7798 & 0.219331 \tabularnewline
15 & -0.000419 & -0.0032 & 0.498731 \tabularnewline
16 & -0.089327 & -0.6803 & 0.249512 \tabularnewline
17 & -0.015553 & -0.1185 & 0.45306 \tabularnewline
18 & 0.132874 & 1.0119 & 0.157885 \tabularnewline
19 & 0.00464 & 0.0353 & 0.485966 \tabularnewline
20 & -0.067687 & -0.5155 & 0.304085 \tabularnewline
21 & 0.028625 & 0.218 & 0.414098 \tabularnewline
22 & -0.100401 & -0.7646 & 0.223795 \tabularnewline
23 & -0.008672 & -0.066 & 0.473784 \tabularnewline
24 & 0.299645 & 2.282 & 0.013087 \tabularnewline
25 & -0.179989 & -1.3708 & 0.087867 \tabularnewline
26 & -0.086093 & -0.6557 & 0.257315 \tabularnewline
27 & 0.0208 & 0.1584 & 0.437344 \tabularnewline
28 & -0.033822 & -0.2576 & 0.398821 \tabularnewline
29 & 0.028829 & 0.2196 & 0.413496 \tabularnewline
30 & 0.127723 & 0.9727 & 0.167369 \tabularnewline
31 & 0.027192 & 0.2071 & 0.418332 \tabularnewline
32 & -0.111165 & -0.8466 & 0.200346 \tabularnewline
33 & -0.111504 & -0.8492 & 0.199633 \tabularnewline
34 & -0.030565 & -0.2328 & 0.408376 \tabularnewline
35 & 0.071162 & 0.542 & 0.294963 \tabularnewline
36 & 0.272831 & 2.0778 & 0.021081 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62692&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]-0.015795[/C][C]-0.1203[/C][C]0.452335[/C][/ROW]
[ROW][C]2[/C][C]-0.281923[/C][C]-2.1471[/C][C]0.017991[/C][/ROW]
[ROW][C]3[/C][C]-0.314132[/C][C]-2.3924[/C][C]0.010001[/C][/ROW]
[ROW][C]4[/C][C]-0.258313[/C][C]-1.9673[/C][C]0.026971[/C][/ROW]
[ROW][C]5[/C][C]0.074875[/C][C]0.5702[/C][C]0.285361[/C][/ROW]
[ROW][C]6[/C][C]0.436018[/C][C]3.3206[/C][C]0.000779[/C][/ROW]
[ROW][C]7[/C][C]0.200093[/C][C]1.5239[/C][C]0.066489[/C][/ROW]
[ROW][C]8[/C][C]-0.125775[/C][C]-0.9579[/C][C]0.171051[/C][/ROW]
[ROW][C]9[/C][C]-0.168149[/C][C]-1.2806[/C][C]0.102719[/C][/ROW]
[ROW][C]10[/C][C]-0.272845[/C][C]-2.0779[/C][C]0.021076[/C][/ROW]
[ROW][C]11[/C][C]-0.05772[/C][C]-0.4396[/C][C]0.330936[/C][/ROW]
[ROW][C]12[/C][C]0.507596[/C][C]3.8657[/C][C]0.000141[/C][/ROW]
[ROW][C]13[/C][C]-0.088352[/C][C]-0.6729[/C][C]0.251852[/C][/ROW]
[ROW][C]14[/C][C]-0.102397[/C][C]-0.7798[/C][C]0.219331[/C][/ROW]
[ROW][C]15[/C][C]-0.000419[/C][C]-0.0032[/C][C]0.498731[/C][/ROW]
[ROW][C]16[/C][C]-0.089327[/C][C]-0.6803[/C][C]0.249512[/C][/ROW]
[ROW][C]17[/C][C]-0.015553[/C][C]-0.1185[/C][C]0.45306[/C][/ROW]
[ROW][C]18[/C][C]0.132874[/C][C]1.0119[/C][C]0.157885[/C][/ROW]
[ROW][C]19[/C][C]0.00464[/C][C]0.0353[/C][C]0.485966[/C][/ROW]
[ROW][C]20[/C][C]-0.067687[/C][C]-0.5155[/C][C]0.304085[/C][/ROW]
[ROW][C]21[/C][C]0.028625[/C][C]0.218[/C][C]0.414098[/C][/ROW]
[ROW][C]22[/C][C]-0.100401[/C][C]-0.7646[/C][C]0.223795[/C][/ROW]
[ROW][C]23[/C][C]-0.008672[/C][C]-0.066[/C][C]0.473784[/C][/ROW]
[ROW][C]24[/C][C]0.299645[/C][C]2.282[/C][C]0.013087[/C][/ROW]
[ROW][C]25[/C][C]-0.179989[/C][C]-1.3708[/C][C]0.087867[/C][/ROW]
[ROW][C]26[/C][C]-0.086093[/C][C]-0.6557[/C][C]0.257315[/C][/ROW]
[ROW][C]27[/C][C]0.0208[/C][C]0.1584[/C][C]0.437344[/C][/ROW]
[ROW][C]28[/C][C]-0.033822[/C][C]-0.2576[/C][C]0.398821[/C][/ROW]
[ROW][C]29[/C][C]0.028829[/C][C]0.2196[/C][C]0.413496[/C][/ROW]
[ROW][C]30[/C][C]0.127723[/C][C]0.9727[/C][C]0.167369[/C][/ROW]
[ROW][C]31[/C][C]0.027192[/C][C]0.2071[/C][C]0.418332[/C][/ROW]
[ROW][C]32[/C][C]-0.111165[/C][C]-0.8466[/C][C]0.200346[/C][/ROW]
[ROW][C]33[/C][C]-0.111504[/C][C]-0.8492[/C][C]0.199633[/C][/ROW]
[ROW][C]34[/C][C]-0.030565[/C][C]-0.2328[/C][C]0.408376[/C][/ROW]
[ROW][C]35[/C][C]0.071162[/C][C]0.542[/C][C]0.294963[/C][/ROW]
[ROW][C]36[/C][C]0.272831[/C][C]2.0778[/C][C]0.021081[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62692&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62692&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
1-0.015795-0.12030.452335
2-0.281923-2.14710.017991
3-0.314132-2.39240.010001
4-0.258313-1.96730.026971
50.0748750.57020.285361
60.4360183.32060.000779
70.2000931.52390.066489
8-0.125775-0.95790.171051
9-0.168149-1.28060.102719
10-0.272845-2.07790.021076
11-0.05772-0.43960.330936
120.5075963.86570.000141
13-0.088352-0.67290.251852
14-0.102397-0.77980.219331
15-0.000419-0.00320.498731
16-0.089327-0.68030.249512
17-0.015553-0.11850.45306
180.1328741.01190.157885
190.004640.03530.485966
20-0.067687-0.51550.304085
210.0286250.2180.414098
22-0.100401-0.76460.223795
23-0.008672-0.0660.473784
240.2996452.2820.013087
25-0.179989-1.37080.087867
26-0.086093-0.65570.257315
270.02080.15840.437344
28-0.033822-0.25760.398821
290.0288290.21960.413496
300.1277230.97270.167369
310.0271920.20710.418332
32-0.111165-0.84660.200346
33-0.111504-0.84920.199633
34-0.030565-0.23280.408376
350.0711620.5420.294963
360.2728312.07780.021081







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.015795-0.12030.452335
2-0.282243-2.14950.017889
3-0.352457-2.68420.00473
4-0.475392-3.62050.000309
5-0.411056-3.13050.001366
6-0.075499-0.5750.283763
7-0.035657-0.27160.393463
8-0.064263-0.48940.313199
90.1046940.79730.214257
10-0.018235-0.13890.445016
11-0.086146-0.65610.257188
120.4486113.41650.000582
13-0.208631-1.58890.058762
14-0.165754-1.26230.105938
150.0356390.27140.393517
160.008380.06380.474666
17-0.021206-0.16150.436131
18-0.123921-0.94380.174606
19-0.055774-0.42480.336291
200.0484920.36930.356622
21-0.012448-0.09480.462401
22-0.095677-0.72870.234571
23-0.103148-0.78550.217665
240.1280390.97510.166776
250.0435760.33190.370593
260.022470.17110.43236
27-0.064365-0.49020.312924
28-0.024512-0.18670.426282
290.027620.21030.417068
30-0.0372-0.28330.388974
310.0185780.14150.443988
32-0.065722-0.50050.3093
33-0.260397-1.98310.026048
340.0561670.42780.335207
35-0.010842-0.08260.467238
36-0.037826-0.28810.38716

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.015795 & -0.1203 & 0.452335 \tabularnewline
2 & -0.282243 & -2.1495 & 0.017889 \tabularnewline
3 & -0.352457 & -2.6842 & 0.00473 \tabularnewline
4 & -0.475392 & -3.6205 & 0.000309 \tabularnewline
5 & -0.411056 & -3.1305 & 0.001366 \tabularnewline
6 & -0.075499 & -0.575 & 0.283763 \tabularnewline
7 & -0.035657 & -0.2716 & 0.393463 \tabularnewline
8 & -0.064263 & -0.4894 & 0.313199 \tabularnewline
9 & 0.104694 & 0.7973 & 0.214257 \tabularnewline
10 & -0.018235 & -0.1389 & 0.445016 \tabularnewline
11 & -0.086146 & -0.6561 & 0.257188 \tabularnewline
12 & 0.448611 & 3.4165 & 0.000582 \tabularnewline
13 & -0.208631 & -1.5889 & 0.058762 \tabularnewline
14 & -0.165754 & -1.2623 & 0.105938 \tabularnewline
15 & 0.035639 & 0.2714 & 0.393517 \tabularnewline
16 & 0.00838 & 0.0638 & 0.474666 \tabularnewline
17 & -0.021206 & -0.1615 & 0.436131 \tabularnewline
18 & -0.123921 & -0.9438 & 0.174606 \tabularnewline
19 & -0.055774 & -0.4248 & 0.336291 \tabularnewline
20 & 0.048492 & 0.3693 & 0.356622 \tabularnewline
21 & -0.012448 & -0.0948 & 0.462401 \tabularnewline
22 & -0.095677 & -0.7287 & 0.234571 \tabularnewline
23 & -0.103148 & -0.7855 & 0.217665 \tabularnewline
24 & 0.128039 & 0.9751 & 0.166776 \tabularnewline
25 & 0.043576 & 0.3319 & 0.370593 \tabularnewline
26 & 0.02247 & 0.1711 & 0.43236 \tabularnewline
27 & -0.064365 & -0.4902 & 0.312924 \tabularnewline
28 & -0.024512 & -0.1867 & 0.426282 \tabularnewline
29 & 0.02762 & 0.2103 & 0.417068 \tabularnewline
30 & -0.0372 & -0.2833 & 0.388974 \tabularnewline
31 & 0.018578 & 0.1415 & 0.443988 \tabularnewline
32 & -0.065722 & -0.5005 & 0.3093 \tabularnewline
33 & -0.260397 & -1.9831 & 0.026048 \tabularnewline
34 & 0.056167 & 0.4278 & 0.335207 \tabularnewline
35 & -0.010842 & -0.0826 & 0.467238 \tabularnewline
36 & -0.037826 & -0.2881 & 0.38716 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62692&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]-0.015795[/C][C]-0.1203[/C][C]0.452335[/C][/ROW]
[ROW][C]2[/C][C]-0.282243[/C][C]-2.1495[/C][C]0.017889[/C][/ROW]
[ROW][C]3[/C][C]-0.352457[/C][C]-2.6842[/C][C]0.00473[/C][/ROW]
[ROW][C]4[/C][C]-0.475392[/C][C]-3.6205[/C][C]0.000309[/C][/ROW]
[ROW][C]5[/C][C]-0.411056[/C][C]-3.1305[/C][C]0.001366[/C][/ROW]
[ROW][C]6[/C][C]-0.075499[/C][C]-0.575[/C][C]0.283763[/C][/ROW]
[ROW][C]7[/C][C]-0.035657[/C][C]-0.2716[/C][C]0.393463[/C][/ROW]
[ROW][C]8[/C][C]-0.064263[/C][C]-0.4894[/C][C]0.313199[/C][/ROW]
[ROW][C]9[/C][C]0.104694[/C][C]0.7973[/C][C]0.214257[/C][/ROW]
[ROW][C]10[/C][C]-0.018235[/C][C]-0.1389[/C][C]0.445016[/C][/ROW]
[ROW][C]11[/C][C]-0.086146[/C][C]-0.6561[/C][C]0.257188[/C][/ROW]
[ROW][C]12[/C][C]0.448611[/C][C]3.4165[/C][C]0.000582[/C][/ROW]
[ROW][C]13[/C][C]-0.208631[/C][C]-1.5889[/C][C]0.058762[/C][/ROW]
[ROW][C]14[/C][C]-0.165754[/C][C]-1.2623[/C][C]0.105938[/C][/ROW]
[ROW][C]15[/C][C]0.035639[/C][C]0.2714[/C][C]0.393517[/C][/ROW]
[ROW][C]16[/C][C]0.00838[/C][C]0.0638[/C][C]0.474666[/C][/ROW]
[ROW][C]17[/C][C]-0.021206[/C][C]-0.1615[/C][C]0.436131[/C][/ROW]
[ROW][C]18[/C][C]-0.123921[/C][C]-0.9438[/C][C]0.174606[/C][/ROW]
[ROW][C]19[/C][C]-0.055774[/C][C]-0.4248[/C][C]0.336291[/C][/ROW]
[ROW][C]20[/C][C]0.048492[/C][C]0.3693[/C][C]0.356622[/C][/ROW]
[ROW][C]21[/C][C]-0.012448[/C][C]-0.0948[/C][C]0.462401[/C][/ROW]
[ROW][C]22[/C][C]-0.095677[/C][C]-0.7287[/C][C]0.234571[/C][/ROW]
[ROW][C]23[/C][C]-0.103148[/C][C]-0.7855[/C][C]0.217665[/C][/ROW]
[ROW][C]24[/C][C]0.128039[/C][C]0.9751[/C][C]0.166776[/C][/ROW]
[ROW][C]25[/C][C]0.043576[/C][C]0.3319[/C][C]0.370593[/C][/ROW]
[ROW][C]26[/C][C]0.02247[/C][C]0.1711[/C][C]0.43236[/C][/ROW]
[ROW][C]27[/C][C]-0.064365[/C][C]-0.4902[/C][C]0.312924[/C][/ROW]
[ROW][C]28[/C][C]-0.024512[/C][C]-0.1867[/C][C]0.426282[/C][/ROW]
[ROW][C]29[/C][C]0.02762[/C][C]0.2103[/C][C]0.417068[/C][/ROW]
[ROW][C]30[/C][C]-0.0372[/C][C]-0.2833[/C][C]0.388974[/C][/ROW]
[ROW][C]31[/C][C]0.018578[/C][C]0.1415[/C][C]0.443988[/C][/ROW]
[ROW][C]32[/C][C]-0.065722[/C][C]-0.5005[/C][C]0.3093[/C][/ROW]
[ROW][C]33[/C][C]-0.260397[/C][C]-1.9831[/C][C]0.026048[/C][/ROW]
[ROW][C]34[/C][C]0.056167[/C][C]0.4278[/C][C]0.335207[/C][/ROW]
[ROW][C]35[/C][C]-0.010842[/C][C]-0.0826[/C][C]0.467238[/C][/ROW]
[ROW][C]36[/C][C]-0.037826[/C][C]-0.2881[/C][C]0.38716[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62692&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62692&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
1-0.015795-0.12030.452335
2-0.282243-2.14950.017889
3-0.352457-2.68420.00473
4-0.475392-3.62050.000309
5-0.411056-3.13050.001366
6-0.075499-0.5750.283763
7-0.035657-0.27160.393463
8-0.064263-0.48940.313199
90.1046940.79730.214257
10-0.018235-0.13890.445016
11-0.086146-0.65610.257188
120.4486113.41650.000582
13-0.208631-1.58890.058762
14-0.165754-1.26230.105938
150.0356390.27140.393517
160.008380.06380.474666
17-0.021206-0.16150.436131
18-0.123921-0.94380.174606
19-0.055774-0.42480.336291
200.0484920.36930.356622
21-0.012448-0.09480.462401
22-0.095677-0.72870.234571
23-0.103148-0.78550.217665
240.1280390.97510.166776
250.0435760.33190.370593
260.022470.17110.43236
27-0.064365-0.49020.312924
28-0.024512-0.18670.426282
290.027620.21030.417068
30-0.0372-0.28330.388974
310.0185780.14150.443988
32-0.065722-0.50050.3093
33-0.260397-1.98310.026048
340.0561670.42780.335207
35-0.010842-0.08260.467238
36-0.037826-0.28810.38716



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 6 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 6 ; 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')