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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 08:47:48 -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/t1259855402759p9u8jzuiujgc.htm/, Retrieved Thu, 28 Mar 2024 23:21:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62854, Retrieved Thu, 28 Mar 2024 23:21:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact152
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]
- R PD      [(Partial) Autocorrelation Function] [] [2009-12-03 15:47:48] [c588bf81b9040ce04d6292d0d83341a9] [Current]
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Dataseries X:
22
22
20
21
20
21
21
21
19
21
21
22
19
24
22
22
22
24
22
23
24
21
20
22
23
23
22
20
21
21
20
20
17
18
19
19
20
21
20
21
19
22
20
18
16
17
18
19
18
20
21
18
19
19
19
21
19
19
17
16
16
17
16
15
16
16
16
18
19
16
16
16




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=62854&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=62854&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62854&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.350522-2.95360.002129
2-0.019102-0.1610.436292
3-0.103653-0.87340.192695
40.1242351.04680.149365
5-0.184955-1.55850.061786
60.1682951.41810.080271
7-0.110959-0.9350.17649
80.0547310.46120.323044
9-0.213609-1.79990.038062
100.083140.70060.242936
110.0365510.3080.379499
120.0037650.03170.487389
130.0416860.35130.363219
140.0435720.36710.357303
15-0.087529-0.73750.231616
160.055850.47060.319685
17-0.099969-0.84240.201208
180.1231841.0380.151404
19-0.031191-0.26280.396727
20-0.037893-0.31930.375223
210.016240.13680.445772
220.0275960.23250.408399
23-0.145318-1.22450.112411
240.0768720.64770.259621
25-0.071804-0.6050.273544
260.1560851.31520.096338
27-0.088498-0.74570.229155
280.0430020.36230.359087
29-0.10423-0.87830.191384
300.1649911.39020.0844
31-0.064424-0.54280.294469
320.0974940.82150.207056
33-0.045966-0.38730.349841
34-0.051705-0.43570.332199
35-0.114907-0.96820.168109
360.1348111.13590.129901

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.350522 & -2.9536 & 0.002129 \tabularnewline
2 & -0.019102 & -0.161 & 0.436292 \tabularnewline
3 & -0.103653 & -0.8734 & 0.192695 \tabularnewline
4 & 0.124235 & 1.0468 & 0.149365 \tabularnewline
5 & -0.184955 & -1.5585 & 0.061786 \tabularnewline
6 & 0.168295 & 1.4181 & 0.080271 \tabularnewline
7 & -0.110959 & -0.935 & 0.17649 \tabularnewline
8 & 0.054731 & 0.4612 & 0.323044 \tabularnewline
9 & -0.213609 & -1.7999 & 0.038062 \tabularnewline
10 & 0.08314 & 0.7006 & 0.242936 \tabularnewline
11 & 0.036551 & 0.308 & 0.379499 \tabularnewline
12 & 0.003765 & 0.0317 & 0.487389 \tabularnewline
13 & 0.041686 & 0.3513 & 0.363219 \tabularnewline
14 & 0.043572 & 0.3671 & 0.357303 \tabularnewline
15 & -0.087529 & -0.7375 & 0.231616 \tabularnewline
16 & 0.05585 & 0.4706 & 0.319685 \tabularnewline
17 & -0.099969 & -0.8424 & 0.201208 \tabularnewline
18 & 0.123184 & 1.038 & 0.151404 \tabularnewline
19 & -0.031191 & -0.2628 & 0.396727 \tabularnewline
20 & -0.037893 & -0.3193 & 0.375223 \tabularnewline
21 & 0.01624 & 0.1368 & 0.445772 \tabularnewline
22 & 0.027596 & 0.2325 & 0.408399 \tabularnewline
23 & -0.145318 & -1.2245 & 0.112411 \tabularnewline
24 & 0.076872 & 0.6477 & 0.259621 \tabularnewline
25 & -0.071804 & -0.605 & 0.273544 \tabularnewline
26 & 0.156085 & 1.3152 & 0.096338 \tabularnewline
27 & -0.088498 & -0.7457 & 0.229155 \tabularnewline
28 & 0.043002 & 0.3623 & 0.359087 \tabularnewline
29 & -0.10423 & -0.8783 & 0.191384 \tabularnewline
30 & 0.164991 & 1.3902 & 0.0844 \tabularnewline
31 & -0.064424 & -0.5428 & 0.294469 \tabularnewline
32 & 0.097494 & 0.8215 & 0.207056 \tabularnewline
33 & -0.045966 & -0.3873 & 0.349841 \tabularnewline
34 & -0.051705 & -0.4357 & 0.332199 \tabularnewline
35 & -0.114907 & -0.9682 & 0.168109 \tabularnewline
36 & 0.134811 & 1.1359 & 0.129901 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62854&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]-0.350522[/C][C]-2.9536[/C][C]0.002129[/C][/ROW]
[ROW][C]2[/C][C]-0.019102[/C][C]-0.161[/C][C]0.436292[/C][/ROW]
[ROW][C]3[/C][C]-0.103653[/C][C]-0.8734[/C][C]0.192695[/C][/ROW]
[ROW][C]4[/C][C]0.124235[/C][C]1.0468[/C][C]0.149365[/C][/ROW]
[ROW][C]5[/C][C]-0.184955[/C][C]-1.5585[/C][C]0.061786[/C][/ROW]
[ROW][C]6[/C][C]0.168295[/C][C]1.4181[/C][C]0.080271[/C][/ROW]
[ROW][C]7[/C][C]-0.110959[/C][C]-0.935[/C][C]0.17649[/C][/ROW]
[ROW][C]8[/C][C]0.054731[/C][C]0.4612[/C][C]0.323044[/C][/ROW]
[ROW][C]9[/C][C]-0.213609[/C][C]-1.7999[/C][C]0.038062[/C][/ROW]
[ROW][C]10[/C][C]0.08314[/C][C]0.7006[/C][C]0.242936[/C][/ROW]
[ROW][C]11[/C][C]0.036551[/C][C]0.308[/C][C]0.379499[/C][/ROW]
[ROW][C]12[/C][C]0.003765[/C][C]0.0317[/C][C]0.487389[/C][/ROW]
[ROW][C]13[/C][C]0.041686[/C][C]0.3513[/C][C]0.363219[/C][/ROW]
[ROW][C]14[/C][C]0.043572[/C][C]0.3671[/C][C]0.357303[/C][/ROW]
[ROW][C]15[/C][C]-0.087529[/C][C]-0.7375[/C][C]0.231616[/C][/ROW]
[ROW][C]16[/C][C]0.05585[/C][C]0.4706[/C][C]0.319685[/C][/ROW]
[ROW][C]17[/C][C]-0.099969[/C][C]-0.8424[/C][C]0.201208[/C][/ROW]
[ROW][C]18[/C][C]0.123184[/C][C]1.038[/C][C]0.151404[/C][/ROW]
[ROW][C]19[/C][C]-0.031191[/C][C]-0.2628[/C][C]0.396727[/C][/ROW]
[ROW][C]20[/C][C]-0.037893[/C][C]-0.3193[/C][C]0.375223[/C][/ROW]
[ROW][C]21[/C][C]0.01624[/C][C]0.1368[/C][C]0.445772[/C][/ROW]
[ROW][C]22[/C][C]0.027596[/C][C]0.2325[/C][C]0.408399[/C][/ROW]
[ROW][C]23[/C][C]-0.145318[/C][C]-1.2245[/C][C]0.112411[/C][/ROW]
[ROW][C]24[/C][C]0.076872[/C][C]0.6477[/C][C]0.259621[/C][/ROW]
[ROW][C]25[/C][C]-0.071804[/C][C]-0.605[/C][C]0.273544[/C][/ROW]
[ROW][C]26[/C][C]0.156085[/C][C]1.3152[/C][C]0.096338[/C][/ROW]
[ROW][C]27[/C][C]-0.088498[/C][C]-0.7457[/C][C]0.229155[/C][/ROW]
[ROW][C]28[/C][C]0.043002[/C][C]0.3623[/C][C]0.359087[/C][/ROW]
[ROW][C]29[/C][C]-0.10423[/C][C]-0.8783[/C][C]0.191384[/C][/ROW]
[ROW][C]30[/C][C]0.164991[/C][C]1.3902[/C][C]0.0844[/C][/ROW]
[ROW][C]31[/C][C]-0.064424[/C][C]-0.5428[/C][C]0.294469[/C][/ROW]
[ROW][C]32[/C][C]0.097494[/C][C]0.8215[/C][C]0.207056[/C][/ROW]
[ROW][C]33[/C][C]-0.045966[/C][C]-0.3873[/C][C]0.349841[/C][/ROW]
[ROW][C]34[/C][C]-0.051705[/C][C]-0.4357[/C][C]0.332199[/C][/ROW]
[ROW][C]35[/C][C]-0.114907[/C][C]-0.9682[/C][C]0.168109[/C][/ROW]
[ROW][C]36[/C][C]0.134811[/C][C]1.1359[/C][C]0.129901[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62854&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62854&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
1-0.350522-2.95360.002129
2-0.019102-0.1610.436292
3-0.103653-0.87340.192695
40.1242351.04680.149365
5-0.184955-1.55850.061786
60.1682951.41810.080271
7-0.110959-0.9350.17649
80.0547310.46120.323044
9-0.213609-1.79990.038062
100.083140.70060.242936
110.0365510.3080.379499
120.0037650.03170.487389
130.0416860.35130.363219
140.0435720.36710.357303
15-0.087529-0.73750.231616
160.055850.47060.319685
17-0.099969-0.84240.201208
180.1231841.0380.151404
19-0.031191-0.26280.396727
20-0.037893-0.31930.375223
210.016240.13680.445772
220.0275960.23250.408399
23-0.145318-1.22450.112411
240.0768720.64770.259621
25-0.071804-0.6050.273544
260.1560851.31520.096338
27-0.088498-0.74570.229155
280.0430020.36230.359087
29-0.10423-0.87830.191384
300.1649911.39020.0844
31-0.064424-0.54280.294469
320.0974940.82150.207056
33-0.045966-0.38730.349841
34-0.051705-0.43570.332199
35-0.114907-0.96820.168109
360.1348111.13590.129901







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.350522-2.95360.002129
2-0.161854-1.36380.088468
3-0.19688-1.65890.050769
40.0061930.05220.479266
5-0.191254-1.61150.05575
60.0361630.30470.380737
7-0.073902-0.62270.267734
8-0.029986-0.25270.400627
9-0.2354-1.98350.025589
10-0.178354-1.50280.068658
11-0.042528-0.35840.360572
12-0.111795-0.9420.174693
130.039560.33330.36993
140.014720.1240.450821
15-0.039111-0.32960.371352
160.0141830.11950.452606
17-0.164287-1.38430.0853
180.0087570.07380.470694
19-0.02742-0.2310.408973
20-0.058555-0.49340.311628
210.0335450.28270.389132
220.0109050.09190.463522
23-0.105598-0.88980.188294
24-0.105451-0.88850.188623
25-0.184574-1.55520.062167
260.0127590.10750.457345
27-0.054003-0.4550.325234
28-0.004615-0.03890.484546
29-0.135913-1.14520.127982
300.0477980.40280.344171
310.0193310.16290.435536
32-0.018492-0.15580.438309
330.0793890.66890.25285
34-0.126105-1.06260.145788
35-0.105892-0.89230.187634
360.0086870.07320.470927

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.350522 & -2.9536 & 0.002129 \tabularnewline
2 & -0.161854 & -1.3638 & 0.088468 \tabularnewline
3 & -0.19688 & -1.6589 & 0.050769 \tabularnewline
4 & 0.006193 & 0.0522 & 0.479266 \tabularnewline
5 & -0.191254 & -1.6115 & 0.05575 \tabularnewline
6 & 0.036163 & 0.3047 & 0.380737 \tabularnewline
7 & -0.073902 & -0.6227 & 0.267734 \tabularnewline
8 & -0.029986 & -0.2527 & 0.400627 \tabularnewline
9 & -0.2354 & -1.9835 & 0.025589 \tabularnewline
10 & -0.178354 & -1.5028 & 0.068658 \tabularnewline
11 & -0.042528 & -0.3584 & 0.360572 \tabularnewline
12 & -0.111795 & -0.942 & 0.174693 \tabularnewline
13 & 0.03956 & 0.3333 & 0.36993 \tabularnewline
14 & 0.01472 & 0.124 & 0.450821 \tabularnewline
15 & -0.039111 & -0.3296 & 0.371352 \tabularnewline
16 & 0.014183 & 0.1195 & 0.452606 \tabularnewline
17 & -0.164287 & -1.3843 & 0.0853 \tabularnewline
18 & 0.008757 & 0.0738 & 0.470694 \tabularnewline
19 & -0.02742 & -0.231 & 0.408973 \tabularnewline
20 & -0.058555 & -0.4934 & 0.311628 \tabularnewline
21 & 0.033545 & 0.2827 & 0.389132 \tabularnewline
22 & 0.010905 & 0.0919 & 0.463522 \tabularnewline
23 & -0.105598 & -0.8898 & 0.188294 \tabularnewline
24 & -0.105451 & -0.8885 & 0.188623 \tabularnewline
25 & -0.184574 & -1.5552 & 0.062167 \tabularnewline
26 & 0.012759 & 0.1075 & 0.457345 \tabularnewline
27 & -0.054003 & -0.455 & 0.325234 \tabularnewline
28 & -0.004615 & -0.0389 & 0.484546 \tabularnewline
29 & -0.135913 & -1.1452 & 0.127982 \tabularnewline
30 & 0.047798 & 0.4028 & 0.344171 \tabularnewline
31 & 0.019331 & 0.1629 & 0.435536 \tabularnewline
32 & -0.018492 & -0.1558 & 0.438309 \tabularnewline
33 & 0.079389 & 0.6689 & 0.25285 \tabularnewline
34 & -0.126105 & -1.0626 & 0.145788 \tabularnewline
35 & -0.105892 & -0.8923 & 0.187634 \tabularnewline
36 & 0.008687 & 0.0732 & 0.470927 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62854&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]-0.350522[/C][C]-2.9536[/C][C]0.002129[/C][/ROW]
[ROW][C]2[/C][C]-0.161854[/C][C]-1.3638[/C][C]0.088468[/C][/ROW]
[ROW][C]3[/C][C]-0.19688[/C][C]-1.6589[/C][C]0.050769[/C][/ROW]
[ROW][C]4[/C][C]0.006193[/C][C]0.0522[/C][C]0.479266[/C][/ROW]
[ROW][C]5[/C][C]-0.191254[/C][C]-1.6115[/C][C]0.05575[/C][/ROW]
[ROW][C]6[/C][C]0.036163[/C][C]0.3047[/C][C]0.380737[/C][/ROW]
[ROW][C]7[/C][C]-0.073902[/C][C]-0.6227[/C][C]0.267734[/C][/ROW]
[ROW][C]8[/C][C]-0.029986[/C][C]-0.2527[/C][C]0.400627[/C][/ROW]
[ROW][C]9[/C][C]-0.2354[/C][C]-1.9835[/C][C]0.025589[/C][/ROW]
[ROW][C]10[/C][C]-0.178354[/C][C]-1.5028[/C][C]0.068658[/C][/ROW]
[ROW][C]11[/C][C]-0.042528[/C][C]-0.3584[/C][C]0.360572[/C][/ROW]
[ROW][C]12[/C][C]-0.111795[/C][C]-0.942[/C][C]0.174693[/C][/ROW]
[ROW][C]13[/C][C]0.03956[/C][C]0.3333[/C][C]0.36993[/C][/ROW]
[ROW][C]14[/C][C]0.01472[/C][C]0.124[/C][C]0.450821[/C][/ROW]
[ROW][C]15[/C][C]-0.039111[/C][C]-0.3296[/C][C]0.371352[/C][/ROW]
[ROW][C]16[/C][C]0.014183[/C][C]0.1195[/C][C]0.452606[/C][/ROW]
[ROW][C]17[/C][C]-0.164287[/C][C]-1.3843[/C][C]0.0853[/C][/ROW]
[ROW][C]18[/C][C]0.008757[/C][C]0.0738[/C][C]0.470694[/C][/ROW]
[ROW][C]19[/C][C]-0.02742[/C][C]-0.231[/C][C]0.408973[/C][/ROW]
[ROW][C]20[/C][C]-0.058555[/C][C]-0.4934[/C][C]0.311628[/C][/ROW]
[ROW][C]21[/C][C]0.033545[/C][C]0.2827[/C][C]0.389132[/C][/ROW]
[ROW][C]22[/C][C]0.010905[/C][C]0.0919[/C][C]0.463522[/C][/ROW]
[ROW][C]23[/C][C]-0.105598[/C][C]-0.8898[/C][C]0.188294[/C][/ROW]
[ROW][C]24[/C][C]-0.105451[/C][C]-0.8885[/C][C]0.188623[/C][/ROW]
[ROW][C]25[/C][C]-0.184574[/C][C]-1.5552[/C][C]0.062167[/C][/ROW]
[ROW][C]26[/C][C]0.012759[/C][C]0.1075[/C][C]0.457345[/C][/ROW]
[ROW][C]27[/C][C]-0.054003[/C][C]-0.455[/C][C]0.325234[/C][/ROW]
[ROW][C]28[/C][C]-0.004615[/C][C]-0.0389[/C][C]0.484546[/C][/ROW]
[ROW][C]29[/C][C]-0.135913[/C][C]-1.1452[/C][C]0.127982[/C][/ROW]
[ROW][C]30[/C][C]0.047798[/C][C]0.4028[/C][C]0.344171[/C][/ROW]
[ROW][C]31[/C][C]0.019331[/C][C]0.1629[/C][C]0.435536[/C][/ROW]
[ROW][C]32[/C][C]-0.018492[/C][C]-0.1558[/C][C]0.438309[/C][/ROW]
[ROW][C]33[/C][C]0.079389[/C][C]0.6689[/C][C]0.25285[/C][/ROW]
[ROW][C]34[/C][C]-0.126105[/C][C]-1.0626[/C][C]0.145788[/C][/ROW]
[ROW][C]35[/C][C]-0.105892[/C][C]-0.8923[/C][C]0.187634[/C][/ROW]
[ROW][C]36[/C][C]0.008687[/C][C]0.0732[/C][C]0.470927[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62854&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62854&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
1-0.350522-2.95360.002129
2-0.161854-1.36380.088468
3-0.19688-1.65890.050769
40.0061930.05220.479266
5-0.191254-1.61150.05575
60.0361630.30470.380737
7-0.073902-0.62270.267734
8-0.029986-0.25270.400627
9-0.2354-1.98350.025589
10-0.178354-1.50280.068658
11-0.042528-0.35840.360572
12-0.111795-0.9420.174693
130.039560.33330.36993
140.014720.1240.450821
15-0.039111-0.32960.371352
160.0141830.11950.452606
17-0.164287-1.38430.0853
180.0087570.07380.470694
19-0.02742-0.2310.408973
20-0.058555-0.49340.311628
210.0335450.28270.389132
220.0109050.09190.463522
23-0.105598-0.88980.188294
24-0.105451-0.88850.188623
25-0.184574-1.55520.062167
260.0127590.10750.457345
27-0.054003-0.4550.325234
28-0.004615-0.03890.484546
29-0.135913-1.14520.127982
300.0477980.40280.344171
310.0193310.16290.435536
32-0.018492-0.15580.438309
330.0793890.66890.25285
34-0.126105-1.06260.145788
35-0.105892-0.89230.187634
360.0086870.07320.470927



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