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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 09:02:34 -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/t1259856238lmftcjzz0uu61fl.htm/, Retrieved Thu, 28 Mar 2024 09:24:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62866, Retrieved Thu, 28 Mar 2024 09:24:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact142
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  D      [(Partial) Autocorrelation Function] [] [2009-12-03 16:02:34] [faa1ded5041cd5a0e2be04844f08502a] [Current]
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Dataseries X:
24
22
25
24
29
26
26
21
23
22
21
16
19
16
25
27
23
22
23
20
24
23
20
21
22
17
21
19
23
22
15
23
21
18
18
18
18
10
13
10
9
9
6
11
9
10
9
16
10
7
7
14
11
10
6
8
13
12
15
16
16




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=62866&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=62866&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62866&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
1-0.386483-2.99370.001999
20.0136130.10540.458186
3-0.101998-0.79010.216299
40.0944970.7320.233519
50.0224230.17370.431347
6-0.011234-0.0870.465472
7-0.116004-0.89860.186239
80.0771610.59770.276149
9-0.047669-0.36920.356622
10-0.048717-0.37740.35362
11-0.022275-0.17250.431795
120.2184391.6920.047914
13-0.116823-0.90490.184567
140.0084740.06560.473941
15-0.007086-0.05490.478206
160.057430.44480.329015
17-0.006107-0.04730.481215
18-0.058375-0.45220.326389
19-0.012555-0.09720.461426
200.0789370.61140.271608
21-0.1077-0.83420.203727
22-0.075966-0.58840.279226
23-0.003682-0.02850.48867
240.0743210.57570.283489
25-0.023448-0.18160.428244
26-0.112509-0.87150.193479
270.1400721.0850.141133
28-0.086774-0.67210.252035
290.0673780.52190.301828
300.0134030.10380.45883
31-0.00856-0.06630.473679
320.0585170.45330.325995
330.0455180.35260.362819
34-0.139838-1.08320.14153
35-0.000968-0.00750.497023
36-0.025747-0.19940.421298

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.386483 & -2.9937 & 0.001999 \tabularnewline
2 & 0.013613 & 0.1054 & 0.458186 \tabularnewline
3 & -0.101998 & -0.7901 & 0.216299 \tabularnewline
4 & 0.094497 & 0.732 & 0.233519 \tabularnewline
5 & 0.022423 & 0.1737 & 0.431347 \tabularnewline
6 & -0.011234 & -0.087 & 0.465472 \tabularnewline
7 & -0.116004 & -0.8986 & 0.186239 \tabularnewline
8 & 0.077161 & 0.5977 & 0.276149 \tabularnewline
9 & -0.047669 & -0.3692 & 0.356622 \tabularnewline
10 & -0.048717 & -0.3774 & 0.35362 \tabularnewline
11 & -0.022275 & -0.1725 & 0.431795 \tabularnewline
12 & 0.218439 & 1.692 & 0.047914 \tabularnewline
13 & -0.116823 & -0.9049 & 0.184567 \tabularnewline
14 & 0.008474 & 0.0656 & 0.473941 \tabularnewline
15 & -0.007086 & -0.0549 & 0.478206 \tabularnewline
16 & 0.05743 & 0.4448 & 0.329015 \tabularnewline
17 & -0.006107 & -0.0473 & 0.481215 \tabularnewline
18 & -0.058375 & -0.4522 & 0.326389 \tabularnewline
19 & -0.012555 & -0.0972 & 0.461426 \tabularnewline
20 & 0.078937 & 0.6114 & 0.271608 \tabularnewline
21 & -0.1077 & -0.8342 & 0.203727 \tabularnewline
22 & -0.075966 & -0.5884 & 0.279226 \tabularnewline
23 & -0.003682 & -0.0285 & 0.48867 \tabularnewline
24 & 0.074321 & 0.5757 & 0.283489 \tabularnewline
25 & -0.023448 & -0.1816 & 0.428244 \tabularnewline
26 & -0.112509 & -0.8715 & 0.193479 \tabularnewline
27 & 0.140072 & 1.085 & 0.141133 \tabularnewline
28 & -0.086774 & -0.6721 & 0.252035 \tabularnewline
29 & 0.067378 & 0.5219 & 0.301828 \tabularnewline
30 & 0.013403 & 0.1038 & 0.45883 \tabularnewline
31 & -0.00856 & -0.0663 & 0.473679 \tabularnewline
32 & 0.058517 & 0.4533 & 0.325995 \tabularnewline
33 & 0.045518 & 0.3526 & 0.362819 \tabularnewline
34 & -0.139838 & -1.0832 & 0.14153 \tabularnewline
35 & -0.000968 & -0.0075 & 0.497023 \tabularnewline
36 & -0.025747 & -0.1994 & 0.421298 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62866&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]-0.386483[/C][C]-2.9937[/C][C]0.001999[/C][/ROW]
[ROW][C]2[/C][C]0.013613[/C][C]0.1054[/C][C]0.458186[/C][/ROW]
[ROW][C]3[/C][C]-0.101998[/C][C]-0.7901[/C][C]0.216299[/C][/ROW]
[ROW][C]4[/C][C]0.094497[/C][C]0.732[/C][C]0.233519[/C][/ROW]
[ROW][C]5[/C][C]0.022423[/C][C]0.1737[/C][C]0.431347[/C][/ROW]
[ROW][C]6[/C][C]-0.011234[/C][C]-0.087[/C][C]0.465472[/C][/ROW]
[ROW][C]7[/C][C]-0.116004[/C][C]-0.8986[/C][C]0.186239[/C][/ROW]
[ROW][C]8[/C][C]0.077161[/C][C]0.5977[/C][C]0.276149[/C][/ROW]
[ROW][C]9[/C][C]-0.047669[/C][C]-0.3692[/C][C]0.356622[/C][/ROW]
[ROW][C]10[/C][C]-0.048717[/C][C]-0.3774[/C][C]0.35362[/C][/ROW]
[ROW][C]11[/C][C]-0.022275[/C][C]-0.1725[/C][C]0.431795[/C][/ROW]
[ROW][C]12[/C][C]0.218439[/C][C]1.692[/C][C]0.047914[/C][/ROW]
[ROW][C]13[/C][C]-0.116823[/C][C]-0.9049[/C][C]0.184567[/C][/ROW]
[ROW][C]14[/C][C]0.008474[/C][C]0.0656[/C][C]0.473941[/C][/ROW]
[ROW][C]15[/C][C]-0.007086[/C][C]-0.0549[/C][C]0.478206[/C][/ROW]
[ROW][C]16[/C][C]0.05743[/C][C]0.4448[/C][C]0.329015[/C][/ROW]
[ROW][C]17[/C][C]-0.006107[/C][C]-0.0473[/C][C]0.481215[/C][/ROW]
[ROW][C]18[/C][C]-0.058375[/C][C]-0.4522[/C][C]0.326389[/C][/ROW]
[ROW][C]19[/C][C]-0.012555[/C][C]-0.0972[/C][C]0.461426[/C][/ROW]
[ROW][C]20[/C][C]0.078937[/C][C]0.6114[/C][C]0.271608[/C][/ROW]
[ROW][C]21[/C][C]-0.1077[/C][C]-0.8342[/C][C]0.203727[/C][/ROW]
[ROW][C]22[/C][C]-0.075966[/C][C]-0.5884[/C][C]0.279226[/C][/ROW]
[ROW][C]23[/C][C]-0.003682[/C][C]-0.0285[/C][C]0.48867[/C][/ROW]
[ROW][C]24[/C][C]0.074321[/C][C]0.5757[/C][C]0.283489[/C][/ROW]
[ROW][C]25[/C][C]-0.023448[/C][C]-0.1816[/C][C]0.428244[/C][/ROW]
[ROW][C]26[/C][C]-0.112509[/C][C]-0.8715[/C][C]0.193479[/C][/ROW]
[ROW][C]27[/C][C]0.140072[/C][C]1.085[/C][C]0.141133[/C][/ROW]
[ROW][C]28[/C][C]-0.086774[/C][C]-0.6721[/C][C]0.252035[/C][/ROW]
[ROW][C]29[/C][C]0.067378[/C][C]0.5219[/C][C]0.301828[/C][/ROW]
[ROW][C]30[/C][C]0.013403[/C][C]0.1038[/C][C]0.45883[/C][/ROW]
[ROW][C]31[/C][C]-0.00856[/C][C]-0.0663[/C][C]0.473679[/C][/ROW]
[ROW][C]32[/C][C]0.058517[/C][C]0.4533[/C][C]0.325995[/C][/ROW]
[ROW][C]33[/C][C]0.045518[/C][C]0.3526[/C][C]0.362819[/C][/ROW]
[ROW][C]34[/C][C]-0.139838[/C][C]-1.0832[/C][C]0.14153[/C][/ROW]
[ROW][C]35[/C][C]-0.000968[/C][C]-0.0075[/C][C]0.497023[/C][/ROW]
[ROW][C]36[/C][C]-0.025747[/C][C]-0.1994[/C][C]0.421298[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62866&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62866&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
1-0.386483-2.99370.001999
20.0136130.10540.458186
3-0.101998-0.79010.216299
40.0944970.7320.233519
50.0224230.17370.431347
6-0.011234-0.0870.465472
7-0.116004-0.89860.186239
80.0771610.59770.276149
9-0.047669-0.36920.356622
10-0.048717-0.37740.35362
11-0.022275-0.17250.431795
120.2184391.6920.047914
13-0.116823-0.90490.184567
140.0084740.06560.473941
15-0.007086-0.05490.478206
160.057430.44480.329015
17-0.006107-0.04730.481215
18-0.058375-0.45220.326389
19-0.012555-0.09720.461426
200.0789370.61140.271608
21-0.1077-0.83420.203727
22-0.075966-0.58840.279226
23-0.003682-0.02850.48867
240.0743210.57570.283489
25-0.023448-0.18160.428244
26-0.112509-0.87150.193479
270.1400721.0850.141133
28-0.086774-0.67210.252035
290.0673780.52190.301828
300.0134030.10380.45883
31-0.00856-0.06630.473679
320.0585170.45330.325995
330.0455180.35260.362819
34-0.139838-1.08320.14153
35-0.000968-0.00750.497023
36-0.025747-0.19940.421298







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.386483-2.99370.001999
2-0.159595-1.23620.110598
3-0.190089-1.47240.073066
4-0.030592-0.2370.406746
50.0418680.32430.373415
60.0240230.18610.426503
7-0.112975-0.87510.192505
8-0.019375-0.15010.440603
9-0.064933-0.5030.308413
10-0.140294-1.08670.140756
11-0.117195-0.90780.18381
120.1900991.47250.073056
130.0494190.38280.351611
140.0143470.11110.455941
150.0563750.43670.331955
160.0403470.31250.377863
17-0.010315-0.07990.468291
18-0.057453-0.4450.328951
19-0.015929-0.12340.451106
200.0445280.34490.365682
21-0.06976-0.54040.295476
22-0.138034-1.06920.14463
23-0.124359-0.96330.169637
24-0.088042-0.6820.24894
25-0.059579-0.46150.323055
26-0.170263-1.31880.096116
270.048950.37920.352952
28-0.101311-0.78480.217843
29-0.062318-0.48270.315527
300.0659030.51050.305794
310.0085860.06650.473596
320.0329390.25510.399742
330.1920241.48740.071072
340.0490370.37980.352702
35-0.073427-0.56880.28582
36-0.11481-0.88930.188694

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.386483 & -2.9937 & 0.001999 \tabularnewline
2 & -0.159595 & -1.2362 & 0.110598 \tabularnewline
3 & -0.190089 & -1.4724 & 0.073066 \tabularnewline
4 & -0.030592 & -0.237 & 0.406746 \tabularnewline
5 & 0.041868 & 0.3243 & 0.373415 \tabularnewline
6 & 0.024023 & 0.1861 & 0.426503 \tabularnewline
7 & -0.112975 & -0.8751 & 0.192505 \tabularnewline
8 & -0.019375 & -0.1501 & 0.440603 \tabularnewline
9 & -0.064933 & -0.503 & 0.308413 \tabularnewline
10 & -0.140294 & -1.0867 & 0.140756 \tabularnewline
11 & -0.117195 & -0.9078 & 0.18381 \tabularnewline
12 & 0.190099 & 1.4725 & 0.073056 \tabularnewline
13 & 0.049419 & 0.3828 & 0.351611 \tabularnewline
14 & 0.014347 & 0.1111 & 0.455941 \tabularnewline
15 & 0.056375 & 0.4367 & 0.331955 \tabularnewline
16 & 0.040347 & 0.3125 & 0.377863 \tabularnewline
17 & -0.010315 & -0.0799 & 0.468291 \tabularnewline
18 & -0.057453 & -0.445 & 0.328951 \tabularnewline
19 & -0.015929 & -0.1234 & 0.451106 \tabularnewline
20 & 0.044528 & 0.3449 & 0.365682 \tabularnewline
21 & -0.06976 & -0.5404 & 0.295476 \tabularnewline
22 & -0.138034 & -1.0692 & 0.14463 \tabularnewline
23 & -0.124359 & -0.9633 & 0.169637 \tabularnewline
24 & -0.088042 & -0.682 & 0.24894 \tabularnewline
25 & -0.059579 & -0.4615 & 0.323055 \tabularnewline
26 & -0.170263 & -1.3188 & 0.096116 \tabularnewline
27 & 0.04895 & 0.3792 & 0.352952 \tabularnewline
28 & -0.101311 & -0.7848 & 0.217843 \tabularnewline
29 & -0.062318 & -0.4827 & 0.315527 \tabularnewline
30 & 0.065903 & 0.5105 & 0.305794 \tabularnewline
31 & 0.008586 & 0.0665 & 0.473596 \tabularnewline
32 & 0.032939 & 0.2551 & 0.399742 \tabularnewline
33 & 0.192024 & 1.4874 & 0.071072 \tabularnewline
34 & 0.049037 & 0.3798 & 0.352702 \tabularnewline
35 & -0.073427 & -0.5688 & 0.28582 \tabularnewline
36 & -0.11481 & -0.8893 & 0.188694 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62866&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]-0.386483[/C][C]-2.9937[/C][C]0.001999[/C][/ROW]
[ROW][C]2[/C][C]-0.159595[/C][C]-1.2362[/C][C]0.110598[/C][/ROW]
[ROW][C]3[/C][C]-0.190089[/C][C]-1.4724[/C][C]0.073066[/C][/ROW]
[ROW][C]4[/C][C]-0.030592[/C][C]-0.237[/C][C]0.406746[/C][/ROW]
[ROW][C]5[/C][C]0.041868[/C][C]0.3243[/C][C]0.373415[/C][/ROW]
[ROW][C]6[/C][C]0.024023[/C][C]0.1861[/C][C]0.426503[/C][/ROW]
[ROW][C]7[/C][C]-0.112975[/C][C]-0.8751[/C][C]0.192505[/C][/ROW]
[ROW][C]8[/C][C]-0.019375[/C][C]-0.1501[/C][C]0.440603[/C][/ROW]
[ROW][C]9[/C][C]-0.064933[/C][C]-0.503[/C][C]0.308413[/C][/ROW]
[ROW][C]10[/C][C]-0.140294[/C][C]-1.0867[/C][C]0.140756[/C][/ROW]
[ROW][C]11[/C][C]-0.117195[/C][C]-0.9078[/C][C]0.18381[/C][/ROW]
[ROW][C]12[/C][C]0.190099[/C][C]1.4725[/C][C]0.073056[/C][/ROW]
[ROW][C]13[/C][C]0.049419[/C][C]0.3828[/C][C]0.351611[/C][/ROW]
[ROW][C]14[/C][C]0.014347[/C][C]0.1111[/C][C]0.455941[/C][/ROW]
[ROW][C]15[/C][C]0.056375[/C][C]0.4367[/C][C]0.331955[/C][/ROW]
[ROW][C]16[/C][C]0.040347[/C][C]0.3125[/C][C]0.377863[/C][/ROW]
[ROW][C]17[/C][C]-0.010315[/C][C]-0.0799[/C][C]0.468291[/C][/ROW]
[ROW][C]18[/C][C]-0.057453[/C][C]-0.445[/C][C]0.328951[/C][/ROW]
[ROW][C]19[/C][C]-0.015929[/C][C]-0.1234[/C][C]0.451106[/C][/ROW]
[ROW][C]20[/C][C]0.044528[/C][C]0.3449[/C][C]0.365682[/C][/ROW]
[ROW][C]21[/C][C]-0.06976[/C][C]-0.5404[/C][C]0.295476[/C][/ROW]
[ROW][C]22[/C][C]-0.138034[/C][C]-1.0692[/C][C]0.14463[/C][/ROW]
[ROW][C]23[/C][C]-0.124359[/C][C]-0.9633[/C][C]0.169637[/C][/ROW]
[ROW][C]24[/C][C]-0.088042[/C][C]-0.682[/C][C]0.24894[/C][/ROW]
[ROW][C]25[/C][C]-0.059579[/C][C]-0.4615[/C][C]0.323055[/C][/ROW]
[ROW][C]26[/C][C]-0.170263[/C][C]-1.3188[/C][C]0.096116[/C][/ROW]
[ROW][C]27[/C][C]0.04895[/C][C]0.3792[/C][C]0.352952[/C][/ROW]
[ROW][C]28[/C][C]-0.101311[/C][C]-0.7848[/C][C]0.217843[/C][/ROW]
[ROW][C]29[/C][C]-0.062318[/C][C]-0.4827[/C][C]0.315527[/C][/ROW]
[ROW][C]30[/C][C]0.065903[/C][C]0.5105[/C][C]0.305794[/C][/ROW]
[ROW][C]31[/C][C]0.008586[/C][C]0.0665[/C][C]0.473596[/C][/ROW]
[ROW][C]32[/C][C]0.032939[/C][C]0.2551[/C][C]0.399742[/C][/ROW]
[ROW][C]33[/C][C]0.192024[/C][C]1.4874[/C][C]0.071072[/C][/ROW]
[ROW][C]34[/C][C]0.049037[/C][C]0.3798[/C][C]0.352702[/C][/ROW]
[ROW][C]35[/C][C]-0.073427[/C][C]-0.5688[/C][C]0.28582[/C][/ROW]
[ROW][C]36[/C][C]-0.11481[/C][C]-0.8893[/C][C]0.188694[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62866&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62866&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
1-0.386483-2.99370.001999
2-0.159595-1.23620.110598
3-0.190089-1.47240.073066
4-0.030592-0.2370.406746
50.0418680.32430.373415
60.0240230.18610.426503
7-0.112975-0.87510.192505
8-0.019375-0.15010.440603
9-0.064933-0.5030.308413
10-0.140294-1.08670.140756
11-0.117195-0.90780.18381
120.1900991.47250.073056
130.0494190.38280.351611
140.0143470.11110.455941
150.0563750.43670.331955
160.0403470.31250.377863
17-0.010315-0.07990.468291
18-0.057453-0.4450.328951
19-0.015929-0.12340.451106
200.0445280.34490.365682
21-0.06976-0.54040.295476
22-0.138034-1.06920.14463
23-0.124359-0.96330.169637
24-0.088042-0.6820.24894
25-0.059579-0.46150.323055
26-0.170263-1.31880.096116
270.048950.37920.352952
28-0.101311-0.78480.217843
29-0.062318-0.48270.315527
300.0659030.51050.305794
310.0085860.06650.473596
320.0329390.25510.399742
330.1920241.48740.071072
340.0490370.37980.352702
35-0.073427-0.56880.28582
36-0.11481-0.88930.188694



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')