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 09:34:55 -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/t1259858147mw159be9tmhl1w3.htm/, Retrieved Fri, 29 Mar 2024 07:11:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62891, Retrieved Fri, 29 Mar 2024 07:11:34 +0000
QR Codes:

Original text written by user:Uitleg in Word document
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact138
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] [ACF d=1 D=0] [2009-12-03 16:34:55] [8eb8270f5a1cfdf0409dcfcbf10be18b] [Current]
Feedback Forum

Post a new message
Dataseries X:
96.96
93.11
95.62
98.30
96.38
100.82
99.06
94.03
102.07
99.31
98.64
101.82
99.14
97.63
100.06
101.32
101.49
105.43
105.09
99.48
108.53
104.34
106.10
107.35
103.00
104.50
105.17
104.84
106.18
108.86
107.77
102.74
112.63
106.26
108.86
111.38
106.85
107.86
107.94
111.38
111.29
113.72
111.88
109.87
113.72
111.71
114.81
112.05
111.54
110.87
110.87
115.48
111.63
116.24
113.56
106.01
110.45
107.77
108.61
108.19




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=62891&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=62891&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62891&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
1-0.555845-4.26953.6e-05
2-0.013243-0.10170.459661
30.3338152.56410.006456
4-0.423356-3.25190.000949
50.1586991.2190.11385
60.0949420.72930.234364
70.047930.36820.357038
8-0.245845-1.88840.031948
90.2358461.81160.037572
10-0.079519-0.61080.271839
11-0.300903-2.31130.012165
120.6300134.83925e-06
13-0.432089-3.31890.000776
140.1003070.77050.222047
150.112230.86210.196075
16-0.262396-2.01550.024207
170.1143030.8780.191759
180.0579650.44520.328888
190.056150.43130.333914
20-0.22595-1.73560.043931
210.2248681.72720.044678
22-0.10375-0.79690.214347
23-0.180002-1.38260.085996
240.4208163.23240.001006
25-0.294231-2.260.013762
260.0790690.60730.272977
270.0302410.23230.40856
28-0.122946-0.94440.174417
290.0549370.4220.337286
300.0338560.26010.397865
310.0522340.40120.344854
32-0.131713-1.01170.157905
330.1107430.85060.199206
34-0.050593-0.38860.349482
35-0.10414-0.79990.213484
360.2276661.74870.042769

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.555845 & -4.2695 & 3.6e-05 \tabularnewline
2 & -0.013243 & -0.1017 & 0.459661 \tabularnewline
3 & 0.333815 & 2.5641 & 0.006456 \tabularnewline
4 & -0.423356 & -3.2519 & 0.000949 \tabularnewline
5 & 0.158699 & 1.219 & 0.11385 \tabularnewline
6 & 0.094942 & 0.7293 & 0.234364 \tabularnewline
7 & 0.04793 & 0.3682 & 0.357038 \tabularnewline
8 & -0.245845 & -1.8884 & 0.031948 \tabularnewline
9 & 0.235846 & 1.8116 & 0.037572 \tabularnewline
10 & -0.079519 & -0.6108 & 0.271839 \tabularnewline
11 & -0.300903 & -2.3113 & 0.012165 \tabularnewline
12 & 0.630013 & 4.8392 & 5e-06 \tabularnewline
13 & -0.432089 & -3.3189 & 0.000776 \tabularnewline
14 & 0.100307 & 0.7705 & 0.222047 \tabularnewline
15 & 0.11223 & 0.8621 & 0.196075 \tabularnewline
16 & -0.262396 & -2.0155 & 0.024207 \tabularnewline
17 & 0.114303 & 0.878 & 0.191759 \tabularnewline
18 & 0.057965 & 0.4452 & 0.328888 \tabularnewline
19 & 0.05615 & 0.4313 & 0.333914 \tabularnewline
20 & -0.22595 & -1.7356 & 0.043931 \tabularnewline
21 & 0.224868 & 1.7272 & 0.044678 \tabularnewline
22 & -0.10375 & -0.7969 & 0.214347 \tabularnewline
23 & -0.180002 & -1.3826 & 0.085996 \tabularnewline
24 & 0.420816 & 3.2324 & 0.001006 \tabularnewline
25 & -0.294231 & -2.26 & 0.013762 \tabularnewline
26 & 0.079069 & 0.6073 & 0.272977 \tabularnewline
27 & 0.030241 & 0.2323 & 0.40856 \tabularnewline
28 & -0.122946 & -0.9444 & 0.174417 \tabularnewline
29 & 0.054937 & 0.422 & 0.337286 \tabularnewline
30 & 0.033856 & 0.2601 & 0.397865 \tabularnewline
31 & 0.052234 & 0.4012 & 0.344854 \tabularnewline
32 & -0.131713 & -1.0117 & 0.157905 \tabularnewline
33 & 0.110743 & 0.8506 & 0.199206 \tabularnewline
34 & -0.050593 & -0.3886 & 0.349482 \tabularnewline
35 & -0.10414 & -0.7999 & 0.213484 \tabularnewline
36 & 0.227666 & 1.7487 & 0.042769 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62891&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]-0.555845[/C][C]-4.2695[/C][C]3.6e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.013243[/C][C]-0.1017[/C][C]0.459661[/C][/ROW]
[ROW][C]3[/C][C]0.333815[/C][C]2.5641[/C][C]0.006456[/C][/ROW]
[ROW][C]4[/C][C]-0.423356[/C][C]-3.2519[/C][C]0.000949[/C][/ROW]
[ROW][C]5[/C][C]0.158699[/C][C]1.219[/C][C]0.11385[/C][/ROW]
[ROW][C]6[/C][C]0.094942[/C][C]0.7293[/C][C]0.234364[/C][/ROW]
[ROW][C]7[/C][C]0.04793[/C][C]0.3682[/C][C]0.357038[/C][/ROW]
[ROW][C]8[/C][C]-0.245845[/C][C]-1.8884[/C][C]0.031948[/C][/ROW]
[ROW][C]9[/C][C]0.235846[/C][C]1.8116[/C][C]0.037572[/C][/ROW]
[ROW][C]10[/C][C]-0.079519[/C][C]-0.6108[/C][C]0.271839[/C][/ROW]
[ROW][C]11[/C][C]-0.300903[/C][C]-2.3113[/C][C]0.012165[/C][/ROW]
[ROW][C]12[/C][C]0.630013[/C][C]4.8392[/C][C]5e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.432089[/C][C]-3.3189[/C][C]0.000776[/C][/ROW]
[ROW][C]14[/C][C]0.100307[/C][C]0.7705[/C][C]0.222047[/C][/ROW]
[ROW][C]15[/C][C]0.11223[/C][C]0.8621[/C][C]0.196075[/C][/ROW]
[ROW][C]16[/C][C]-0.262396[/C][C]-2.0155[/C][C]0.024207[/C][/ROW]
[ROW][C]17[/C][C]0.114303[/C][C]0.878[/C][C]0.191759[/C][/ROW]
[ROW][C]18[/C][C]0.057965[/C][C]0.4452[/C][C]0.328888[/C][/ROW]
[ROW][C]19[/C][C]0.05615[/C][C]0.4313[/C][C]0.333914[/C][/ROW]
[ROW][C]20[/C][C]-0.22595[/C][C]-1.7356[/C][C]0.043931[/C][/ROW]
[ROW][C]21[/C][C]0.224868[/C][C]1.7272[/C][C]0.044678[/C][/ROW]
[ROW][C]22[/C][C]-0.10375[/C][C]-0.7969[/C][C]0.214347[/C][/ROW]
[ROW][C]23[/C][C]-0.180002[/C][C]-1.3826[/C][C]0.085996[/C][/ROW]
[ROW][C]24[/C][C]0.420816[/C][C]3.2324[/C][C]0.001006[/C][/ROW]
[ROW][C]25[/C][C]-0.294231[/C][C]-2.26[/C][C]0.013762[/C][/ROW]
[ROW][C]26[/C][C]0.079069[/C][C]0.6073[/C][C]0.272977[/C][/ROW]
[ROW][C]27[/C][C]0.030241[/C][C]0.2323[/C][C]0.40856[/C][/ROW]
[ROW][C]28[/C][C]-0.122946[/C][C]-0.9444[/C][C]0.174417[/C][/ROW]
[ROW][C]29[/C][C]0.054937[/C][C]0.422[/C][C]0.337286[/C][/ROW]
[ROW][C]30[/C][C]0.033856[/C][C]0.2601[/C][C]0.397865[/C][/ROW]
[ROW][C]31[/C][C]0.052234[/C][C]0.4012[/C][C]0.344854[/C][/ROW]
[ROW][C]32[/C][C]-0.131713[/C][C]-1.0117[/C][C]0.157905[/C][/ROW]
[ROW][C]33[/C][C]0.110743[/C][C]0.8506[/C][C]0.199206[/C][/ROW]
[ROW][C]34[/C][C]-0.050593[/C][C]-0.3886[/C][C]0.349482[/C][/ROW]
[ROW][C]35[/C][C]-0.10414[/C][C]-0.7999[/C][C]0.213484[/C][/ROW]
[ROW][C]36[/C][C]0.227666[/C][C]1.7487[/C][C]0.042769[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62891&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62891&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
1-0.555845-4.26953.6e-05
2-0.013243-0.10170.459661
30.3338152.56410.006456
4-0.423356-3.25190.000949
50.1586991.2190.11385
60.0949420.72930.234364
70.047930.36820.357038
8-0.245845-1.88840.031948
90.2358461.81160.037572
10-0.079519-0.61080.271839
11-0.300903-2.31130.012165
120.6300134.83925e-06
13-0.432089-3.31890.000776
140.1003070.77050.222047
150.112230.86210.196075
16-0.262396-2.01550.024207
170.1143030.8780.191759
180.0579650.44520.328888
190.056150.43130.333914
20-0.22595-1.73560.043931
210.2248681.72720.044678
22-0.10375-0.79690.214347
23-0.180002-1.38260.085996
240.4208163.23240.001006
25-0.294231-2.260.013762
260.0790690.60730.272977
270.0302410.23230.40856
28-0.122946-0.94440.174417
290.0549370.4220.337286
300.0338560.26010.397865
310.0522340.40120.344854
32-0.131713-1.01170.157905
330.1107430.85060.199206
34-0.050593-0.38860.349482
35-0.10414-0.79990.213484
360.2276661.74870.042769







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.555845-4.26953.6e-05
2-0.466266-3.58150.000346
30.1180660.90690.184079
4-0.204292-1.56920.060975
5-0.231138-1.77540.040494
6-0.123475-0.94840.17339
70.4376093.36130.000683
8-0.132327-1.01640.156788
9-0.084882-0.6520.258469
100.0022680.01740.493079
11-0.215497-1.65530.051591
120.3111092.38970.010039
130.1117170.85810.197151
140.2105631.61740.055567
15-0.200073-1.53680.064846
160.005360.04120.483649
17-0.16685-1.28160.102498
180.0422210.32430.373428
19-0.039511-0.30350.381293
20-0.106361-0.8170.208615
21-0.099349-0.76310.224219
220.0633840.48690.314081
230.0750330.57630.283288
24-0.063239-0.48570.314472
250.0598070.45940.323822
260.0065790.05050.479934
270.010890.08370.466809
28-0.050966-0.39150.348429
290.1035420.79530.214808
30-0.02796-0.21480.415345
31-0.093193-0.71580.238461
320.0732340.56250.287945
33-0.020253-0.15560.438453
340.056940.43740.331721
35-0.11569-0.88860.188905
36-0.013812-0.10610.457935

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.555845 & -4.2695 & 3.6e-05 \tabularnewline
2 & -0.466266 & -3.5815 & 0.000346 \tabularnewline
3 & 0.118066 & 0.9069 & 0.184079 \tabularnewline
4 & -0.204292 & -1.5692 & 0.060975 \tabularnewline
5 & -0.231138 & -1.7754 & 0.040494 \tabularnewline
6 & -0.123475 & -0.9484 & 0.17339 \tabularnewline
7 & 0.437609 & 3.3613 & 0.000683 \tabularnewline
8 & -0.132327 & -1.0164 & 0.156788 \tabularnewline
9 & -0.084882 & -0.652 & 0.258469 \tabularnewline
10 & 0.002268 & 0.0174 & 0.493079 \tabularnewline
11 & -0.215497 & -1.6553 & 0.051591 \tabularnewline
12 & 0.311109 & 2.3897 & 0.010039 \tabularnewline
13 & 0.111717 & 0.8581 & 0.197151 \tabularnewline
14 & 0.210563 & 1.6174 & 0.055567 \tabularnewline
15 & -0.200073 & -1.5368 & 0.064846 \tabularnewline
16 & 0.00536 & 0.0412 & 0.483649 \tabularnewline
17 & -0.16685 & -1.2816 & 0.102498 \tabularnewline
18 & 0.042221 & 0.3243 & 0.373428 \tabularnewline
19 & -0.039511 & -0.3035 & 0.381293 \tabularnewline
20 & -0.106361 & -0.817 & 0.208615 \tabularnewline
21 & -0.099349 & -0.7631 & 0.224219 \tabularnewline
22 & 0.063384 & 0.4869 & 0.314081 \tabularnewline
23 & 0.075033 & 0.5763 & 0.283288 \tabularnewline
24 & -0.063239 & -0.4857 & 0.314472 \tabularnewline
25 & 0.059807 & 0.4594 & 0.323822 \tabularnewline
26 & 0.006579 & 0.0505 & 0.479934 \tabularnewline
27 & 0.01089 & 0.0837 & 0.466809 \tabularnewline
28 & -0.050966 & -0.3915 & 0.348429 \tabularnewline
29 & 0.103542 & 0.7953 & 0.214808 \tabularnewline
30 & -0.02796 & -0.2148 & 0.415345 \tabularnewline
31 & -0.093193 & -0.7158 & 0.238461 \tabularnewline
32 & 0.073234 & 0.5625 & 0.287945 \tabularnewline
33 & -0.020253 & -0.1556 & 0.438453 \tabularnewline
34 & 0.05694 & 0.4374 & 0.331721 \tabularnewline
35 & -0.11569 & -0.8886 & 0.188905 \tabularnewline
36 & -0.013812 & -0.1061 & 0.457935 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62891&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]-0.555845[/C][C]-4.2695[/C][C]3.6e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.466266[/C][C]-3.5815[/C][C]0.000346[/C][/ROW]
[ROW][C]3[/C][C]0.118066[/C][C]0.9069[/C][C]0.184079[/C][/ROW]
[ROW][C]4[/C][C]-0.204292[/C][C]-1.5692[/C][C]0.060975[/C][/ROW]
[ROW][C]5[/C][C]-0.231138[/C][C]-1.7754[/C][C]0.040494[/C][/ROW]
[ROW][C]6[/C][C]-0.123475[/C][C]-0.9484[/C][C]0.17339[/C][/ROW]
[ROW][C]7[/C][C]0.437609[/C][C]3.3613[/C][C]0.000683[/C][/ROW]
[ROW][C]8[/C][C]-0.132327[/C][C]-1.0164[/C][C]0.156788[/C][/ROW]
[ROW][C]9[/C][C]-0.084882[/C][C]-0.652[/C][C]0.258469[/C][/ROW]
[ROW][C]10[/C][C]0.002268[/C][C]0.0174[/C][C]0.493079[/C][/ROW]
[ROW][C]11[/C][C]-0.215497[/C][C]-1.6553[/C][C]0.051591[/C][/ROW]
[ROW][C]12[/C][C]0.311109[/C][C]2.3897[/C][C]0.010039[/C][/ROW]
[ROW][C]13[/C][C]0.111717[/C][C]0.8581[/C][C]0.197151[/C][/ROW]
[ROW][C]14[/C][C]0.210563[/C][C]1.6174[/C][C]0.055567[/C][/ROW]
[ROW][C]15[/C][C]-0.200073[/C][C]-1.5368[/C][C]0.064846[/C][/ROW]
[ROW][C]16[/C][C]0.00536[/C][C]0.0412[/C][C]0.483649[/C][/ROW]
[ROW][C]17[/C][C]-0.16685[/C][C]-1.2816[/C][C]0.102498[/C][/ROW]
[ROW][C]18[/C][C]0.042221[/C][C]0.3243[/C][C]0.373428[/C][/ROW]
[ROW][C]19[/C][C]-0.039511[/C][C]-0.3035[/C][C]0.381293[/C][/ROW]
[ROW][C]20[/C][C]-0.106361[/C][C]-0.817[/C][C]0.208615[/C][/ROW]
[ROW][C]21[/C][C]-0.099349[/C][C]-0.7631[/C][C]0.224219[/C][/ROW]
[ROW][C]22[/C][C]0.063384[/C][C]0.4869[/C][C]0.314081[/C][/ROW]
[ROW][C]23[/C][C]0.075033[/C][C]0.5763[/C][C]0.283288[/C][/ROW]
[ROW][C]24[/C][C]-0.063239[/C][C]-0.4857[/C][C]0.314472[/C][/ROW]
[ROW][C]25[/C][C]0.059807[/C][C]0.4594[/C][C]0.323822[/C][/ROW]
[ROW][C]26[/C][C]0.006579[/C][C]0.0505[/C][C]0.479934[/C][/ROW]
[ROW][C]27[/C][C]0.01089[/C][C]0.0837[/C][C]0.466809[/C][/ROW]
[ROW][C]28[/C][C]-0.050966[/C][C]-0.3915[/C][C]0.348429[/C][/ROW]
[ROW][C]29[/C][C]0.103542[/C][C]0.7953[/C][C]0.214808[/C][/ROW]
[ROW][C]30[/C][C]-0.02796[/C][C]-0.2148[/C][C]0.415345[/C][/ROW]
[ROW][C]31[/C][C]-0.093193[/C][C]-0.7158[/C][C]0.238461[/C][/ROW]
[ROW][C]32[/C][C]0.073234[/C][C]0.5625[/C][C]0.287945[/C][/ROW]
[ROW][C]33[/C][C]-0.020253[/C][C]-0.1556[/C][C]0.438453[/C][/ROW]
[ROW][C]34[/C][C]0.05694[/C][C]0.4374[/C][C]0.331721[/C][/ROW]
[ROW][C]35[/C][C]-0.11569[/C][C]-0.8886[/C][C]0.188905[/C][/ROW]
[ROW][C]36[/C][C]-0.013812[/C][C]-0.1061[/C][C]0.457935[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62891&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62891&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
1-0.555845-4.26953.6e-05
2-0.466266-3.58150.000346
30.1180660.90690.184079
4-0.204292-1.56920.060975
5-0.231138-1.77540.040494
6-0.123475-0.94840.17339
70.4376093.36130.000683
8-0.132327-1.01640.156788
9-0.084882-0.6520.258469
100.0022680.01740.493079
11-0.215497-1.65530.051591
120.3111092.38970.010039
130.1117170.85810.197151
140.2105631.61740.055567
15-0.200073-1.53680.064846
160.005360.04120.483649
17-0.16685-1.28160.102498
180.0422210.32430.373428
19-0.039511-0.30350.381293
20-0.106361-0.8170.208615
21-0.099349-0.76310.224219
220.0633840.48690.314081
230.0750330.57630.283288
24-0.063239-0.48570.314472
250.0598070.45940.323822
260.0065790.05050.479934
270.010890.08370.466809
28-0.050966-0.39150.348429
290.1035420.79530.214808
30-0.02796-0.21480.415345
31-0.093193-0.71580.238461
320.0732340.56250.287945
33-0.020253-0.15560.438453
340.056940.43740.331721
35-0.11569-0.88860.188905
36-0.013812-0.10610.457935



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')