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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 11:33:23 -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/t1259865265ua3jmr9nh2t40mn.htm/, Retrieved Fri, 29 Mar 2024 09:30:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63043, Retrieved Fri, 29 Mar 2024 09:30:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact135
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 14:46:03] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [] [2009-12-03 18:11:56] [90f6d58d515a4caed6fb4b8be4e11eaa]
-   PD        [(Partial) Autocorrelation Function] [] [2009-12-03 18:33:23] [2b548c9d2e9bba6e1eaf65bd4d551f41] [Current]
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Dataseries X:
8.00
8.10
7.70
7.50
7.60
7.80
7.80
7.80
7.50
7.50
7.10
7.50
7.50
7.60
7.70
7.70
7.90
8.10
8.20
8.20
8.20
7.90
7.30
6.90
6.60
6.70
6.90
7.00
7.10
7.20
7.10
6.90
7.00
6.80
6.40
6.70
6.60
6.40
6.30
6.20
6.50
6.80
6.80
6.40
6.10
5.80
6.10
7.20
7.30
6.90
6.10
5.80
6.20
7.10
7.70
7.90
7.70
7.40
7.50
8.00




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=63043&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=63043&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63043&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
10.0329140.19190.424473
20.0089780.05240.479277
3-0.287477-1.67630.05143
4-0.220112-1.28350.104005
5-0.042304-0.24670.403322
60.1598560.93210.178926
70.0792330.4620.323511
80.0595330.34710.365316
9-0.230977-1.34680.093474
10-0.087866-0.51230.305861
110.1842561.07440.145107
12-0.109919-0.64090.262931
130.0920780.53690.297416
140.0665130.38780.350278
15-0.042697-0.2490.402443
16-0.005466-0.03190.487379
17-0.171526-1.00020.162149
180.0044080.02570.489823
19-0.044206-0.25780.399071
200.1415010.82510.207537
210.122860.71640.239322
220.1822441.06270.147714
23-0.156238-0.9110.18435
24-0.053036-0.30930.379509
25-0.12869-0.75040.229092
26-0.013515-0.07880.468824
27-0.041523-0.24210.405071
280.0163130.09510.462388
29-0.034907-0.20350.419963
30-0.005251-0.03060.487877
31-0.02373-0.13840.445383
320.0259620.15140.440283
330.0227950.13290.44752
34NANANA
35NANANA
36NANANA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.032914 & 0.1919 & 0.424473 \tabularnewline
2 & 0.008978 & 0.0524 & 0.479277 \tabularnewline
3 & -0.287477 & -1.6763 & 0.05143 \tabularnewline
4 & -0.220112 & -1.2835 & 0.104005 \tabularnewline
5 & -0.042304 & -0.2467 & 0.403322 \tabularnewline
6 & 0.159856 & 0.9321 & 0.178926 \tabularnewline
7 & 0.079233 & 0.462 & 0.323511 \tabularnewline
8 & 0.059533 & 0.3471 & 0.365316 \tabularnewline
9 & -0.230977 & -1.3468 & 0.093474 \tabularnewline
10 & -0.087866 & -0.5123 & 0.305861 \tabularnewline
11 & 0.184256 & 1.0744 & 0.145107 \tabularnewline
12 & -0.109919 & -0.6409 & 0.262931 \tabularnewline
13 & 0.092078 & 0.5369 & 0.297416 \tabularnewline
14 & 0.066513 & 0.3878 & 0.350278 \tabularnewline
15 & -0.042697 & -0.249 & 0.402443 \tabularnewline
16 & -0.005466 & -0.0319 & 0.487379 \tabularnewline
17 & -0.171526 & -1.0002 & 0.162149 \tabularnewline
18 & 0.004408 & 0.0257 & 0.489823 \tabularnewline
19 & -0.044206 & -0.2578 & 0.399071 \tabularnewline
20 & 0.141501 & 0.8251 & 0.207537 \tabularnewline
21 & 0.12286 & 0.7164 & 0.239322 \tabularnewline
22 & 0.182244 & 1.0627 & 0.147714 \tabularnewline
23 & -0.156238 & -0.911 & 0.18435 \tabularnewline
24 & -0.053036 & -0.3093 & 0.379509 \tabularnewline
25 & -0.12869 & -0.7504 & 0.229092 \tabularnewline
26 & -0.013515 & -0.0788 & 0.468824 \tabularnewline
27 & -0.041523 & -0.2421 & 0.405071 \tabularnewline
28 & 0.016313 & 0.0951 & 0.462388 \tabularnewline
29 & -0.034907 & -0.2035 & 0.419963 \tabularnewline
30 & -0.005251 & -0.0306 & 0.487877 \tabularnewline
31 & -0.02373 & -0.1384 & 0.445383 \tabularnewline
32 & 0.025962 & 0.1514 & 0.440283 \tabularnewline
33 & 0.022795 & 0.1329 & 0.44752 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63043&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]0.032914[/C][C]0.1919[/C][C]0.424473[/C][/ROW]
[ROW][C]2[/C][C]0.008978[/C][C]0.0524[/C][C]0.479277[/C][/ROW]
[ROW][C]3[/C][C]-0.287477[/C][C]-1.6763[/C][C]0.05143[/C][/ROW]
[ROW][C]4[/C][C]-0.220112[/C][C]-1.2835[/C][C]0.104005[/C][/ROW]
[ROW][C]5[/C][C]-0.042304[/C][C]-0.2467[/C][C]0.403322[/C][/ROW]
[ROW][C]6[/C][C]0.159856[/C][C]0.9321[/C][C]0.178926[/C][/ROW]
[ROW][C]7[/C][C]0.079233[/C][C]0.462[/C][C]0.323511[/C][/ROW]
[ROW][C]8[/C][C]0.059533[/C][C]0.3471[/C][C]0.365316[/C][/ROW]
[ROW][C]9[/C][C]-0.230977[/C][C]-1.3468[/C][C]0.093474[/C][/ROW]
[ROW][C]10[/C][C]-0.087866[/C][C]-0.5123[/C][C]0.305861[/C][/ROW]
[ROW][C]11[/C][C]0.184256[/C][C]1.0744[/C][C]0.145107[/C][/ROW]
[ROW][C]12[/C][C]-0.109919[/C][C]-0.6409[/C][C]0.262931[/C][/ROW]
[ROW][C]13[/C][C]0.092078[/C][C]0.5369[/C][C]0.297416[/C][/ROW]
[ROW][C]14[/C][C]0.066513[/C][C]0.3878[/C][C]0.350278[/C][/ROW]
[ROW][C]15[/C][C]-0.042697[/C][C]-0.249[/C][C]0.402443[/C][/ROW]
[ROW][C]16[/C][C]-0.005466[/C][C]-0.0319[/C][C]0.487379[/C][/ROW]
[ROW][C]17[/C][C]-0.171526[/C][C]-1.0002[/C][C]0.162149[/C][/ROW]
[ROW][C]18[/C][C]0.004408[/C][C]0.0257[/C][C]0.489823[/C][/ROW]
[ROW][C]19[/C][C]-0.044206[/C][C]-0.2578[/C][C]0.399071[/C][/ROW]
[ROW][C]20[/C][C]0.141501[/C][C]0.8251[/C][C]0.207537[/C][/ROW]
[ROW][C]21[/C][C]0.12286[/C][C]0.7164[/C][C]0.239322[/C][/ROW]
[ROW][C]22[/C][C]0.182244[/C][C]1.0627[/C][C]0.147714[/C][/ROW]
[ROW][C]23[/C][C]-0.156238[/C][C]-0.911[/C][C]0.18435[/C][/ROW]
[ROW][C]24[/C][C]-0.053036[/C][C]-0.3093[/C][C]0.379509[/C][/ROW]
[ROW][C]25[/C][C]-0.12869[/C][C]-0.7504[/C][C]0.229092[/C][/ROW]
[ROW][C]26[/C][C]-0.013515[/C][C]-0.0788[/C][C]0.468824[/C][/ROW]
[ROW][C]27[/C][C]-0.041523[/C][C]-0.2421[/C][C]0.405071[/C][/ROW]
[ROW][C]28[/C][C]0.016313[/C][C]0.0951[/C][C]0.462388[/C][/ROW]
[ROW][C]29[/C][C]-0.034907[/C][C]-0.2035[/C][C]0.419963[/C][/ROW]
[ROW][C]30[/C][C]-0.005251[/C][C]-0.0306[/C][C]0.487877[/C][/ROW]
[ROW][C]31[/C][C]-0.02373[/C][C]-0.1384[/C][C]0.445383[/C][/ROW]
[ROW][C]32[/C][C]0.025962[/C][C]0.1514[/C][C]0.440283[/C][/ROW]
[ROW][C]33[/C][C]0.022795[/C][C]0.1329[/C][C]0.44752[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63043&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63043&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
10.0329140.19190.424473
20.0089780.05240.479277
3-0.287477-1.67630.05143
4-0.220112-1.28350.104005
5-0.042304-0.24670.403322
60.1598560.93210.178926
70.0792330.4620.323511
80.0595330.34710.365316
9-0.230977-1.34680.093474
10-0.087866-0.51230.305861
110.1842561.07440.145107
12-0.109919-0.64090.262931
130.0920780.53690.297416
140.0665130.38780.350278
15-0.042697-0.2490.402443
16-0.005466-0.03190.487379
17-0.171526-1.00020.162149
180.0044080.02570.489823
19-0.044206-0.25780.399071
200.1415010.82510.207537
210.122860.71640.239322
220.1822441.06270.147714
23-0.156238-0.9110.18435
24-0.053036-0.30930.379509
25-0.12869-0.75040.229092
26-0.013515-0.07880.468824
27-0.041523-0.24210.405071
280.0163130.09510.462388
29-0.034907-0.20350.419963
30-0.005251-0.03060.487877
31-0.02373-0.13840.445383
320.0259620.15140.440283
330.0227950.13290.44752
34NANANA
35NANANA
36NANANA







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0329140.19190.424473
20.0079040.04610.481756
3-0.288361-1.68140.050923
4-0.21919-1.27810.104938
5-0.037534-0.21890.414033
60.0957820.55850.290082
7-0.042121-0.24560.403732
8-0.016292-0.0950.462438
9-0.208655-1.21670.116057
10-0.044656-0.26040.398067
110.2699561.57410.062363
12-0.262378-1.52990.067645
13-0.071185-0.41510.340346
140.2091271.21940.11554
15-0.010582-0.06170.475579
16-0.064741-0.37750.354073
17-0.221598-1.29210.102513
180.0388750.22670.411016
19-0.030131-0.17570.430789
200.1980831.1550.128069
21-0.046563-0.27150.393822
220.0271590.15840.437555
230.1221650.71230.240558
24-0.009444-0.05510.478203
25-0.069028-0.40250.344919
26-0.08812-0.51380.305349
27-0.118124-0.68880.24782
28-0.008982-0.05240.47927
29-0.082298-0.47990.317194
30-0.003808-0.02220.491208
31-0.093567-0.54560.294456
320.0014210.00830.496719
33-0.026187-0.15270.439771
34NANANA
35NANANA
36NANANA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.032914 & 0.1919 & 0.424473 \tabularnewline
2 & 0.007904 & 0.0461 & 0.481756 \tabularnewline
3 & -0.288361 & -1.6814 & 0.050923 \tabularnewline
4 & -0.21919 & -1.2781 & 0.104938 \tabularnewline
5 & -0.037534 & -0.2189 & 0.414033 \tabularnewline
6 & 0.095782 & 0.5585 & 0.290082 \tabularnewline
7 & -0.042121 & -0.2456 & 0.403732 \tabularnewline
8 & -0.016292 & -0.095 & 0.462438 \tabularnewline
9 & -0.208655 & -1.2167 & 0.116057 \tabularnewline
10 & -0.044656 & -0.2604 & 0.398067 \tabularnewline
11 & 0.269956 & 1.5741 & 0.062363 \tabularnewline
12 & -0.262378 & -1.5299 & 0.067645 \tabularnewline
13 & -0.071185 & -0.4151 & 0.340346 \tabularnewline
14 & 0.209127 & 1.2194 & 0.11554 \tabularnewline
15 & -0.010582 & -0.0617 & 0.475579 \tabularnewline
16 & -0.064741 & -0.3775 & 0.354073 \tabularnewline
17 & -0.221598 & -1.2921 & 0.102513 \tabularnewline
18 & 0.038875 & 0.2267 & 0.411016 \tabularnewline
19 & -0.030131 & -0.1757 & 0.430789 \tabularnewline
20 & 0.198083 & 1.155 & 0.128069 \tabularnewline
21 & -0.046563 & -0.2715 & 0.393822 \tabularnewline
22 & 0.027159 & 0.1584 & 0.437555 \tabularnewline
23 & 0.122165 & 0.7123 & 0.240558 \tabularnewline
24 & -0.009444 & -0.0551 & 0.478203 \tabularnewline
25 & -0.069028 & -0.4025 & 0.344919 \tabularnewline
26 & -0.08812 & -0.5138 & 0.305349 \tabularnewline
27 & -0.118124 & -0.6888 & 0.24782 \tabularnewline
28 & -0.008982 & -0.0524 & 0.47927 \tabularnewline
29 & -0.082298 & -0.4799 & 0.317194 \tabularnewline
30 & -0.003808 & -0.0222 & 0.491208 \tabularnewline
31 & -0.093567 & -0.5456 & 0.294456 \tabularnewline
32 & 0.001421 & 0.0083 & 0.496719 \tabularnewline
33 & -0.026187 & -0.1527 & 0.439771 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63043&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]0.032914[/C][C]0.1919[/C][C]0.424473[/C][/ROW]
[ROW][C]2[/C][C]0.007904[/C][C]0.0461[/C][C]0.481756[/C][/ROW]
[ROW][C]3[/C][C]-0.288361[/C][C]-1.6814[/C][C]0.050923[/C][/ROW]
[ROW][C]4[/C][C]-0.21919[/C][C]-1.2781[/C][C]0.104938[/C][/ROW]
[ROW][C]5[/C][C]-0.037534[/C][C]-0.2189[/C][C]0.414033[/C][/ROW]
[ROW][C]6[/C][C]0.095782[/C][C]0.5585[/C][C]0.290082[/C][/ROW]
[ROW][C]7[/C][C]-0.042121[/C][C]-0.2456[/C][C]0.403732[/C][/ROW]
[ROW][C]8[/C][C]-0.016292[/C][C]-0.095[/C][C]0.462438[/C][/ROW]
[ROW][C]9[/C][C]-0.208655[/C][C]-1.2167[/C][C]0.116057[/C][/ROW]
[ROW][C]10[/C][C]-0.044656[/C][C]-0.2604[/C][C]0.398067[/C][/ROW]
[ROW][C]11[/C][C]0.269956[/C][C]1.5741[/C][C]0.062363[/C][/ROW]
[ROW][C]12[/C][C]-0.262378[/C][C]-1.5299[/C][C]0.067645[/C][/ROW]
[ROW][C]13[/C][C]-0.071185[/C][C]-0.4151[/C][C]0.340346[/C][/ROW]
[ROW][C]14[/C][C]0.209127[/C][C]1.2194[/C][C]0.11554[/C][/ROW]
[ROW][C]15[/C][C]-0.010582[/C][C]-0.0617[/C][C]0.475579[/C][/ROW]
[ROW][C]16[/C][C]-0.064741[/C][C]-0.3775[/C][C]0.354073[/C][/ROW]
[ROW][C]17[/C][C]-0.221598[/C][C]-1.2921[/C][C]0.102513[/C][/ROW]
[ROW][C]18[/C][C]0.038875[/C][C]0.2267[/C][C]0.411016[/C][/ROW]
[ROW][C]19[/C][C]-0.030131[/C][C]-0.1757[/C][C]0.430789[/C][/ROW]
[ROW][C]20[/C][C]0.198083[/C][C]1.155[/C][C]0.128069[/C][/ROW]
[ROW][C]21[/C][C]-0.046563[/C][C]-0.2715[/C][C]0.393822[/C][/ROW]
[ROW][C]22[/C][C]0.027159[/C][C]0.1584[/C][C]0.437555[/C][/ROW]
[ROW][C]23[/C][C]0.122165[/C][C]0.7123[/C][C]0.240558[/C][/ROW]
[ROW][C]24[/C][C]-0.009444[/C][C]-0.0551[/C][C]0.478203[/C][/ROW]
[ROW][C]25[/C][C]-0.069028[/C][C]-0.4025[/C][C]0.344919[/C][/ROW]
[ROW][C]26[/C][C]-0.08812[/C][C]-0.5138[/C][C]0.305349[/C][/ROW]
[ROW][C]27[/C][C]-0.118124[/C][C]-0.6888[/C][C]0.24782[/C][/ROW]
[ROW][C]28[/C][C]-0.008982[/C][C]-0.0524[/C][C]0.47927[/C][/ROW]
[ROW][C]29[/C][C]-0.082298[/C][C]-0.4799[/C][C]0.317194[/C][/ROW]
[ROW][C]30[/C][C]-0.003808[/C][C]-0.0222[/C][C]0.491208[/C][/ROW]
[ROW][C]31[/C][C]-0.093567[/C][C]-0.5456[/C][C]0.294456[/C][/ROW]
[ROW][C]32[/C][C]0.001421[/C][C]0.0083[/C][C]0.496719[/C][/ROW]
[ROW][C]33[/C][C]-0.026187[/C][C]-0.1527[/C][C]0.439771[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63043&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63043&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
10.0329140.19190.424473
20.0079040.04610.481756
3-0.288361-1.68140.050923
4-0.21919-1.27810.104938
5-0.037534-0.21890.414033
60.0957820.55850.290082
7-0.042121-0.24560.403732
8-0.016292-0.0950.462438
9-0.208655-1.21670.116057
10-0.044656-0.26040.398067
110.2699561.57410.062363
12-0.262378-1.52990.067645
13-0.071185-0.41510.340346
140.2091271.21940.11554
15-0.010582-0.06170.475579
16-0.064741-0.37750.354073
17-0.221598-1.29210.102513
180.0388750.22670.411016
19-0.030131-0.17570.430789
200.1980831.1550.128069
21-0.046563-0.27150.393822
220.0271590.15840.437555
230.1221650.71230.240558
24-0.009444-0.05510.478203
25-0.069028-0.40250.344919
26-0.08812-0.51380.305349
27-0.118124-0.68880.24782
28-0.008982-0.05240.47927
29-0.082298-0.47990.317194
30-0.003808-0.02220.491208
31-0.093567-0.54560.294456
320.0014210.00830.496719
33-0.026187-0.15270.439771
34NANANA
35NANANA
36NANANA



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; 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')