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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 12:45:01 -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/t1259869608b0rzg5t3le8grr9.htm/, Retrieved Fri, 29 Mar 2024 11:37:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63094, Retrieved Fri, 29 Mar 2024 11:37:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact151
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 14:48:46] [b98453cac15ba1066b407e146608df68]
- R  D      [(Partial) Autocorrelation Function] [] [2009-12-03 19:45:01] [ed082d38031561faed979d8cebfeba4d] [Current]
-   PD        [(Partial) Autocorrelation Function] [] [2009-12-04 14:17:16] [325e037ef8beb77178124dff9c2e015a]
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Dataseries X:
1915
1843
1761
2858
3968
5061
4661
4269
3857
3568
3274
2987
1683
1381
1071
2772
4485
6181
5479
4782
4067
3489
2903
2330
1736
1483
1242
2334
3423
4523
3986
3462
2908
2575
2237
1904
1610
1251
941
2450
3946
5409
4741
4069
3539
3189
2960
2704
1697
1598
1456
2316
3083
4158
3469
2892
2578
2233
1947
2049




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63094&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]3 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=63094&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63094&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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3789442.59790.006243
2-0.016728-0.11470.454594
3-0.217138-1.48860.071633
4-0.1574-1.07910.14303
5-0.075375-0.51670.30388
6-0.024205-0.16590.434458
7-0.007608-0.05220.479313
80.0610190.41830.338807
90.2296311.57430.061066
100.0378210.25930.398271
11-0.294611-2.01980.024565
12-0.481752-3.30270.000918
13-0.305566-2.09490.0208
14-0.053357-0.36580.358078
150.1339050.9180.181651
160.05080.34830.364597
17-0.048909-0.33530.369443
18-0.09741-0.66780.25376
190.0257980.17690.430187
200.0178850.12260.451468
21-0.063574-0.43580.332474
22-0.022996-0.15770.437704
230.1993221.36650.089144
240.2444151.67560.050226
250.2391981.63990.053856
260.0449890.30840.37956
27-0.156906-1.07570.143777
28-0.10063-0.68990.246829
290.0429070.29420.384967
300.085790.58810.279625
31-0.00819-0.05620.47773
320.0213460.14630.44214
330.0417140.2860.388077
340.0380350.26080.39771
35-0.054233-0.37180.355856
36-0.219679-1.5060.069374

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.378944 & 2.5979 & 0.006243 \tabularnewline
2 & -0.016728 & -0.1147 & 0.454594 \tabularnewline
3 & -0.217138 & -1.4886 & 0.071633 \tabularnewline
4 & -0.1574 & -1.0791 & 0.14303 \tabularnewline
5 & -0.075375 & -0.5167 & 0.30388 \tabularnewline
6 & -0.024205 & -0.1659 & 0.434458 \tabularnewline
7 & -0.007608 & -0.0522 & 0.479313 \tabularnewline
8 & 0.061019 & 0.4183 & 0.338807 \tabularnewline
9 & 0.229631 & 1.5743 & 0.061066 \tabularnewline
10 & 0.037821 & 0.2593 & 0.398271 \tabularnewline
11 & -0.294611 & -2.0198 & 0.024565 \tabularnewline
12 & -0.481752 & -3.3027 & 0.000918 \tabularnewline
13 & -0.305566 & -2.0949 & 0.0208 \tabularnewline
14 & -0.053357 & -0.3658 & 0.358078 \tabularnewline
15 & 0.133905 & 0.918 & 0.181651 \tabularnewline
16 & 0.0508 & 0.3483 & 0.364597 \tabularnewline
17 & -0.048909 & -0.3353 & 0.369443 \tabularnewline
18 & -0.09741 & -0.6678 & 0.25376 \tabularnewline
19 & 0.025798 & 0.1769 & 0.430187 \tabularnewline
20 & 0.017885 & 0.1226 & 0.451468 \tabularnewline
21 & -0.063574 & -0.4358 & 0.332474 \tabularnewline
22 & -0.022996 & -0.1577 & 0.437704 \tabularnewline
23 & 0.199322 & 1.3665 & 0.089144 \tabularnewline
24 & 0.244415 & 1.6756 & 0.050226 \tabularnewline
25 & 0.239198 & 1.6399 & 0.053856 \tabularnewline
26 & 0.044989 & 0.3084 & 0.37956 \tabularnewline
27 & -0.156906 & -1.0757 & 0.143777 \tabularnewline
28 & -0.10063 & -0.6899 & 0.246829 \tabularnewline
29 & 0.042907 & 0.2942 & 0.384967 \tabularnewline
30 & 0.08579 & 0.5881 & 0.279625 \tabularnewline
31 & -0.00819 & -0.0562 & 0.47773 \tabularnewline
32 & 0.021346 & 0.1463 & 0.44214 \tabularnewline
33 & 0.041714 & 0.286 & 0.388077 \tabularnewline
34 & 0.038035 & 0.2608 & 0.39771 \tabularnewline
35 & -0.054233 & -0.3718 & 0.355856 \tabularnewline
36 & -0.219679 & -1.506 & 0.069374 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63094&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]0.378944[/C][C]2.5979[/C][C]0.006243[/C][/ROW]
[ROW][C]2[/C][C]-0.016728[/C][C]-0.1147[/C][C]0.454594[/C][/ROW]
[ROW][C]3[/C][C]-0.217138[/C][C]-1.4886[/C][C]0.071633[/C][/ROW]
[ROW][C]4[/C][C]-0.1574[/C][C]-1.0791[/C][C]0.14303[/C][/ROW]
[ROW][C]5[/C][C]-0.075375[/C][C]-0.5167[/C][C]0.30388[/C][/ROW]
[ROW][C]6[/C][C]-0.024205[/C][C]-0.1659[/C][C]0.434458[/C][/ROW]
[ROW][C]7[/C][C]-0.007608[/C][C]-0.0522[/C][C]0.479313[/C][/ROW]
[ROW][C]8[/C][C]0.061019[/C][C]0.4183[/C][C]0.338807[/C][/ROW]
[ROW][C]9[/C][C]0.229631[/C][C]1.5743[/C][C]0.061066[/C][/ROW]
[ROW][C]10[/C][C]0.037821[/C][C]0.2593[/C][C]0.398271[/C][/ROW]
[ROW][C]11[/C][C]-0.294611[/C][C]-2.0198[/C][C]0.024565[/C][/ROW]
[ROW][C]12[/C][C]-0.481752[/C][C]-3.3027[/C][C]0.000918[/C][/ROW]
[ROW][C]13[/C][C]-0.305566[/C][C]-2.0949[/C][C]0.0208[/C][/ROW]
[ROW][C]14[/C][C]-0.053357[/C][C]-0.3658[/C][C]0.358078[/C][/ROW]
[ROW][C]15[/C][C]0.133905[/C][C]0.918[/C][C]0.181651[/C][/ROW]
[ROW][C]16[/C][C]0.0508[/C][C]0.3483[/C][C]0.364597[/C][/ROW]
[ROW][C]17[/C][C]-0.048909[/C][C]-0.3353[/C][C]0.369443[/C][/ROW]
[ROW][C]18[/C][C]-0.09741[/C][C]-0.6678[/C][C]0.25376[/C][/ROW]
[ROW][C]19[/C][C]0.025798[/C][C]0.1769[/C][C]0.430187[/C][/ROW]
[ROW][C]20[/C][C]0.017885[/C][C]0.1226[/C][C]0.451468[/C][/ROW]
[ROW][C]21[/C][C]-0.063574[/C][C]-0.4358[/C][C]0.332474[/C][/ROW]
[ROW][C]22[/C][C]-0.022996[/C][C]-0.1577[/C][C]0.437704[/C][/ROW]
[ROW][C]23[/C][C]0.199322[/C][C]1.3665[/C][C]0.089144[/C][/ROW]
[ROW][C]24[/C][C]0.244415[/C][C]1.6756[/C][C]0.050226[/C][/ROW]
[ROW][C]25[/C][C]0.239198[/C][C]1.6399[/C][C]0.053856[/C][/ROW]
[ROW][C]26[/C][C]0.044989[/C][C]0.3084[/C][C]0.37956[/C][/ROW]
[ROW][C]27[/C][C]-0.156906[/C][C]-1.0757[/C][C]0.143777[/C][/ROW]
[ROW][C]28[/C][C]-0.10063[/C][C]-0.6899[/C][C]0.246829[/C][/ROW]
[ROW][C]29[/C][C]0.042907[/C][C]0.2942[/C][C]0.384967[/C][/ROW]
[ROW][C]30[/C][C]0.08579[/C][C]0.5881[/C][C]0.279625[/C][/ROW]
[ROW][C]31[/C][C]-0.00819[/C][C]-0.0562[/C][C]0.47773[/C][/ROW]
[ROW][C]32[/C][C]0.021346[/C][C]0.1463[/C][C]0.44214[/C][/ROW]
[ROW][C]33[/C][C]0.041714[/C][C]0.286[/C][C]0.388077[/C][/ROW]
[ROW][C]34[/C][C]0.038035[/C][C]0.2608[/C][C]0.39771[/C][/ROW]
[ROW][C]35[/C][C]-0.054233[/C][C]-0.3718[/C][C]0.355856[/C][/ROW]
[ROW][C]36[/C][C]-0.219679[/C][C]-1.506[/C][C]0.069374[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63094&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63094&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
10.3789442.59790.006243
2-0.016728-0.11470.454594
3-0.217138-1.48860.071633
4-0.1574-1.07910.14303
5-0.075375-0.51670.30388
6-0.024205-0.16590.434458
7-0.007608-0.05220.479313
80.0610190.41830.338807
90.2296311.57430.061066
100.0378210.25930.398271
11-0.294611-2.01980.024565
12-0.481752-3.30270.000918
13-0.305566-2.09490.0208
14-0.053357-0.36580.358078
150.1339050.9180.181651
160.05080.34830.364597
17-0.048909-0.33530.369443
18-0.09741-0.66780.25376
190.0257980.17690.430187
200.0178850.12260.451468
21-0.063574-0.43580.332474
22-0.022996-0.15770.437704
230.1993221.36650.089144
240.2444151.67560.050226
250.2391981.63990.053856
260.0449890.30840.37956
27-0.156906-1.07570.143777
28-0.10063-0.68990.246829
290.0429070.29420.384967
300.085790.58810.279625
31-0.00819-0.05620.47773
320.0213460.14630.44214
330.0417140.2860.388077
340.0380350.26080.39771
35-0.054233-0.37180.355856
36-0.219679-1.5060.069374







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3789442.59790.006243
2-0.187209-1.28340.102814
3-0.167803-1.15040.127899
4-0.005994-0.04110.483697
5-0.043037-0.2950.384629
6-0.039921-0.27370.392764
7-0.02264-0.15520.438658
80.0627730.43040.334454
90.2094931.43620.078783
10-0.17527-1.20160.117772
11-0.299335-2.05210.022875
12-0.261467-1.79250.039743
13-0.075549-0.51790.303466
14-0.057968-0.39740.346432
15-0.007792-0.05340.478811
16-0.157394-1.0790.143039
17-0.141022-0.96680.169296
18-0.208923-1.43230.079337
190.0360590.24720.402911
200.0232680.15950.436972
21-0.047201-0.32360.37384
22-0.073276-0.50240.308882
230.0562730.38580.350698
24-0.133353-0.91420.182634
250.1017640.69770.244414
26-0.01792-0.12290.451372
27-0.130599-0.89530.187584
28-0.109553-0.75110.228181
29-0.068605-0.47030.320146
30-0.055151-0.37810.35353
31-0.067478-0.46260.32289
32-0.038549-0.26430.396361
330.0048320.03310.486857
34-0.079242-0.54330.29476
35-0.028806-0.19750.42215
36-0.103813-0.71170.240082

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.378944 & 2.5979 & 0.006243 \tabularnewline
2 & -0.187209 & -1.2834 & 0.102814 \tabularnewline
3 & -0.167803 & -1.1504 & 0.127899 \tabularnewline
4 & -0.005994 & -0.0411 & 0.483697 \tabularnewline
5 & -0.043037 & -0.295 & 0.384629 \tabularnewline
6 & -0.039921 & -0.2737 & 0.392764 \tabularnewline
7 & -0.02264 & -0.1552 & 0.438658 \tabularnewline
8 & 0.062773 & 0.4304 & 0.334454 \tabularnewline
9 & 0.209493 & 1.4362 & 0.078783 \tabularnewline
10 & -0.17527 & -1.2016 & 0.117772 \tabularnewline
11 & -0.299335 & -2.0521 & 0.022875 \tabularnewline
12 & -0.261467 & -1.7925 & 0.039743 \tabularnewline
13 & -0.075549 & -0.5179 & 0.303466 \tabularnewline
14 & -0.057968 & -0.3974 & 0.346432 \tabularnewline
15 & -0.007792 & -0.0534 & 0.478811 \tabularnewline
16 & -0.157394 & -1.079 & 0.143039 \tabularnewline
17 & -0.141022 & -0.9668 & 0.169296 \tabularnewline
18 & -0.208923 & -1.4323 & 0.079337 \tabularnewline
19 & 0.036059 & 0.2472 & 0.402911 \tabularnewline
20 & 0.023268 & 0.1595 & 0.436972 \tabularnewline
21 & -0.047201 & -0.3236 & 0.37384 \tabularnewline
22 & -0.073276 & -0.5024 & 0.308882 \tabularnewline
23 & 0.056273 & 0.3858 & 0.350698 \tabularnewline
24 & -0.133353 & -0.9142 & 0.182634 \tabularnewline
25 & 0.101764 & 0.6977 & 0.244414 \tabularnewline
26 & -0.01792 & -0.1229 & 0.451372 \tabularnewline
27 & -0.130599 & -0.8953 & 0.187584 \tabularnewline
28 & -0.109553 & -0.7511 & 0.228181 \tabularnewline
29 & -0.068605 & -0.4703 & 0.320146 \tabularnewline
30 & -0.055151 & -0.3781 & 0.35353 \tabularnewline
31 & -0.067478 & -0.4626 & 0.32289 \tabularnewline
32 & -0.038549 & -0.2643 & 0.396361 \tabularnewline
33 & 0.004832 & 0.0331 & 0.486857 \tabularnewline
34 & -0.079242 & -0.5433 & 0.29476 \tabularnewline
35 & -0.028806 & -0.1975 & 0.42215 \tabularnewline
36 & -0.103813 & -0.7117 & 0.240082 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63094&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]0.378944[/C][C]2.5979[/C][C]0.006243[/C][/ROW]
[ROW][C]2[/C][C]-0.187209[/C][C]-1.2834[/C][C]0.102814[/C][/ROW]
[ROW][C]3[/C][C]-0.167803[/C][C]-1.1504[/C][C]0.127899[/C][/ROW]
[ROW][C]4[/C][C]-0.005994[/C][C]-0.0411[/C][C]0.483697[/C][/ROW]
[ROW][C]5[/C][C]-0.043037[/C][C]-0.295[/C][C]0.384629[/C][/ROW]
[ROW][C]6[/C][C]-0.039921[/C][C]-0.2737[/C][C]0.392764[/C][/ROW]
[ROW][C]7[/C][C]-0.02264[/C][C]-0.1552[/C][C]0.438658[/C][/ROW]
[ROW][C]8[/C][C]0.062773[/C][C]0.4304[/C][C]0.334454[/C][/ROW]
[ROW][C]9[/C][C]0.209493[/C][C]1.4362[/C][C]0.078783[/C][/ROW]
[ROW][C]10[/C][C]-0.17527[/C][C]-1.2016[/C][C]0.117772[/C][/ROW]
[ROW][C]11[/C][C]-0.299335[/C][C]-2.0521[/C][C]0.022875[/C][/ROW]
[ROW][C]12[/C][C]-0.261467[/C][C]-1.7925[/C][C]0.039743[/C][/ROW]
[ROW][C]13[/C][C]-0.075549[/C][C]-0.5179[/C][C]0.303466[/C][/ROW]
[ROW][C]14[/C][C]-0.057968[/C][C]-0.3974[/C][C]0.346432[/C][/ROW]
[ROW][C]15[/C][C]-0.007792[/C][C]-0.0534[/C][C]0.478811[/C][/ROW]
[ROW][C]16[/C][C]-0.157394[/C][C]-1.079[/C][C]0.143039[/C][/ROW]
[ROW][C]17[/C][C]-0.141022[/C][C]-0.9668[/C][C]0.169296[/C][/ROW]
[ROW][C]18[/C][C]-0.208923[/C][C]-1.4323[/C][C]0.079337[/C][/ROW]
[ROW][C]19[/C][C]0.036059[/C][C]0.2472[/C][C]0.402911[/C][/ROW]
[ROW][C]20[/C][C]0.023268[/C][C]0.1595[/C][C]0.436972[/C][/ROW]
[ROW][C]21[/C][C]-0.047201[/C][C]-0.3236[/C][C]0.37384[/C][/ROW]
[ROW][C]22[/C][C]-0.073276[/C][C]-0.5024[/C][C]0.308882[/C][/ROW]
[ROW][C]23[/C][C]0.056273[/C][C]0.3858[/C][C]0.350698[/C][/ROW]
[ROW][C]24[/C][C]-0.133353[/C][C]-0.9142[/C][C]0.182634[/C][/ROW]
[ROW][C]25[/C][C]0.101764[/C][C]0.6977[/C][C]0.244414[/C][/ROW]
[ROW][C]26[/C][C]-0.01792[/C][C]-0.1229[/C][C]0.451372[/C][/ROW]
[ROW][C]27[/C][C]-0.130599[/C][C]-0.8953[/C][C]0.187584[/C][/ROW]
[ROW][C]28[/C][C]-0.109553[/C][C]-0.7511[/C][C]0.228181[/C][/ROW]
[ROW][C]29[/C][C]-0.068605[/C][C]-0.4703[/C][C]0.320146[/C][/ROW]
[ROW][C]30[/C][C]-0.055151[/C][C]-0.3781[/C][C]0.35353[/C][/ROW]
[ROW][C]31[/C][C]-0.067478[/C][C]-0.4626[/C][C]0.32289[/C][/ROW]
[ROW][C]32[/C][C]-0.038549[/C][C]-0.2643[/C][C]0.396361[/C][/ROW]
[ROW][C]33[/C][C]0.004832[/C][C]0.0331[/C][C]0.486857[/C][/ROW]
[ROW][C]34[/C][C]-0.079242[/C][C]-0.5433[/C][C]0.29476[/C][/ROW]
[ROW][C]35[/C][C]-0.028806[/C][C]-0.1975[/C][C]0.42215[/C][/ROW]
[ROW][C]36[/C][C]-0.103813[/C][C]-0.7117[/C][C]0.240082[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63094&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63094&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
10.3789442.59790.006243
2-0.187209-1.28340.102814
3-0.167803-1.15040.127899
4-0.005994-0.04110.483697
5-0.043037-0.2950.384629
6-0.039921-0.27370.392764
7-0.02264-0.15520.438658
80.0627730.43040.334454
90.2094931.43620.078783
10-0.17527-1.20160.117772
11-0.299335-2.05210.022875
12-0.261467-1.79250.039743
13-0.075549-0.51790.303466
14-0.057968-0.39740.346432
15-0.007792-0.05340.478811
16-0.157394-1.0790.143039
17-0.141022-0.96680.169296
18-0.208923-1.43230.079337
190.0360590.24720.402911
200.0232680.15950.436972
21-0.047201-0.32360.37384
22-0.073276-0.50240.308882
230.0562730.38580.350698
24-0.133353-0.91420.182634
250.1017640.69770.244414
26-0.01792-0.12290.451372
27-0.130599-0.89530.187584
28-0.109553-0.75110.228181
29-0.068605-0.47030.320146
30-0.055151-0.37810.35353
31-0.067478-0.46260.32289
32-0.038549-0.26430.396361
330.0048320.03310.486857
34-0.079242-0.54330.29476
35-0.028806-0.19750.42215
36-0.103813-0.71170.240082



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