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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 12:47:17 -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/t1259869813mhahk386y2jgy7u.htm/, Retrieved Fri, 29 Mar 2024 11:42:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63095, Retrieved Fri, 29 Mar 2024 11:42:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact157
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]
-   PD      [(Partial) Autocorrelation Function] [] [2009-12-03 19:47:17] [830aa0f7fb5acd5849dbc0c6ad889830] [Current]
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Dataseries X:
8.3
8.2
8
7.9
7.6
7.6
8.3
8.4
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9




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=63095&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=63095&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63095&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
10.2256061.71820.045551
2-0.232035-1.76710.041234
3-0.483187-3.67980.000257
4-0.419269-3.19310.001138
5-5.8e-05-4e-040.499826
60.2302661.75370.042387
70.2240031.7060.046683
80.1391721.05990.146791
9-0.020888-0.15910.437081
10-0.054379-0.41410.340151
11-0.054434-0.41460.339997
12-0.177611-1.35260.09071
13-0.033524-0.25530.399692
140.0945060.71970.237288
150.0801330.61030.272032
160.1039120.79140.215975
17-0.05463-0.41610.339454
18-0.078466-0.59760.276224
19-0.116785-0.88940.18873
200.0752480.57310.284406
210.1841051.40210.083107
22-0.011211-0.08540.466127
23-0.060785-0.46290.322575
24-0.203217-1.54770.063573
25-0.012812-0.09760.461303
260.1296190.98710.163835
270.1663641.2670.105111
28-0.009586-0.0730.471027
29-0.148818-1.13340.130862
30-0.192047-1.46260.074489
310.0624150.47530.318167
320.2079631.58380.059339
330.1471881.1210.133464
340.0399850.30450.380912
35-0.152048-1.1580.125812
36-0.273625-2.08390.020794

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.225606 & 1.7182 & 0.045551 \tabularnewline
2 & -0.232035 & -1.7671 & 0.041234 \tabularnewline
3 & -0.483187 & -3.6798 & 0.000257 \tabularnewline
4 & -0.419269 & -3.1931 & 0.001138 \tabularnewline
5 & -5.8e-05 & -4e-04 & 0.499826 \tabularnewline
6 & 0.230266 & 1.7537 & 0.042387 \tabularnewline
7 & 0.224003 & 1.706 & 0.046683 \tabularnewline
8 & 0.139172 & 1.0599 & 0.146791 \tabularnewline
9 & -0.020888 & -0.1591 & 0.437081 \tabularnewline
10 & -0.054379 & -0.4141 & 0.340151 \tabularnewline
11 & -0.054434 & -0.4146 & 0.339997 \tabularnewline
12 & -0.177611 & -1.3526 & 0.09071 \tabularnewline
13 & -0.033524 & -0.2553 & 0.399692 \tabularnewline
14 & 0.094506 & 0.7197 & 0.237288 \tabularnewline
15 & 0.080133 & 0.6103 & 0.272032 \tabularnewline
16 & 0.103912 & 0.7914 & 0.215975 \tabularnewline
17 & -0.05463 & -0.4161 & 0.339454 \tabularnewline
18 & -0.078466 & -0.5976 & 0.276224 \tabularnewline
19 & -0.116785 & -0.8894 & 0.18873 \tabularnewline
20 & 0.075248 & 0.5731 & 0.284406 \tabularnewline
21 & 0.184105 & 1.4021 & 0.083107 \tabularnewline
22 & -0.011211 & -0.0854 & 0.466127 \tabularnewline
23 & -0.060785 & -0.4629 & 0.322575 \tabularnewline
24 & -0.203217 & -1.5477 & 0.063573 \tabularnewline
25 & -0.012812 & -0.0976 & 0.461303 \tabularnewline
26 & 0.129619 & 0.9871 & 0.163835 \tabularnewline
27 & 0.166364 & 1.267 & 0.105111 \tabularnewline
28 & -0.009586 & -0.073 & 0.471027 \tabularnewline
29 & -0.148818 & -1.1334 & 0.130862 \tabularnewline
30 & -0.192047 & -1.4626 & 0.074489 \tabularnewline
31 & 0.062415 & 0.4753 & 0.318167 \tabularnewline
32 & 0.207963 & 1.5838 & 0.059339 \tabularnewline
33 & 0.147188 & 1.121 & 0.133464 \tabularnewline
34 & 0.039985 & 0.3045 & 0.380912 \tabularnewline
35 & -0.152048 & -1.158 & 0.125812 \tabularnewline
36 & -0.273625 & -2.0839 & 0.020794 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63095&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]0.225606[/C][C]1.7182[/C][C]0.045551[/C][/ROW]
[ROW][C]2[/C][C]-0.232035[/C][C]-1.7671[/C][C]0.041234[/C][/ROW]
[ROW][C]3[/C][C]-0.483187[/C][C]-3.6798[/C][C]0.000257[/C][/ROW]
[ROW][C]4[/C][C]-0.419269[/C][C]-3.1931[/C][C]0.001138[/C][/ROW]
[ROW][C]5[/C][C]-5.8e-05[/C][C]-4e-04[/C][C]0.499826[/C][/ROW]
[ROW][C]6[/C][C]0.230266[/C][C]1.7537[/C][C]0.042387[/C][/ROW]
[ROW][C]7[/C][C]0.224003[/C][C]1.706[/C][C]0.046683[/C][/ROW]
[ROW][C]8[/C][C]0.139172[/C][C]1.0599[/C][C]0.146791[/C][/ROW]
[ROW][C]9[/C][C]-0.020888[/C][C]-0.1591[/C][C]0.437081[/C][/ROW]
[ROW][C]10[/C][C]-0.054379[/C][C]-0.4141[/C][C]0.340151[/C][/ROW]
[ROW][C]11[/C][C]-0.054434[/C][C]-0.4146[/C][C]0.339997[/C][/ROW]
[ROW][C]12[/C][C]-0.177611[/C][C]-1.3526[/C][C]0.09071[/C][/ROW]
[ROW][C]13[/C][C]-0.033524[/C][C]-0.2553[/C][C]0.399692[/C][/ROW]
[ROW][C]14[/C][C]0.094506[/C][C]0.7197[/C][C]0.237288[/C][/ROW]
[ROW][C]15[/C][C]0.080133[/C][C]0.6103[/C][C]0.272032[/C][/ROW]
[ROW][C]16[/C][C]0.103912[/C][C]0.7914[/C][C]0.215975[/C][/ROW]
[ROW][C]17[/C][C]-0.05463[/C][C]-0.4161[/C][C]0.339454[/C][/ROW]
[ROW][C]18[/C][C]-0.078466[/C][C]-0.5976[/C][C]0.276224[/C][/ROW]
[ROW][C]19[/C][C]-0.116785[/C][C]-0.8894[/C][C]0.18873[/C][/ROW]
[ROW][C]20[/C][C]0.075248[/C][C]0.5731[/C][C]0.284406[/C][/ROW]
[ROW][C]21[/C][C]0.184105[/C][C]1.4021[/C][C]0.083107[/C][/ROW]
[ROW][C]22[/C][C]-0.011211[/C][C]-0.0854[/C][C]0.466127[/C][/ROW]
[ROW][C]23[/C][C]-0.060785[/C][C]-0.4629[/C][C]0.322575[/C][/ROW]
[ROW][C]24[/C][C]-0.203217[/C][C]-1.5477[/C][C]0.063573[/C][/ROW]
[ROW][C]25[/C][C]-0.012812[/C][C]-0.0976[/C][C]0.461303[/C][/ROW]
[ROW][C]26[/C][C]0.129619[/C][C]0.9871[/C][C]0.163835[/C][/ROW]
[ROW][C]27[/C][C]0.166364[/C][C]1.267[/C][C]0.105111[/C][/ROW]
[ROW][C]28[/C][C]-0.009586[/C][C]-0.073[/C][C]0.471027[/C][/ROW]
[ROW][C]29[/C][C]-0.148818[/C][C]-1.1334[/C][C]0.130862[/C][/ROW]
[ROW][C]30[/C][C]-0.192047[/C][C]-1.4626[/C][C]0.074489[/C][/ROW]
[ROW][C]31[/C][C]0.062415[/C][C]0.4753[/C][C]0.318167[/C][/ROW]
[ROW][C]32[/C][C]0.207963[/C][C]1.5838[/C][C]0.059339[/C][/ROW]
[ROW][C]33[/C][C]0.147188[/C][C]1.121[/C][C]0.133464[/C][/ROW]
[ROW][C]34[/C][C]0.039985[/C][C]0.3045[/C][C]0.380912[/C][/ROW]
[ROW][C]35[/C][C]-0.152048[/C][C]-1.158[/C][C]0.125812[/C][/ROW]
[ROW][C]36[/C][C]-0.273625[/C][C]-2.0839[/C][C]0.020794[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63095&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63095&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
10.2256061.71820.045551
2-0.232035-1.76710.041234
3-0.483187-3.67980.000257
4-0.419269-3.19310.001138
5-5.8e-05-4e-040.499826
60.2302661.75370.042387
70.2240031.7060.046683
80.1391721.05990.146791
9-0.020888-0.15910.437081
10-0.054379-0.41410.340151
11-0.054434-0.41460.339997
12-0.177611-1.35260.09071
13-0.033524-0.25530.399692
140.0945060.71970.237288
150.0801330.61030.272032
160.1039120.79140.215975
17-0.05463-0.41610.339454
18-0.078466-0.59760.276224
19-0.116785-0.88940.18873
200.0752480.57310.284406
210.1841051.40210.083107
22-0.011211-0.08540.466127
23-0.060785-0.46290.322575
24-0.203217-1.54770.063573
25-0.012812-0.09760.461303
260.1296190.98710.163835
270.1663641.2670.105111
28-0.009586-0.0730.471027
29-0.148818-1.13340.130862
30-0.192047-1.46260.074489
310.0624150.47530.318167
320.2079631.58380.059339
330.1471881.1210.133464
340.0399850.30450.380912
35-0.152048-1.1580.125812
36-0.273625-2.08390.020794







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2256061.71820.045551
2-0.298106-2.27030.01346
3-0.4024-3.06460.001653
4-0.395687-3.01350.001913
5-0.170324-1.29720.099858
6-0.225766-1.71940.045439
7-0.290406-2.21170.015472
8-0.211713-1.61240.056156
9-0.200946-1.53040.065682
10-0.109766-0.8360.203305
11-0.064035-0.48770.313809
12-0.274729-2.09230.0204
13-0.116954-0.89070.188387
14-0.018468-0.14060.444318
15-0.124048-0.94470.17436
16-0.04867-0.37070.356122
17-0.116228-0.88520.189862
18-0.045182-0.34410.366009
19-0.246221-1.87520.032904
20-0.0112-0.08530.466161
210.1072150.81650.20877
22-0.090694-0.69070.246252
230.0924820.70430.242024
24-0.137599-1.04790.149511
250.1147970.87430.192789
260.0963580.73380.233001
270.1682051.2810.102644
280.0281040.2140.415637
29-0.021207-0.16150.436128
30-0.157946-1.20290.116955
31-0.129172-0.98370.164664
32-0.073883-0.56270.287913
33-0.040217-0.30630.380243
34-0.008693-0.06620.473722
350.1271220.96810.168499
36-0.14259-1.08590.141001

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.225606 & 1.7182 & 0.045551 \tabularnewline
2 & -0.298106 & -2.2703 & 0.01346 \tabularnewline
3 & -0.4024 & -3.0646 & 0.001653 \tabularnewline
4 & -0.395687 & -3.0135 & 0.001913 \tabularnewline
5 & -0.170324 & -1.2972 & 0.099858 \tabularnewline
6 & -0.225766 & -1.7194 & 0.045439 \tabularnewline
7 & -0.290406 & -2.2117 & 0.015472 \tabularnewline
8 & -0.211713 & -1.6124 & 0.056156 \tabularnewline
9 & -0.200946 & -1.5304 & 0.065682 \tabularnewline
10 & -0.109766 & -0.836 & 0.203305 \tabularnewline
11 & -0.064035 & -0.4877 & 0.313809 \tabularnewline
12 & -0.274729 & -2.0923 & 0.0204 \tabularnewline
13 & -0.116954 & -0.8907 & 0.188387 \tabularnewline
14 & -0.018468 & -0.1406 & 0.444318 \tabularnewline
15 & -0.124048 & -0.9447 & 0.17436 \tabularnewline
16 & -0.04867 & -0.3707 & 0.356122 \tabularnewline
17 & -0.116228 & -0.8852 & 0.189862 \tabularnewline
18 & -0.045182 & -0.3441 & 0.366009 \tabularnewline
19 & -0.246221 & -1.8752 & 0.032904 \tabularnewline
20 & -0.0112 & -0.0853 & 0.466161 \tabularnewline
21 & 0.107215 & 0.8165 & 0.20877 \tabularnewline
22 & -0.090694 & -0.6907 & 0.246252 \tabularnewline
23 & 0.092482 & 0.7043 & 0.242024 \tabularnewline
24 & -0.137599 & -1.0479 & 0.149511 \tabularnewline
25 & 0.114797 & 0.8743 & 0.192789 \tabularnewline
26 & 0.096358 & 0.7338 & 0.233001 \tabularnewline
27 & 0.168205 & 1.281 & 0.102644 \tabularnewline
28 & 0.028104 & 0.214 & 0.415637 \tabularnewline
29 & -0.021207 & -0.1615 & 0.436128 \tabularnewline
30 & -0.157946 & -1.2029 & 0.116955 \tabularnewline
31 & -0.129172 & -0.9837 & 0.164664 \tabularnewline
32 & -0.073883 & -0.5627 & 0.287913 \tabularnewline
33 & -0.040217 & -0.3063 & 0.380243 \tabularnewline
34 & -0.008693 & -0.0662 & 0.473722 \tabularnewline
35 & 0.127122 & 0.9681 & 0.168499 \tabularnewline
36 & -0.14259 & -1.0859 & 0.141001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63095&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]0.225606[/C][C]1.7182[/C][C]0.045551[/C][/ROW]
[ROW][C]2[/C][C]-0.298106[/C][C]-2.2703[/C][C]0.01346[/C][/ROW]
[ROW][C]3[/C][C]-0.4024[/C][C]-3.0646[/C][C]0.001653[/C][/ROW]
[ROW][C]4[/C][C]-0.395687[/C][C]-3.0135[/C][C]0.001913[/C][/ROW]
[ROW][C]5[/C][C]-0.170324[/C][C]-1.2972[/C][C]0.099858[/C][/ROW]
[ROW][C]6[/C][C]-0.225766[/C][C]-1.7194[/C][C]0.045439[/C][/ROW]
[ROW][C]7[/C][C]-0.290406[/C][C]-2.2117[/C][C]0.015472[/C][/ROW]
[ROW][C]8[/C][C]-0.211713[/C][C]-1.6124[/C][C]0.056156[/C][/ROW]
[ROW][C]9[/C][C]-0.200946[/C][C]-1.5304[/C][C]0.065682[/C][/ROW]
[ROW][C]10[/C][C]-0.109766[/C][C]-0.836[/C][C]0.203305[/C][/ROW]
[ROW][C]11[/C][C]-0.064035[/C][C]-0.4877[/C][C]0.313809[/C][/ROW]
[ROW][C]12[/C][C]-0.274729[/C][C]-2.0923[/C][C]0.0204[/C][/ROW]
[ROW][C]13[/C][C]-0.116954[/C][C]-0.8907[/C][C]0.188387[/C][/ROW]
[ROW][C]14[/C][C]-0.018468[/C][C]-0.1406[/C][C]0.444318[/C][/ROW]
[ROW][C]15[/C][C]-0.124048[/C][C]-0.9447[/C][C]0.17436[/C][/ROW]
[ROW][C]16[/C][C]-0.04867[/C][C]-0.3707[/C][C]0.356122[/C][/ROW]
[ROW][C]17[/C][C]-0.116228[/C][C]-0.8852[/C][C]0.189862[/C][/ROW]
[ROW][C]18[/C][C]-0.045182[/C][C]-0.3441[/C][C]0.366009[/C][/ROW]
[ROW][C]19[/C][C]-0.246221[/C][C]-1.8752[/C][C]0.032904[/C][/ROW]
[ROW][C]20[/C][C]-0.0112[/C][C]-0.0853[/C][C]0.466161[/C][/ROW]
[ROW][C]21[/C][C]0.107215[/C][C]0.8165[/C][C]0.20877[/C][/ROW]
[ROW][C]22[/C][C]-0.090694[/C][C]-0.6907[/C][C]0.246252[/C][/ROW]
[ROW][C]23[/C][C]0.092482[/C][C]0.7043[/C][C]0.242024[/C][/ROW]
[ROW][C]24[/C][C]-0.137599[/C][C]-1.0479[/C][C]0.149511[/C][/ROW]
[ROW][C]25[/C][C]0.114797[/C][C]0.8743[/C][C]0.192789[/C][/ROW]
[ROW][C]26[/C][C]0.096358[/C][C]0.7338[/C][C]0.233001[/C][/ROW]
[ROW][C]27[/C][C]0.168205[/C][C]1.281[/C][C]0.102644[/C][/ROW]
[ROW][C]28[/C][C]0.028104[/C][C]0.214[/C][C]0.415637[/C][/ROW]
[ROW][C]29[/C][C]-0.021207[/C][C]-0.1615[/C][C]0.436128[/C][/ROW]
[ROW][C]30[/C][C]-0.157946[/C][C]-1.2029[/C][C]0.116955[/C][/ROW]
[ROW][C]31[/C][C]-0.129172[/C][C]-0.9837[/C][C]0.164664[/C][/ROW]
[ROW][C]32[/C][C]-0.073883[/C][C]-0.5627[/C][C]0.287913[/C][/ROW]
[ROW][C]33[/C][C]-0.040217[/C][C]-0.3063[/C][C]0.380243[/C][/ROW]
[ROW][C]34[/C][C]-0.008693[/C][C]-0.0662[/C][C]0.473722[/C][/ROW]
[ROW][C]35[/C][C]0.127122[/C][C]0.9681[/C][C]0.168499[/C][/ROW]
[ROW][C]36[/C][C]-0.14259[/C][C]-1.0859[/C][C]0.141001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63095&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63095&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
10.2256061.71820.045551
2-0.298106-2.27030.01346
3-0.4024-3.06460.001653
4-0.395687-3.01350.001913
5-0.170324-1.29720.099858
6-0.225766-1.71940.045439
7-0.290406-2.21170.015472
8-0.211713-1.61240.056156
9-0.200946-1.53040.065682
10-0.109766-0.8360.203305
11-0.064035-0.48770.313809
12-0.274729-2.09230.0204
13-0.116954-0.89070.188387
14-0.018468-0.14060.444318
15-0.124048-0.94470.17436
16-0.04867-0.37070.356122
17-0.116228-0.88520.189862
18-0.045182-0.34410.366009
19-0.246221-1.87520.032904
20-0.0112-0.08530.466161
210.1072150.81650.20877
22-0.090694-0.69070.246252
230.0924820.70430.242024
24-0.137599-1.04790.149511
250.1147970.87430.192789
260.0963580.73380.233001
270.1682051.2810.102644
280.0281040.2140.415637
29-0.021207-0.16150.436128
30-0.157946-1.20290.116955
31-0.129172-0.98370.164664
32-0.073883-0.56270.287913
33-0.040217-0.30630.380243
34-0.008693-0.06620.473722
350.1271220.96810.168499
36-0.14259-1.08590.141001



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