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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 13:22:11 -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/t1259871880teejqirzysrn4nz.htm/, Retrieved Thu, 28 Mar 2024 09:09:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63111, Retrieved Thu, 28 Mar 2024 09:09:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact119
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [] [2009-12-03 20:22:11] [6dfcce621b31349cab7f0d189e6f8a9d] [Current]
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Dataseries X:
116222
110924
103753
99983
93302
91496
119321
139261
133739
123913
113438
109416
109406
105645
101328
97686
93093
91382
122257
139183
139887
131822
116805
113706
113012
110452
107005
102841
98173
98181
137277
147579
146571
138920
130340
128140
127059
122860
117702
113537
108366
111078
150739
159129
157928
147768
137507
136919
136151
133001
125554
119647
114158
116193
152803
161761
160942
149470
139208
134588
130322
126611
122401
117352
112135
112879
148729
157230
157221
146681
136524
132111




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=63111&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=63111&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63111&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
1-0.289179-1.96130.027956
2-0.232615-1.57770.060747
3-0.200446-1.35950.090309
40.2221391.50660.069373
50.03270.22180.412734
6-0.010641-0.07220.471391
70.0470160.31890.375632
8-0.176764-1.19890.118359
90.1734641.17650.122725
100.0047370.03210.487255
110.0560250.380.352854
12-0.350931-2.38010.010754
130.1278450.86710.195198
140.2340661.58750.059623
150.02010.13630.446081
16-0.202053-1.37040.088608
17-0.006742-0.04570.481862
180.0312690.21210.416491
190.1345490.91260.183118
20-0.207916-1.41020.08261
210.0669540.45410.325946
220.0890750.60410.274361
23-0.008666-0.05880.476693
24-0.011747-0.07970.468422
25-0.052591-0.35670.361477
26-0.047033-0.3190.375588
27-0.052871-0.35860.360771
280.2503351.69790.048146
29-0.070896-0.48080.316455
30-0.068619-0.46540.321923
31-0.093261-0.63250.265087
320.1167630.79190.216234
330.0198890.13490.446643
34-0.064287-0.4360.332433
350.0402090.27270.393147
36-0.041216-0.27950.390541

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.289179 & -1.9613 & 0.027956 \tabularnewline
2 & -0.232615 & -1.5777 & 0.060747 \tabularnewline
3 & -0.200446 & -1.3595 & 0.090309 \tabularnewline
4 & 0.222139 & 1.5066 & 0.069373 \tabularnewline
5 & 0.0327 & 0.2218 & 0.412734 \tabularnewline
6 & -0.010641 & -0.0722 & 0.471391 \tabularnewline
7 & 0.047016 & 0.3189 & 0.375632 \tabularnewline
8 & -0.176764 & -1.1989 & 0.118359 \tabularnewline
9 & 0.173464 & 1.1765 & 0.122725 \tabularnewline
10 & 0.004737 & 0.0321 & 0.487255 \tabularnewline
11 & 0.056025 & 0.38 & 0.352854 \tabularnewline
12 & -0.350931 & -2.3801 & 0.010754 \tabularnewline
13 & 0.127845 & 0.8671 & 0.195198 \tabularnewline
14 & 0.234066 & 1.5875 & 0.059623 \tabularnewline
15 & 0.0201 & 0.1363 & 0.446081 \tabularnewline
16 & -0.202053 & -1.3704 & 0.088608 \tabularnewline
17 & -0.006742 & -0.0457 & 0.481862 \tabularnewline
18 & 0.031269 & 0.2121 & 0.416491 \tabularnewline
19 & 0.134549 & 0.9126 & 0.183118 \tabularnewline
20 & -0.207916 & -1.4102 & 0.08261 \tabularnewline
21 & 0.066954 & 0.4541 & 0.325946 \tabularnewline
22 & 0.089075 & 0.6041 & 0.274361 \tabularnewline
23 & -0.008666 & -0.0588 & 0.476693 \tabularnewline
24 & -0.011747 & -0.0797 & 0.468422 \tabularnewline
25 & -0.052591 & -0.3567 & 0.361477 \tabularnewline
26 & -0.047033 & -0.319 & 0.375588 \tabularnewline
27 & -0.052871 & -0.3586 & 0.360771 \tabularnewline
28 & 0.250335 & 1.6979 & 0.048146 \tabularnewline
29 & -0.070896 & -0.4808 & 0.316455 \tabularnewline
30 & -0.068619 & -0.4654 & 0.321923 \tabularnewline
31 & -0.093261 & -0.6325 & 0.265087 \tabularnewline
32 & 0.116763 & 0.7919 & 0.216234 \tabularnewline
33 & 0.019889 & 0.1349 & 0.446643 \tabularnewline
34 & -0.064287 & -0.436 & 0.332433 \tabularnewline
35 & 0.040209 & 0.2727 & 0.393147 \tabularnewline
36 & -0.041216 & -0.2795 & 0.390541 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63111&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]-0.289179[/C][C]-1.9613[/C][C]0.027956[/C][/ROW]
[ROW][C]2[/C][C]-0.232615[/C][C]-1.5777[/C][C]0.060747[/C][/ROW]
[ROW][C]3[/C][C]-0.200446[/C][C]-1.3595[/C][C]0.090309[/C][/ROW]
[ROW][C]4[/C][C]0.222139[/C][C]1.5066[/C][C]0.069373[/C][/ROW]
[ROW][C]5[/C][C]0.0327[/C][C]0.2218[/C][C]0.412734[/C][/ROW]
[ROW][C]6[/C][C]-0.010641[/C][C]-0.0722[/C][C]0.471391[/C][/ROW]
[ROW][C]7[/C][C]0.047016[/C][C]0.3189[/C][C]0.375632[/C][/ROW]
[ROW][C]8[/C][C]-0.176764[/C][C]-1.1989[/C][C]0.118359[/C][/ROW]
[ROW][C]9[/C][C]0.173464[/C][C]1.1765[/C][C]0.122725[/C][/ROW]
[ROW][C]10[/C][C]0.004737[/C][C]0.0321[/C][C]0.487255[/C][/ROW]
[ROW][C]11[/C][C]0.056025[/C][C]0.38[/C][C]0.352854[/C][/ROW]
[ROW][C]12[/C][C]-0.350931[/C][C]-2.3801[/C][C]0.010754[/C][/ROW]
[ROW][C]13[/C][C]0.127845[/C][C]0.8671[/C][C]0.195198[/C][/ROW]
[ROW][C]14[/C][C]0.234066[/C][C]1.5875[/C][C]0.059623[/C][/ROW]
[ROW][C]15[/C][C]0.0201[/C][C]0.1363[/C][C]0.446081[/C][/ROW]
[ROW][C]16[/C][C]-0.202053[/C][C]-1.3704[/C][C]0.088608[/C][/ROW]
[ROW][C]17[/C][C]-0.006742[/C][C]-0.0457[/C][C]0.481862[/C][/ROW]
[ROW][C]18[/C][C]0.031269[/C][C]0.2121[/C][C]0.416491[/C][/ROW]
[ROW][C]19[/C][C]0.134549[/C][C]0.9126[/C][C]0.183118[/C][/ROW]
[ROW][C]20[/C][C]-0.207916[/C][C]-1.4102[/C][C]0.08261[/C][/ROW]
[ROW][C]21[/C][C]0.066954[/C][C]0.4541[/C][C]0.325946[/C][/ROW]
[ROW][C]22[/C][C]0.089075[/C][C]0.6041[/C][C]0.274361[/C][/ROW]
[ROW][C]23[/C][C]-0.008666[/C][C]-0.0588[/C][C]0.476693[/C][/ROW]
[ROW][C]24[/C][C]-0.011747[/C][C]-0.0797[/C][C]0.468422[/C][/ROW]
[ROW][C]25[/C][C]-0.052591[/C][C]-0.3567[/C][C]0.361477[/C][/ROW]
[ROW][C]26[/C][C]-0.047033[/C][C]-0.319[/C][C]0.375588[/C][/ROW]
[ROW][C]27[/C][C]-0.052871[/C][C]-0.3586[/C][C]0.360771[/C][/ROW]
[ROW][C]28[/C][C]0.250335[/C][C]1.6979[/C][C]0.048146[/C][/ROW]
[ROW][C]29[/C][C]-0.070896[/C][C]-0.4808[/C][C]0.316455[/C][/ROW]
[ROW][C]30[/C][C]-0.068619[/C][C]-0.4654[/C][C]0.321923[/C][/ROW]
[ROW][C]31[/C][C]-0.093261[/C][C]-0.6325[/C][C]0.265087[/C][/ROW]
[ROW][C]32[/C][C]0.116763[/C][C]0.7919[/C][C]0.216234[/C][/ROW]
[ROW][C]33[/C][C]0.019889[/C][C]0.1349[/C][C]0.446643[/C][/ROW]
[ROW][C]34[/C][C]-0.064287[/C][C]-0.436[/C][C]0.332433[/C][/ROW]
[ROW][C]35[/C][C]0.040209[/C][C]0.2727[/C][C]0.393147[/C][/ROW]
[ROW][C]36[/C][C]-0.041216[/C][C]-0.2795[/C][C]0.390541[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63111&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63111&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
1-0.289179-1.96130.027956
2-0.232615-1.57770.060747
3-0.200446-1.35950.090309
40.2221391.50660.069373
50.03270.22180.412734
6-0.010641-0.07220.471391
70.0470160.31890.375632
8-0.176764-1.19890.118359
90.1734641.17650.122725
100.0047370.03210.487255
110.0560250.380.352854
12-0.350931-2.38010.010754
130.1278450.86710.195198
140.2340661.58750.059623
150.02010.13630.446081
16-0.202053-1.37040.088608
17-0.006742-0.04570.481862
180.0312690.21210.416491
190.1345490.91260.183118
20-0.207916-1.41020.08261
210.0669540.45410.325946
220.0890750.60410.274361
23-0.008666-0.05880.476693
24-0.011747-0.07970.468422
25-0.052591-0.35670.361477
26-0.047033-0.3190.375588
27-0.052871-0.35860.360771
280.2503351.69790.048146
29-0.070896-0.48080.316455
30-0.068619-0.46540.321923
31-0.093261-0.63250.265087
320.1167630.79190.216234
330.0198890.13490.446643
34-0.064287-0.4360.332433
350.0402090.27270.393147
36-0.041216-0.27950.390541







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.289179-1.96130.027956
2-0.345098-2.34060.011823
3-0.484022-3.28280.000984
4-0.24809-1.68260.049612
5-0.287841-1.95220.028506
6-0.277897-1.88480.032892
7-0.062379-0.42310.337105
8-0.31394-2.12920.019309
9-0.013451-0.09120.463854
100.0836030.5670.286727
110.2888821.95930.028078
12-0.027297-0.18510.426966
13-0.079186-0.53710.296905
140.0727420.49340.312052
150.0365580.24790.402639
16-0.057031-0.38680.350344
170.0817090.55420.291072
18-0.040356-0.27370.392766
190.3067852.08070.021528
20-0.205855-1.39620.084682
21-0.051872-0.35180.363293
220.0899820.61030.272337
23-0.07694-0.52180.302145
24-0.007344-0.04980.480245
25-0.016721-0.11340.455101
26-0.0439-0.29770.383618
27-0.031615-0.21440.415582
28-0.109902-0.74540.229913
290.0374980.25430.400189
30-0.031347-0.21260.416286
310.0313610.21270.416251
32-0.115064-0.78040.219577
33-0.081336-0.55160.29193
340.0789620.53550.297426
350.0394990.26790.39499
36-0.068123-0.4620.323119

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.289179 & -1.9613 & 0.027956 \tabularnewline
2 & -0.345098 & -2.3406 & 0.011823 \tabularnewline
3 & -0.484022 & -3.2828 & 0.000984 \tabularnewline
4 & -0.24809 & -1.6826 & 0.049612 \tabularnewline
5 & -0.287841 & -1.9522 & 0.028506 \tabularnewline
6 & -0.277897 & -1.8848 & 0.032892 \tabularnewline
7 & -0.062379 & -0.4231 & 0.337105 \tabularnewline
8 & -0.31394 & -2.1292 & 0.019309 \tabularnewline
9 & -0.013451 & -0.0912 & 0.463854 \tabularnewline
10 & 0.083603 & 0.567 & 0.286727 \tabularnewline
11 & 0.288882 & 1.9593 & 0.028078 \tabularnewline
12 & -0.027297 & -0.1851 & 0.426966 \tabularnewline
13 & -0.079186 & -0.5371 & 0.296905 \tabularnewline
14 & 0.072742 & 0.4934 & 0.312052 \tabularnewline
15 & 0.036558 & 0.2479 & 0.402639 \tabularnewline
16 & -0.057031 & -0.3868 & 0.350344 \tabularnewline
17 & 0.081709 & 0.5542 & 0.291072 \tabularnewline
18 & -0.040356 & -0.2737 & 0.392766 \tabularnewline
19 & 0.306785 & 2.0807 & 0.021528 \tabularnewline
20 & -0.205855 & -1.3962 & 0.084682 \tabularnewline
21 & -0.051872 & -0.3518 & 0.363293 \tabularnewline
22 & 0.089982 & 0.6103 & 0.272337 \tabularnewline
23 & -0.07694 & -0.5218 & 0.302145 \tabularnewline
24 & -0.007344 & -0.0498 & 0.480245 \tabularnewline
25 & -0.016721 & -0.1134 & 0.455101 \tabularnewline
26 & -0.0439 & -0.2977 & 0.383618 \tabularnewline
27 & -0.031615 & -0.2144 & 0.415582 \tabularnewline
28 & -0.109902 & -0.7454 & 0.229913 \tabularnewline
29 & 0.037498 & 0.2543 & 0.400189 \tabularnewline
30 & -0.031347 & -0.2126 & 0.416286 \tabularnewline
31 & 0.031361 & 0.2127 & 0.416251 \tabularnewline
32 & -0.115064 & -0.7804 & 0.219577 \tabularnewline
33 & -0.081336 & -0.5516 & 0.29193 \tabularnewline
34 & 0.078962 & 0.5355 & 0.297426 \tabularnewline
35 & 0.039499 & 0.2679 & 0.39499 \tabularnewline
36 & -0.068123 & -0.462 & 0.323119 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63111&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]-0.289179[/C][C]-1.9613[/C][C]0.027956[/C][/ROW]
[ROW][C]2[/C][C]-0.345098[/C][C]-2.3406[/C][C]0.011823[/C][/ROW]
[ROW][C]3[/C][C]-0.484022[/C][C]-3.2828[/C][C]0.000984[/C][/ROW]
[ROW][C]4[/C][C]-0.24809[/C][C]-1.6826[/C][C]0.049612[/C][/ROW]
[ROW][C]5[/C][C]-0.287841[/C][C]-1.9522[/C][C]0.028506[/C][/ROW]
[ROW][C]6[/C][C]-0.277897[/C][C]-1.8848[/C][C]0.032892[/C][/ROW]
[ROW][C]7[/C][C]-0.062379[/C][C]-0.4231[/C][C]0.337105[/C][/ROW]
[ROW][C]8[/C][C]-0.31394[/C][C]-2.1292[/C][C]0.019309[/C][/ROW]
[ROW][C]9[/C][C]-0.013451[/C][C]-0.0912[/C][C]0.463854[/C][/ROW]
[ROW][C]10[/C][C]0.083603[/C][C]0.567[/C][C]0.286727[/C][/ROW]
[ROW][C]11[/C][C]0.288882[/C][C]1.9593[/C][C]0.028078[/C][/ROW]
[ROW][C]12[/C][C]-0.027297[/C][C]-0.1851[/C][C]0.426966[/C][/ROW]
[ROW][C]13[/C][C]-0.079186[/C][C]-0.5371[/C][C]0.296905[/C][/ROW]
[ROW][C]14[/C][C]0.072742[/C][C]0.4934[/C][C]0.312052[/C][/ROW]
[ROW][C]15[/C][C]0.036558[/C][C]0.2479[/C][C]0.402639[/C][/ROW]
[ROW][C]16[/C][C]-0.057031[/C][C]-0.3868[/C][C]0.350344[/C][/ROW]
[ROW][C]17[/C][C]0.081709[/C][C]0.5542[/C][C]0.291072[/C][/ROW]
[ROW][C]18[/C][C]-0.040356[/C][C]-0.2737[/C][C]0.392766[/C][/ROW]
[ROW][C]19[/C][C]0.306785[/C][C]2.0807[/C][C]0.021528[/C][/ROW]
[ROW][C]20[/C][C]-0.205855[/C][C]-1.3962[/C][C]0.084682[/C][/ROW]
[ROW][C]21[/C][C]-0.051872[/C][C]-0.3518[/C][C]0.363293[/C][/ROW]
[ROW][C]22[/C][C]0.089982[/C][C]0.6103[/C][C]0.272337[/C][/ROW]
[ROW][C]23[/C][C]-0.07694[/C][C]-0.5218[/C][C]0.302145[/C][/ROW]
[ROW][C]24[/C][C]-0.007344[/C][C]-0.0498[/C][C]0.480245[/C][/ROW]
[ROW][C]25[/C][C]-0.016721[/C][C]-0.1134[/C][C]0.455101[/C][/ROW]
[ROW][C]26[/C][C]-0.0439[/C][C]-0.2977[/C][C]0.383618[/C][/ROW]
[ROW][C]27[/C][C]-0.031615[/C][C]-0.2144[/C][C]0.415582[/C][/ROW]
[ROW][C]28[/C][C]-0.109902[/C][C]-0.7454[/C][C]0.229913[/C][/ROW]
[ROW][C]29[/C][C]0.037498[/C][C]0.2543[/C][C]0.400189[/C][/ROW]
[ROW][C]30[/C][C]-0.031347[/C][C]-0.2126[/C][C]0.416286[/C][/ROW]
[ROW][C]31[/C][C]0.031361[/C][C]0.2127[/C][C]0.416251[/C][/ROW]
[ROW][C]32[/C][C]-0.115064[/C][C]-0.7804[/C][C]0.219577[/C][/ROW]
[ROW][C]33[/C][C]-0.081336[/C][C]-0.5516[/C][C]0.29193[/C][/ROW]
[ROW][C]34[/C][C]0.078962[/C][C]0.5355[/C][C]0.297426[/C][/ROW]
[ROW][C]35[/C][C]0.039499[/C][C]0.2679[/C][C]0.39499[/C][/ROW]
[ROW][C]36[/C][C]-0.068123[/C][C]-0.462[/C][C]0.323119[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63111&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63111&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
1-0.289179-1.96130.027956
2-0.345098-2.34060.011823
3-0.484022-3.28280.000984
4-0.24809-1.68260.049612
5-0.287841-1.95220.028506
6-0.277897-1.88480.032892
7-0.062379-0.42310.337105
8-0.31394-2.12920.019309
9-0.013451-0.09120.463854
100.0836030.5670.286727
110.2888821.95930.028078
12-0.027297-0.18510.426966
13-0.079186-0.53710.296905
140.0727420.49340.312052
150.0365580.24790.402639
16-0.057031-0.38680.350344
170.0817090.55420.291072
18-0.040356-0.27370.392766
190.3067852.08070.021528
20-0.205855-1.39620.084682
21-0.051872-0.35180.363293
220.0899820.61030.272337
23-0.07694-0.52180.302145
24-0.007344-0.04980.480245
25-0.016721-0.11340.455101
26-0.0439-0.29770.383618
27-0.031615-0.21440.415582
28-0.109902-0.74540.229913
290.0374980.25430.400189
30-0.031347-0.21260.416286
310.0313610.21270.416251
32-0.115064-0.78040.219577
33-0.081336-0.55160.29193
340.0789620.53550.297426
350.0394990.26790.39499
36-0.068123-0.4620.323119



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')