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Description of Statistical Computation

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 computationFri, 04 Dec 2009 12:42:32 -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/04/t1259955830ukuicjrk8iz5o7u.htm/, Retrieved Sun, 28 Apr 2024 07:30:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64091, Retrieved Sun, 28 Apr 2024 07:30:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact111

Tree of Dependent Computations

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] [(Partial) Autocor...] [2009-12-04 19:42:32] [d45d8d97b86162be82506c3c0ea6e4a6] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.4
1
-0.8
-2.9
-0.7
-0.7
1.5
3
3.2
3.1
3.9
1
1.3
0.8
1.2
2.9
3.9
4.5
4.5
3.3
2
1.5
1
2.1
3
4
5.1
4.5
4.2
3.3
2.7
1.8
1.4
0.5
-0.4
0.8
0.7
1.9
2
1.1
0.9
0.4
0.7
2.1
2.8
3.9
3.5
2
2
1.5
2.5
3.1
2.7
2.8
2.5
3
3.2
2.8
2.4
2
1.8
1.1
-1.5
-3.7

Tables (Output of Computation)





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=64091&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=64091&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64091&T=0

As an alternative you can also use a QR Code:  
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
10.162911.29310.100357
20.0260070.20640.418563
3-0.202227-1.60510.056733
4-0.416331-3.30450.000786
5-0.241683-1.91830.029804
6-0.225991-1.79370.038827
70.1283531.01880.156104
80.1933541.53470.064932
90.1961511.55690.062252
100.165721.31540.096578
110.0518380.41150.341068
12-0.077258-0.61320.270969
13-0.114478-0.90860.183501
14-0.164295-1.30410.09848
15-0.152615-1.21130.115144
16-0.065003-0.51590.303849
17-0.024997-0.19840.421683
180.2241871.77940.039997
190.2016221.60030.057265
200.1386091.10020.137721
21-0.086105-0.68340.248419
22-0.102518-0.81370.209437
23-0.06468-0.51340.30474
24-0.172625-1.37020.087748
250.0121650.09660.461692
26-0.034765-0.27590.391748
270.1363781.08250.141585
280.1529051.21360.114707
290.073450.5830.28099
300.0326490.25910.398185
31-0.099602-0.79060.216081
32-0.150436-1.1940.118468
33-0.084984-0.67450.251217
34-0.106418-0.84470.200748
350.0438570.34810.364461
360.0070840.05620.477669

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.16291 & 1.2931 & 0.100357 \tabularnewline
2 & 0.026007 & 0.2064 & 0.418563 \tabularnewline
3 & -0.202227 & -1.6051 & 0.056733 \tabularnewline
4 & -0.416331 & -3.3045 & 0.000786 \tabularnewline
5 & -0.241683 & -1.9183 & 0.029804 \tabularnewline
6 & -0.225991 & -1.7937 & 0.038827 \tabularnewline
7 & 0.128353 & 1.0188 & 0.156104 \tabularnewline
8 & 0.193354 & 1.5347 & 0.064932 \tabularnewline
9 & 0.196151 & 1.5569 & 0.062252 \tabularnewline
10 & 0.16572 & 1.3154 & 0.096578 \tabularnewline
11 & 0.051838 & 0.4115 & 0.341068 \tabularnewline
12 & -0.077258 & -0.6132 & 0.270969 \tabularnewline
13 & -0.114478 & -0.9086 & 0.183501 \tabularnewline
14 & -0.164295 & -1.3041 & 0.09848 \tabularnewline
15 & -0.152615 & -1.2113 & 0.115144 \tabularnewline
16 & -0.065003 & -0.5159 & 0.303849 \tabularnewline
17 & -0.024997 & -0.1984 & 0.421683 \tabularnewline
18 & 0.224187 & 1.7794 & 0.039997 \tabularnewline
19 & 0.201622 & 1.6003 & 0.057265 \tabularnewline
20 & 0.138609 & 1.1002 & 0.137721 \tabularnewline
21 & -0.086105 & -0.6834 & 0.248419 \tabularnewline
22 & -0.102518 & -0.8137 & 0.209437 \tabularnewline
23 & -0.06468 & -0.5134 & 0.30474 \tabularnewline
24 & -0.172625 & -1.3702 & 0.087748 \tabularnewline
25 & 0.012165 & 0.0966 & 0.461692 \tabularnewline
26 & -0.034765 & -0.2759 & 0.391748 \tabularnewline
27 & 0.136378 & 1.0825 & 0.141585 \tabularnewline
28 & 0.152905 & 1.2136 & 0.114707 \tabularnewline
29 & 0.07345 & 0.583 & 0.28099 \tabularnewline
30 & 0.032649 & 0.2591 & 0.398185 \tabularnewline
31 & -0.099602 & -0.7906 & 0.216081 \tabularnewline
32 & -0.150436 & -1.194 & 0.118468 \tabularnewline
33 & -0.084984 & -0.6745 & 0.251217 \tabularnewline
34 & -0.106418 & -0.8447 & 0.200748 \tabularnewline
35 & 0.043857 & 0.3481 & 0.364461 \tabularnewline
36 & 0.007084 & 0.0562 & 0.477669 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64091&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]0.16291[/C][C]1.2931[/C][C]0.100357[/C][/ROW]
[ROW][C]2[/C][C]0.026007[/C][C]0.2064[/C][C]0.418563[/C][/ROW]
[ROW][C]3[/C][C]-0.202227[/C][C]-1.6051[/C][C]0.056733[/C][/ROW]
[ROW][C]4[/C][C]-0.416331[/C][C]-3.3045[/C][C]0.000786[/C][/ROW]
[ROW][C]5[/C][C]-0.241683[/C][C]-1.9183[/C][C]0.029804[/C][/ROW]
[ROW][C]6[/C][C]-0.225991[/C][C]-1.7937[/C][C]0.038827[/C][/ROW]
[ROW][C]7[/C][C]0.128353[/C][C]1.0188[/C][C]0.156104[/C][/ROW]
[ROW][C]8[/C][C]0.193354[/C][C]1.5347[/C][C]0.064932[/C][/ROW]
[ROW][C]9[/C][C]0.196151[/C][C]1.5569[/C][C]0.062252[/C][/ROW]
[ROW][C]10[/C][C]0.16572[/C][C]1.3154[/C][C]0.096578[/C][/ROW]
[ROW][C]11[/C][C]0.051838[/C][C]0.4115[/C][C]0.341068[/C][/ROW]
[ROW][C]12[/C][C]-0.077258[/C][C]-0.6132[/C][C]0.270969[/C][/ROW]
[ROW][C]13[/C][C]-0.114478[/C][C]-0.9086[/C][C]0.183501[/C][/ROW]
[ROW][C]14[/C][C]-0.164295[/C][C]-1.3041[/C][C]0.09848[/C][/ROW]
[ROW][C]15[/C][C]-0.152615[/C][C]-1.2113[/C][C]0.115144[/C][/ROW]
[ROW][C]16[/C][C]-0.065003[/C][C]-0.5159[/C][C]0.303849[/C][/ROW]
[ROW][C]17[/C][C]-0.024997[/C][C]-0.1984[/C][C]0.421683[/C][/ROW]
[ROW][C]18[/C][C]0.224187[/C][C]1.7794[/C][C]0.039997[/C][/ROW]
[ROW][C]19[/C][C]0.201622[/C][C]1.6003[/C][C]0.057265[/C][/ROW]
[ROW][C]20[/C][C]0.138609[/C][C]1.1002[/C][C]0.137721[/C][/ROW]
[ROW][C]21[/C][C]-0.086105[/C][C]-0.6834[/C][C]0.248419[/C][/ROW]
[ROW][C]22[/C][C]-0.102518[/C][C]-0.8137[/C][C]0.209437[/C][/ROW]
[ROW][C]23[/C][C]-0.06468[/C][C]-0.5134[/C][C]0.30474[/C][/ROW]
[ROW][C]24[/C][C]-0.172625[/C][C]-1.3702[/C][C]0.087748[/C][/ROW]
[ROW][C]25[/C][C]0.012165[/C][C]0.0966[/C][C]0.461692[/C][/ROW]
[ROW][C]26[/C][C]-0.034765[/C][C]-0.2759[/C][C]0.391748[/C][/ROW]
[ROW][C]27[/C][C]0.136378[/C][C]1.0825[/C][C]0.141585[/C][/ROW]
[ROW][C]28[/C][C]0.152905[/C][C]1.2136[/C][C]0.114707[/C][/ROW]
[ROW][C]29[/C][C]0.07345[/C][C]0.583[/C][C]0.28099[/C][/ROW]
[ROW][C]30[/C][C]0.032649[/C][C]0.2591[/C][C]0.398185[/C][/ROW]
[ROW][C]31[/C][C]-0.099602[/C][C]-0.7906[/C][C]0.216081[/C][/ROW]
[ROW][C]32[/C][C]-0.150436[/C][C]-1.194[/C][C]0.118468[/C][/ROW]
[ROW][C]33[/C][C]-0.084984[/C][C]-0.6745[/C][C]0.251217[/C][/ROW]
[ROW][C]34[/C][C]-0.106418[/C][C]-0.8447[/C][C]0.200748[/C][/ROW]
[ROW][C]35[/C][C]0.043857[/C][C]0.3481[/C][C]0.364461[/C][/ROW]
[ROW][C]36[/C][C]0.007084[/C][C]0.0562[/C][C]0.477669[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64091&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64091&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.162911.29310.100357
20.0260070.20640.418563
3-0.202227-1.60510.056733
4-0.416331-3.30450.000786
5-0.241683-1.91830.029804
6-0.225991-1.79370.038827
70.1283531.01880.156104
80.1933541.53470.064932
90.1961511.55690.062252
100.165721.31540.096578
110.0518380.41150.341068
12-0.077258-0.61320.270969
13-0.114478-0.90860.183501
14-0.164295-1.30410.09848
15-0.152615-1.21130.115144
16-0.065003-0.51590.303849
17-0.024997-0.19840.421683
180.2241871.77940.039997
190.2016221.60030.057265
200.1386091.10020.137721
21-0.086105-0.68340.248419
22-0.102518-0.81370.209437
23-0.06468-0.51340.30474
24-0.172625-1.37020.087748
250.0121650.09660.461692
26-0.034765-0.27590.391748
270.1363781.08250.141585
280.1529051.21360.114707
290.073450.5830.28099
300.0326490.25910.398185
31-0.099602-0.79060.216081
32-0.150436-1.1940.118468
33-0.084984-0.67450.251217
34-0.106418-0.84470.200748
350.0438570.34810.364461
360.0070840.05620.477669






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.162911.29310.100357
2-0.000547-0.00430.498274
3-0.212004-1.68270.048689
4-0.376181-2.98580.002012
5-0.16589-1.31670.096352
6-0.263301-2.08990.020335
70.0070910.05630.477647
8-0.052552-0.41710.339004
9-0.051865-0.41170.340992
10-0.034062-0.27040.393883
110.0578150.45890.323945
12-0.028413-0.22550.411153
130.045580.36180.359365
14-0.051089-0.40550.34324
15-0.099314-0.78830.216745
16-0.096419-0.76530.223476
17-0.12821-1.01760.156372
180.0858150.68110.249141
190.0555310.44080.330447
200.0026430.0210.491664
21-0.197922-1.5710.060601
220.0180880.14360.44315
230.1121330.890.188419
24-0.025244-0.20040.420919
250.0054370.04320.482857
26-0.126282-1.00230.160008
270.0473320.37570.354207
280.1197620.95060.172725
290.0678570.53860.29603
30-0.044148-0.35040.363598
31-0.043027-0.34150.366926
32-0.105727-0.83920.20227
330.0685710.54430.29409
34-0.043318-0.34380.366061
350.0300370.23840.406168
36-0.223465-1.77370.040473

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.16291 & 1.2931 & 0.100357 \tabularnewline
2 & -0.000547 & -0.0043 & 0.498274 \tabularnewline
3 & -0.212004 & -1.6827 & 0.048689 \tabularnewline
4 & -0.376181 & -2.9858 & 0.002012 \tabularnewline
5 & -0.16589 & -1.3167 & 0.096352 \tabularnewline
6 & -0.263301 & -2.0899 & 0.020335 \tabularnewline
7 & 0.007091 & 0.0563 & 0.477647 \tabularnewline
8 & -0.052552 & -0.4171 & 0.339004 \tabularnewline
9 & -0.051865 & -0.4117 & 0.340992 \tabularnewline
10 & -0.034062 & -0.2704 & 0.393883 \tabularnewline
11 & 0.057815 & 0.4589 & 0.323945 \tabularnewline
12 & -0.028413 & -0.2255 & 0.411153 \tabularnewline
13 & 0.04558 & 0.3618 & 0.359365 \tabularnewline
14 & -0.051089 & -0.4055 & 0.34324 \tabularnewline
15 & -0.099314 & -0.7883 & 0.216745 \tabularnewline
16 & -0.096419 & -0.7653 & 0.223476 \tabularnewline
17 & -0.12821 & -1.0176 & 0.156372 \tabularnewline
18 & 0.085815 & 0.6811 & 0.249141 \tabularnewline
19 & 0.055531 & 0.4408 & 0.330447 \tabularnewline
20 & 0.002643 & 0.021 & 0.491664 \tabularnewline
21 & -0.197922 & -1.571 & 0.060601 \tabularnewline
22 & 0.018088 & 0.1436 & 0.44315 \tabularnewline
23 & 0.112133 & 0.89 & 0.188419 \tabularnewline
24 & -0.025244 & -0.2004 & 0.420919 \tabularnewline
25 & 0.005437 & 0.0432 & 0.482857 \tabularnewline
26 & -0.126282 & -1.0023 & 0.160008 \tabularnewline
27 & 0.047332 & 0.3757 & 0.354207 \tabularnewline
28 & 0.119762 & 0.9506 & 0.172725 \tabularnewline
29 & 0.067857 & 0.5386 & 0.29603 \tabularnewline
30 & -0.044148 & -0.3504 & 0.363598 \tabularnewline
31 & -0.043027 & -0.3415 & 0.366926 \tabularnewline
32 & -0.105727 & -0.8392 & 0.20227 \tabularnewline
33 & 0.068571 & 0.5443 & 0.29409 \tabularnewline
34 & -0.043318 & -0.3438 & 0.366061 \tabularnewline
35 & 0.030037 & 0.2384 & 0.406168 \tabularnewline
36 & -0.223465 & -1.7737 & 0.040473 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64091&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]0.16291[/C][C]1.2931[/C][C]0.100357[/C][/ROW]
[ROW][C]2[/C][C]-0.000547[/C][C]-0.0043[/C][C]0.498274[/C][/ROW]
[ROW][C]3[/C][C]-0.212004[/C][C]-1.6827[/C][C]0.048689[/C][/ROW]
[ROW][C]4[/C][C]-0.376181[/C][C]-2.9858[/C][C]0.002012[/C][/ROW]
[ROW][C]5[/C][C]-0.16589[/C][C]-1.3167[/C][C]0.096352[/C][/ROW]
[ROW][C]6[/C][C]-0.263301[/C][C]-2.0899[/C][C]0.020335[/C][/ROW]
[ROW][C]7[/C][C]0.007091[/C][C]0.0563[/C][C]0.477647[/C][/ROW]
[ROW][C]8[/C][C]-0.052552[/C][C]-0.4171[/C][C]0.339004[/C][/ROW]
[ROW][C]9[/C][C]-0.051865[/C][C]-0.4117[/C][C]0.340992[/C][/ROW]
[ROW][C]10[/C][C]-0.034062[/C][C]-0.2704[/C][C]0.393883[/C][/ROW]
[ROW][C]11[/C][C]0.057815[/C][C]0.4589[/C][C]0.323945[/C][/ROW]
[ROW][C]12[/C][C]-0.028413[/C][C]-0.2255[/C][C]0.411153[/C][/ROW]
[ROW][C]13[/C][C]0.04558[/C][C]0.3618[/C][C]0.359365[/C][/ROW]
[ROW][C]14[/C][C]-0.051089[/C][C]-0.4055[/C][C]0.34324[/C][/ROW]
[ROW][C]15[/C][C]-0.099314[/C][C]-0.7883[/C][C]0.216745[/C][/ROW]
[ROW][C]16[/C][C]-0.096419[/C][C]-0.7653[/C][C]0.223476[/C][/ROW]
[ROW][C]17[/C][C]-0.12821[/C][C]-1.0176[/C][C]0.156372[/C][/ROW]
[ROW][C]18[/C][C]0.085815[/C][C]0.6811[/C][C]0.249141[/C][/ROW]
[ROW][C]19[/C][C]0.055531[/C][C]0.4408[/C][C]0.330447[/C][/ROW]
[ROW][C]20[/C][C]0.002643[/C][C]0.021[/C][C]0.491664[/C][/ROW]
[ROW][C]21[/C][C]-0.197922[/C][C]-1.571[/C][C]0.060601[/C][/ROW]
[ROW][C]22[/C][C]0.018088[/C][C]0.1436[/C][C]0.44315[/C][/ROW]
[ROW][C]23[/C][C]0.112133[/C][C]0.89[/C][C]0.188419[/C][/ROW]
[ROW][C]24[/C][C]-0.025244[/C][C]-0.2004[/C][C]0.420919[/C][/ROW]
[ROW][C]25[/C][C]0.005437[/C][C]0.0432[/C][C]0.482857[/C][/ROW]
[ROW][C]26[/C][C]-0.126282[/C][C]-1.0023[/C][C]0.160008[/C][/ROW]
[ROW][C]27[/C][C]0.047332[/C][C]0.3757[/C][C]0.354207[/C][/ROW]
[ROW][C]28[/C][C]0.119762[/C][C]0.9506[/C][C]0.172725[/C][/ROW]
[ROW][C]29[/C][C]0.067857[/C][C]0.5386[/C][C]0.29603[/C][/ROW]
[ROW][C]30[/C][C]-0.044148[/C][C]-0.3504[/C][C]0.363598[/C][/ROW]
[ROW][C]31[/C][C]-0.043027[/C][C]-0.3415[/C][C]0.366926[/C][/ROW]
[ROW][C]32[/C][C]-0.105727[/C][C]-0.8392[/C][C]0.20227[/C][/ROW]
[ROW][C]33[/C][C]0.068571[/C][C]0.5443[/C][C]0.29409[/C][/ROW]
[ROW][C]34[/C][C]-0.043318[/C][C]-0.3438[/C][C]0.366061[/C][/ROW]
[ROW][C]35[/C][C]0.030037[/C][C]0.2384[/C][C]0.406168[/C][/ROW]
[ROW][C]36[/C][C]-0.223465[/C][C]-1.7737[/C][C]0.040473[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64091&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64091&T=2

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.162911.29310.100357
2-0.000547-0.00430.498274
3-0.212004-1.68270.048689
4-0.376181-2.98580.002012
5-0.16589-1.31670.096352
6-0.263301-2.08990.020335
70.0070910.05630.477647
8-0.052552-0.41710.339004
9-0.051865-0.41170.340992
10-0.034062-0.27040.393883
110.0578150.45890.323945
12-0.028413-0.22550.411153
130.045580.36180.359365
14-0.051089-0.40550.34324
15-0.099314-0.78830.216745
16-0.096419-0.76530.223476
17-0.12821-1.01760.156372
180.0858150.68110.249141
190.0555310.44080.330447
200.0026430.0210.491664
21-0.197922-1.5710.060601
220.0180880.14360.44315
230.1121330.890.188419
24-0.025244-0.20040.420919
250.0054370.04320.482857
26-0.126282-1.00230.160008
270.0473320.37570.354207
280.1197620.95060.172725
290.0678570.53860.29603
30-0.044148-0.35040.363598
31-0.043027-0.34150.366926
32-0.105727-0.83920.20227
330.0685710.54430.29409
34-0.043318-0.34380.366061
350.0300370.23840.406168
36-0.223465-1.77370.040473


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 2.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 2.0 ; 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')