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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, 10 Dec 2009 08:38:04 -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/10/t1260459554ancrngcm0wq17tc.htm/, Retrieved Thu, 28 Mar 2024 13:18:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65489, Retrieved Thu, 28 Mar 2024 13:18:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact160
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] [ACF EN PACF] [2009-12-02 20:17:21] [5b6115903520b3e97ede3db9df07064c]
-   PD        [(Partial) Autocorrelation Function] [pacf] [2009-12-10 15:38:04] [87085ce7f5378f281469a8b1f0969170] [Current]
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Dataseries X:
3,9
3,6
3,3
3,2
3,4
3,4
3,5
3,2
3,3
3,3
3,4
3,7
3,9
4
3,7
3,9
4,2
4,4
4,3
4,2
4,3
4,3
4,3
4,5
5
5,2
5,2
5,4
5,5
5,4
5,5
5,4
5,7
5,7
6,1
6,5
6,9
6,8
6,7
6,6
6,5
6,4
6,1
6,2
6,3
6,4
6,5
6,7
7
7
6,8
6,7
6,7
6,5
6,4
6,1
6,2
6
6,1
6,1
6,2




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=65489&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=65489&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65489&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
10.2911442.25520.013891
20.1292371.00110.160408
3-0.121214-0.93890.175768
40.083320.64540.260567
5-0.094051-0.72850.234565
6-0.227485-1.76210.041574
7-0.056555-0.43810.331454
80.0302930.23460.407641
9-0.01943-0.15050.440437
10-0.109298-0.84660.200286
110.2486071.92570.029442
120.3584272.77640.003661
130.1906461.47670.072488
14-0.110582-0.85660.197548
15-0.083804-0.64910.259361
16-0.046396-0.35940.360287
17-0.09991-0.77390.221015
18-0.149632-1.1590.125515
190.0079160.06130.475654
200.0251030.19450.42324
21-0.111081-0.86040.196489
22-0.122368-0.94790.173503
23-0.049943-0.38690.350115
240.1971151.52680.066027
25-0.127828-0.99020.163038
26-0.085959-0.66580.254034
27-0.174489-1.35160.090791
280.0094520.07320.470941
29-0.179591-1.39110.084665
30-0.095495-0.73970.231183
31-0.078308-0.60660.273213
320.0047480.03680.485392
33-0.15478-1.19890.117636
34-0.154098-1.19360.11866
350.0305120.23630.406985
360.1114860.86360.195632

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.291144 & 2.2552 & 0.013891 \tabularnewline
2 & 0.129237 & 1.0011 & 0.160408 \tabularnewline
3 & -0.121214 & -0.9389 & 0.175768 \tabularnewline
4 & 0.08332 & 0.6454 & 0.260567 \tabularnewline
5 & -0.094051 & -0.7285 & 0.234565 \tabularnewline
6 & -0.227485 & -1.7621 & 0.041574 \tabularnewline
7 & -0.056555 & -0.4381 & 0.331454 \tabularnewline
8 & 0.030293 & 0.2346 & 0.407641 \tabularnewline
9 & -0.01943 & -0.1505 & 0.440437 \tabularnewline
10 & -0.109298 & -0.8466 & 0.200286 \tabularnewline
11 & 0.248607 & 1.9257 & 0.029442 \tabularnewline
12 & 0.358427 & 2.7764 & 0.003661 \tabularnewline
13 & 0.190646 & 1.4767 & 0.072488 \tabularnewline
14 & -0.110582 & -0.8566 & 0.197548 \tabularnewline
15 & -0.083804 & -0.6491 & 0.259361 \tabularnewline
16 & -0.046396 & -0.3594 & 0.360287 \tabularnewline
17 & -0.09991 & -0.7739 & 0.221015 \tabularnewline
18 & -0.149632 & -1.159 & 0.125515 \tabularnewline
19 & 0.007916 & 0.0613 & 0.475654 \tabularnewline
20 & 0.025103 & 0.1945 & 0.42324 \tabularnewline
21 & -0.111081 & -0.8604 & 0.196489 \tabularnewline
22 & -0.122368 & -0.9479 & 0.173503 \tabularnewline
23 & -0.049943 & -0.3869 & 0.350115 \tabularnewline
24 & 0.197115 & 1.5268 & 0.066027 \tabularnewline
25 & -0.127828 & -0.9902 & 0.163038 \tabularnewline
26 & -0.085959 & -0.6658 & 0.254034 \tabularnewline
27 & -0.174489 & -1.3516 & 0.090791 \tabularnewline
28 & 0.009452 & 0.0732 & 0.470941 \tabularnewline
29 & -0.179591 & -1.3911 & 0.084665 \tabularnewline
30 & -0.095495 & -0.7397 & 0.231183 \tabularnewline
31 & -0.078308 & -0.6066 & 0.273213 \tabularnewline
32 & 0.004748 & 0.0368 & 0.485392 \tabularnewline
33 & -0.15478 & -1.1989 & 0.117636 \tabularnewline
34 & -0.154098 & -1.1936 & 0.11866 \tabularnewline
35 & 0.030512 & 0.2363 & 0.406985 \tabularnewline
36 & 0.111486 & 0.8636 & 0.195632 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65489&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]0.291144[/C][C]2.2552[/C][C]0.013891[/C][/ROW]
[ROW][C]2[/C][C]0.129237[/C][C]1.0011[/C][C]0.160408[/C][/ROW]
[ROW][C]3[/C][C]-0.121214[/C][C]-0.9389[/C][C]0.175768[/C][/ROW]
[ROW][C]4[/C][C]0.08332[/C][C]0.6454[/C][C]0.260567[/C][/ROW]
[ROW][C]5[/C][C]-0.094051[/C][C]-0.7285[/C][C]0.234565[/C][/ROW]
[ROW][C]6[/C][C]-0.227485[/C][C]-1.7621[/C][C]0.041574[/C][/ROW]
[ROW][C]7[/C][C]-0.056555[/C][C]-0.4381[/C][C]0.331454[/C][/ROW]
[ROW][C]8[/C][C]0.030293[/C][C]0.2346[/C][C]0.407641[/C][/ROW]
[ROW][C]9[/C][C]-0.01943[/C][C]-0.1505[/C][C]0.440437[/C][/ROW]
[ROW][C]10[/C][C]-0.109298[/C][C]-0.8466[/C][C]0.200286[/C][/ROW]
[ROW][C]11[/C][C]0.248607[/C][C]1.9257[/C][C]0.029442[/C][/ROW]
[ROW][C]12[/C][C]0.358427[/C][C]2.7764[/C][C]0.003661[/C][/ROW]
[ROW][C]13[/C][C]0.190646[/C][C]1.4767[/C][C]0.072488[/C][/ROW]
[ROW][C]14[/C][C]-0.110582[/C][C]-0.8566[/C][C]0.197548[/C][/ROW]
[ROW][C]15[/C][C]-0.083804[/C][C]-0.6491[/C][C]0.259361[/C][/ROW]
[ROW][C]16[/C][C]-0.046396[/C][C]-0.3594[/C][C]0.360287[/C][/ROW]
[ROW][C]17[/C][C]-0.09991[/C][C]-0.7739[/C][C]0.221015[/C][/ROW]
[ROW][C]18[/C][C]-0.149632[/C][C]-1.159[/C][C]0.125515[/C][/ROW]
[ROW][C]19[/C][C]0.007916[/C][C]0.0613[/C][C]0.475654[/C][/ROW]
[ROW][C]20[/C][C]0.025103[/C][C]0.1945[/C][C]0.42324[/C][/ROW]
[ROW][C]21[/C][C]-0.111081[/C][C]-0.8604[/C][C]0.196489[/C][/ROW]
[ROW][C]22[/C][C]-0.122368[/C][C]-0.9479[/C][C]0.173503[/C][/ROW]
[ROW][C]23[/C][C]-0.049943[/C][C]-0.3869[/C][C]0.350115[/C][/ROW]
[ROW][C]24[/C][C]0.197115[/C][C]1.5268[/C][C]0.066027[/C][/ROW]
[ROW][C]25[/C][C]-0.127828[/C][C]-0.9902[/C][C]0.163038[/C][/ROW]
[ROW][C]26[/C][C]-0.085959[/C][C]-0.6658[/C][C]0.254034[/C][/ROW]
[ROW][C]27[/C][C]-0.174489[/C][C]-1.3516[/C][C]0.090791[/C][/ROW]
[ROW][C]28[/C][C]0.009452[/C][C]0.0732[/C][C]0.470941[/C][/ROW]
[ROW][C]29[/C][C]-0.179591[/C][C]-1.3911[/C][C]0.084665[/C][/ROW]
[ROW][C]30[/C][C]-0.095495[/C][C]-0.7397[/C][C]0.231183[/C][/ROW]
[ROW][C]31[/C][C]-0.078308[/C][C]-0.6066[/C][C]0.273213[/C][/ROW]
[ROW][C]32[/C][C]0.004748[/C][C]0.0368[/C][C]0.485392[/C][/ROW]
[ROW][C]33[/C][C]-0.15478[/C][C]-1.1989[/C][C]0.117636[/C][/ROW]
[ROW][C]34[/C][C]-0.154098[/C][C]-1.1936[/C][C]0.11866[/C][/ROW]
[ROW][C]35[/C][C]0.030512[/C][C]0.2363[/C][C]0.406985[/C][/ROW]
[ROW][C]36[/C][C]0.111486[/C][C]0.8636[/C][C]0.195632[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65489&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65489&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
10.2911442.25520.013891
20.1292371.00110.160408
3-0.121214-0.93890.175768
40.083320.64540.260567
5-0.094051-0.72850.234565
6-0.227485-1.76210.041574
7-0.056555-0.43810.331454
80.0302930.23460.407641
9-0.01943-0.15050.440437
10-0.109298-0.84660.200286
110.2486071.92570.029442
120.3584272.77640.003661
130.1906461.47670.072488
14-0.110582-0.85660.197548
15-0.083804-0.64910.259361
16-0.046396-0.35940.360287
17-0.09991-0.77390.221015
18-0.149632-1.1590.125515
190.0079160.06130.475654
200.0251030.19450.42324
21-0.111081-0.86040.196489
22-0.122368-0.94790.173503
23-0.049943-0.38690.350115
240.1971151.52680.066027
25-0.127828-0.99020.163038
26-0.085959-0.66580.254034
27-0.174489-1.35160.090791
280.0094520.07320.470941
29-0.179591-1.39110.084665
30-0.095495-0.73970.231183
31-0.078308-0.60660.273213
320.0047480.03680.485392
33-0.15478-1.19890.117636
34-0.154098-1.19360.11866
350.0305120.23630.406985
360.1114860.86360.195632







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2911442.25520.013891
20.0485910.37640.35398
3-0.187454-1.4520.075854
40.1811441.40310.082866
5-0.155568-1.2050.116462
6-0.253161-1.9610.027264
70.2041781.58160.059504
8-0.011142-0.08630.465756
9-0.168472-1.3050.098442
100.0470030.36410.358537
110.3749442.90430.002573
120.1155180.89480.187235
13-0.110776-0.85810.197135
14-0.062898-0.48720.313945
15-0.039692-0.30750.379781
16-0.094304-0.73050.233971
170.0547030.42370.336639
180.0447250.34640.365114
190.0003620.00280.498886
20-0.092687-0.7180.237786
21-0.087661-0.6790.249868
22-0.010272-0.07960.468425
23-0.213767-1.65580.051489
240.1400571.08490.141158
25-0.208419-1.61440.055843
26-0.030086-0.2330.40826
270.0285540.22120.412851
28-0.044349-0.34350.366203
29-0.179571-1.3910.084688
300.0279190.21630.41476
31-0.14992-1.16130.125064
32-0.072805-0.56390.287447
33-0.061904-0.47950.316661
340.0404580.31340.377537
35-0.025102-0.19440.423244
360.0634690.49160.312388

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.291144 & 2.2552 & 0.013891 \tabularnewline
2 & 0.048591 & 0.3764 & 0.35398 \tabularnewline
3 & -0.187454 & -1.452 & 0.075854 \tabularnewline
4 & 0.181144 & 1.4031 & 0.082866 \tabularnewline
5 & -0.155568 & -1.205 & 0.116462 \tabularnewline
6 & -0.253161 & -1.961 & 0.027264 \tabularnewline
7 & 0.204178 & 1.5816 & 0.059504 \tabularnewline
8 & -0.011142 & -0.0863 & 0.465756 \tabularnewline
9 & -0.168472 & -1.305 & 0.098442 \tabularnewline
10 & 0.047003 & 0.3641 & 0.358537 \tabularnewline
11 & 0.374944 & 2.9043 & 0.002573 \tabularnewline
12 & 0.115518 & 0.8948 & 0.187235 \tabularnewline
13 & -0.110776 & -0.8581 & 0.197135 \tabularnewline
14 & -0.062898 & -0.4872 & 0.313945 \tabularnewline
15 & -0.039692 & -0.3075 & 0.379781 \tabularnewline
16 & -0.094304 & -0.7305 & 0.233971 \tabularnewline
17 & 0.054703 & 0.4237 & 0.336639 \tabularnewline
18 & 0.044725 & 0.3464 & 0.365114 \tabularnewline
19 & 0.000362 & 0.0028 & 0.498886 \tabularnewline
20 & -0.092687 & -0.718 & 0.237786 \tabularnewline
21 & -0.087661 & -0.679 & 0.249868 \tabularnewline
22 & -0.010272 & -0.0796 & 0.468425 \tabularnewline
23 & -0.213767 & -1.6558 & 0.051489 \tabularnewline
24 & 0.140057 & 1.0849 & 0.141158 \tabularnewline
25 & -0.208419 & -1.6144 & 0.055843 \tabularnewline
26 & -0.030086 & -0.233 & 0.40826 \tabularnewline
27 & 0.028554 & 0.2212 & 0.412851 \tabularnewline
28 & -0.044349 & -0.3435 & 0.366203 \tabularnewline
29 & -0.179571 & -1.391 & 0.084688 \tabularnewline
30 & 0.027919 & 0.2163 & 0.41476 \tabularnewline
31 & -0.14992 & -1.1613 & 0.125064 \tabularnewline
32 & -0.072805 & -0.5639 & 0.287447 \tabularnewline
33 & -0.061904 & -0.4795 & 0.316661 \tabularnewline
34 & 0.040458 & 0.3134 & 0.377537 \tabularnewline
35 & -0.025102 & -0.1944 & 0.423244 \tabularnewline
36 & 0.063469 & 0.4916 & 0.312388 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65489&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]0.291144[/C][C]2.2552[/C][C]0.013891[/C][/ROW]
[ROW][C]2[/C][C]0.048591[/C][C]0.3764[/C][C]0.35398[/C][/ROW]
[ROW][C]3[/C][C]-0.187454[/C][C]-1.452[/C][C]0.075854[/C][/ROW]
[ROW][C]4[/C][C]0.181144[/C][C]1.4031[/C][C]0.082866[/C][/ROW]
[ROW][C]5[/C][C]-0.155568[/C][C]-1.205[/C][C]0.116462[/C][/ROW]
[ROW][C]6[/C][C]-0.253161[/C][C]-1.961[/C][C]0.027264[/C][/ROW]
[ROW][C]7[/C][C]0.204178[/C][C]1.5816[/C][C]0.059504[/C][/ROW]
[ROW][C]8[/C][C]-0.011142[/C][C]-0.0863[/C][C]0.465756[/C][/ROW]
[ROW][C]9[/C][C]-0.168472[/C][C]-1.305[/C][C]0.098442[/C][/ROW]
[ROW][C]10[/C][C]0.047003[/C][C]0.3641[/C][C]0.358537[/C][/ROW]
[ROW][C]11[/C][C]0.374944[/C][C]2.9043[/C][C]0.002573[/C][/ROW]
[ROW][C]12[/C][C]0.115518[/C][C]0.8948[/C][C]0.187235[/C][/ROW]
[ROW][C]13[/C][C]-0.110776[/C][C]-0.8581[/C][C]0.197135[/C][/ROW]
[ROW][C]14[/C][C]-0.062898[/C][C]-0.4872[/C][C]0.313945[/C][/ROW]
[ROW][C]15[/C][C]-0.039692[/C][C]-0.3075[/C][C]0.379781[/C][/ROW]
[ROW][C]16[/C][C]-0.094304[/C][C]-0.7305[/C][C]0.233971[/C][/ROW]
[ROW][C]17[/C][C]0.054703[/C][C]0.4237[/C][C]0.336639[/C][/ROW]
[ROW][C]18[/C][C]0.044725[/C][C]0.3464[/C][C]0.365114[/C][/ROW]
[ROW][C]19[/C][C]0.000362[/C][C]0.0028[/C][C]0.498886[/C][/ROW]
[ROW][C]20[/C][C]-0.092687[/C][C]-0.718[/C][C]0.237786[/C][/ROW]
[ROW][C]21[/C][C]-0.087661[/C][C]-0.679[/C][C]0.249868[/C][/ROW]
[ROW][C]22[/C][C]-0.010272[/C][C]-0.0796[/C][C]0.468425[/C][/ROW]
[ROW][C]23[/C][C]-0.213767[/C][C]-1.6558[/C][C]0.051489[/C][/ROW]
[ROW][C]24[/C][C]0.140057[/C][C]1.0849[/C][C]0.141158[/C][/ROW]
[ROW][C]25[/C][C]-0.208419[/C][C]-1.6144[/C][C]0.055843[/C][/ROW]
[ROW][C]26[/C][C]-0.030086[/C][C]-0.233[/C][C]0.40826[/C][/ROW]
[ROW][C]27[/C][C]0.028554[/C][C]0.2212[/C][C]0.412851[/C][/ROW]
[ROW][C]28[/C][C]-0.044349[/C][C]-0.3435[/C][C]0.366203[/C][/ROW]
[ROW][C]29[/C][C]-0.179571[/C][C]-1.391[/C][C]0.084688[/C][/ROW]
[ROW][C]30[/C][C]0.027919[/C][C]0.2163[/C][C]0.41476[/C][/ROW]
[ROW][C]31[/C][C]-0.14992[/C][C]-1.1613[/C][C]0.125064[/C][/ROW]
[ROW][C]32[/C][C]-0.072805[/C][C]-0.5639[/C][C]0.287447[/C][/ROW]
[ROW][C]33[/C][C]-0.061904[/C][C]-0.4795[/C][C]0.316661[/C][/ROW]
[ROW][C]34[/C][C]0.040458[/C][C]0.3134[/C][C]0.377537[/C][/ROW]
[ROW][C]35[/C][C]-0.025102[/C][C]-0.1944[/C][C]0.423244[/C][/ROW]
[ROW][C]36[/C][C]0.063469[/C][C]0.4916[/C][C]0.312388[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65489&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65489&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
10.2911442.25520.013891
20.0485910.37640.35398
3-0.187454-1.4520.075854
40.1811441.40310.082866
5-0.155568-1.2050.116462
6-0.253161-1.9610.027264
70.2041781.58160.059504
8-0.011142-0.08630.465756
9-0.168472-1.3050.098442
100.0470030.36410.358537
110.3749442.90430.002573
120.1155180.89480.187235
13-0.110776-0.85810.197135
14-0.062898-0.48720.313945
15-0.039692-0.30750.379781
16-0.094304-0.73050.233971
170.0547030.42370.336639
180.0447250.34640.365114
190.0003620.00280.498886
20-0.092687-0.7180.237786
21-0.087661-0.6790.249868
22-0.010272-0.07960.468425
23-0.213767-1.65580.051489
240.1400571.08490.141158
25-0.208419-1.61440.055843
26-0.030086-0.2330.40826
270.0285540.22120.412851
28-0.044349-0.34350.366203
29-0.179571-1.3910.084688
300.0279190.21630.41476
31-0.14992-1.16130.125064
32-0.072805-0.56390.287447
33-0.061904-0.47950.316661
340.0404580.31340.377537
35-0.025102-0.19440.423244
360.0634690.49160.312388



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