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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 09:10:07 -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/t1260461440zsp5emjjez4l5oq.htm/, Retrieved Fri, 29 Mar 2024 07:44:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65538, Retrieved Fri, 29 Mar 2024 07:44:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact133
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]
F    D    [(Partial) Autocorrelation Function] [WS 9.5] [2009-12-04 12:24:35] [48f6ceb4d757f558fbb7ce61da4d9505]
-   P         [(Partial) Autocorrelation Function] [ws 9 acf] [2009-12-10 16:10:07] [dd4f17965cad1d38de7a1c062d32d75d] [Current]
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Dataseries X:
95.1
97.0
112.7
102.9
97.4
111.4
87.4
96.8
114.1
110.3
103.9
101.6
94.6
95.9
104.7
102.8
98.1
113.9
80.9
95.7
113.2
105.9
108.8
102.3
99.0
100.7
115.5
100.7
109.9
114.6
85.4
100.5
114.8
116.5
112.9
102.0
106.0
105.3
118.8
106.1
109.3
117.2
92.5
104.2
112.5
122.4
113.3
100.0
110.7
112.8
109.8
117.3
109.1
115.9
96.0
99.8
116.8
115.7
99.4
94.3




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=65538&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=65538&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65538&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
10.0411080.28480.38851
20.2196311.52160.067329
30.2938782.0360.023642
40.0421830.29230.385677
50.1446121.00190.160708
60.1522071.05450.148461
7-0.044488-0.30820.379624
80.0552120.38250.351881
90.1007990.69840.244161
10-0.123143-0.85320.198904
110.0474520.32880.371884
12-0.039094-0.27090.393833
13-0.057409-0.39770.346291
14-0.081314-0.56340.287907
15-0.005151-0.03570.48584
16-0.176523-1.2230.113653
17-0.040313-0.27930.390609
18-0.034305-0.23770.406574
19-0.174644-1.210.116107
20-0.068567-0.4750.318453
21-0.084081-0.58250.281469
22-0.260341-1.80370.038778
230.1064410.73740.23222
24-0.248063-1.71860.046063
25-0.135165-0.93640.176865
26-0.011126-0.07710.46944
27-0.140499-0.97340.167616
28-0.09311-0.64510.260973
29-0.07098-0.49180.312563
30-0.131806-0.91320.182856
31-0.130914-0.9070.184469
32-0.025343-0.17560.430681
33-0.17395-1.20520.117025
34-0.013034-0.09030.464212
35-0.057134-0.39580.34699
360.0356250.24680.403051

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.041108 & 0.2848 & 0.38851 \tabularnewline
2 & 0.219631 & 1.5216 & 0.067329 \tabularnewline
3 & 0.293878 & 2.036 & 0.023642 \tabularnewline
4 & 0.042183 & 0.2923 & 0.385677 \tabularnewline
5 & 0.144612 & 1.0019 & 0.160708 \tabularnewline
6 & 0.152207 & 1.0545 & 0.148461 \tabularnewline
7 & -0.044488 & -0.3082 & 0.379624 \tabularnewline
8 & 0.055212 & 0.3825 & 0.351881 \tabularnewline
9 & 0.100799 & 0.6984 & 0.244161 \tabularnewline
10 & -0.123143 & -0.8532 & 0.198904 \tabularnewline
11 & 0.047452 & 0.3288 & 0.371884 \tabularnewline
12 & -0.039094 & -0.2709 & 0.393833 \tabularnewline
13 & -0.057409 & -0.3977 & 0.346291 \tabularnewline
14 & -0.081314 & -0.5634 & 0.287907 \tabularnewline
15 & -0.005151 & -0.0357 & 0.48584 \tabularnewline
16 & -0.176523 & -1.223 & 0.113653 \tabularnewline
17 & -0.040313 & -0.2793 & 0.390609 \tabularnewline
18 & -0.034305 & -0.2377 & 0.406574 \tabularnewline
19 & -0.174644 & -1.21 & 0.116107 \tabularnewline
20 & -0.068567 & -0.475 & 0.318453 \tabularnewline
21 & -0.084081 & -0.5825 & 0.281469 \tabularnewline
22 & -0.260341 & -1.8037 & 0.038778 \tabularnewline
23 & 0.106441 & 0.7374 & 0.23222 \tabularnewline
24 & -0.248063 & -1.7186 & 0.046063 \tabularnewline
25 & -0.135165 & -0.9364 & 0.176865 \tabularnewline
26 & -0.011126 & -0.0771 & 0.46944 \tabularnewline
27 & -0.140499 & -0.9734 & 0.167616 \tabularnewline
28 & -0.09311 & -0.6451 & 0.260973 \tabularnewline
29 & -0.07098 & -0.4918 & 0.312563 \tabularnewline
30 & -0.131806 & -0.9132 & 0.182856 \tabularnewline
31 & -0.130914 & -0.907 & 0.184469 \tabularnewline
32 & -0.025343 & -0.1756 & 0.430681 \tabularnewline
33 & -0.17395 & -1.2052 & 0.117025 \tabularnewline
34 & -0.013034 & -0.0903 & 0.464212 \tabularnewline
35 & -0.057134 & -0.3958 & 0.34699 \tabularnewline
36 & 0.035625 & 0.2468 & 0.403051 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65538&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]0.041108[/C][C]0.2848[/C][C]0.38851[/C][/ROW]
[ROW][C]2[/C][C]0.219631[/C][C]1.5216[/C][C]0.067329[/C][/ROW]
[ROW][C]3[/C][C]0.293878[/C][C]2.036[/C][C]0.023642[/C][/ROW]
[ROW][C]4[/C][C]0.042183[/C][C]0.2923[/C][C]0.385677[/C][/ROW]
[ROW][C]5[/C][C]0.144612[/C][C]1.0019[/C][C]0.160708[/C][/ROW]
[ROW][C]6[/C][C]0.152207[/C][C]1.0545[/C][C]0.148461[/C][/ROW]
[ROW][C]7[/C][C]-0.044488[/C][C]-0.3082[/C][C]0.379624[/C][/ROW]
[ROW][C]8[/C][C]0.055212[/C][C]0.3825[/C][C]0.351881[/C][/ROW]
[ROW][C]9[/C][C]0.100799[/C][C]0.6984[/C][C]0.244161[/C][/ROW]
[ROW][C]10[/C][C]-0.123143[/C][C]-0.8532[/C][C]0.198904[/C][/ROW]
[ROW][C]11[/C][C]0.047452[/C][C]0.3288[/C][C]0.371884[/C][/ROW]
[ROW][C]12[/C][C]-0.039094[/C][C]-0.2709[/C][C]0.393833[/C][/ROW]
[ROW][C]13[/C][C]-0.057409[/C][C]-0.3977[/C][C]0.346291[/C][/ROW]
[ROW][C]14[/C][C]-0.081314[/C][C]-0.5634[/C][C]0.287907[/C][/ROW]
[ROW][C]15[/C][C]-0.005151[/C][C]-0.0357[/C][C]0.48584[/C][/ROW]
[ROW][C]16[/C][C]-0.176523[/C][C]-1.223[/C][C]0.113653[/C][/ROW]
[ROW][C]17[/C][C]-0.040313[/C][C]-0.2793[/C][C]0.390609[/C][/ROW]
[ROW][C]18[/C][C]-0.034305[/C][C]-0.2377[/C][C]0.406574[/C][/ROW]
[ROW][C]19[/C][C]-0.174644[/C][C]-1.21[/C][C]0.116107[/C][/ROW]
[ROW][C]20[/C][C]-0.068567[/C][C]-0.475[/C][C]0.318453[/C][/ROW]
[ROW][C]21[/C][C]-0.084081[/C][C]-0.5825[/C][C]0.281469[/C][/ROW]
[ROW][C]22[/C][C]-0.260341[/C][C]-1.8037[/C][C]0.038778[/C][/ROW]
[ROW][C]23[/C][C]0.106441[/C][C]0.7374[/C][C]0.23222[/C][/ROW]
[ROW][C]24[/C][C]-0.248063[/C][C]-1.7186[/C][C]0.046063[/C][/ROW]
[ROW][C]25[/C][C]-0.135165[/C][C]-0.9364[/C][C]0.176865[/C][/ROW]
[ROW][C]26[/C][C]-0.011126[/C][C]-0.0771[/C][C]0.46944[/C][/ROW]
[ROW][C]27[/C][C]-0.140499[/C][C]-0.9734[/C][C]0.167616[/C][/ROW]
[ROW][C]28[/C][C]-0.09311[/C][C]-0.6451[/C][C]0.260973[/C][/ROW]
[ROW][C]29[/C][C]-0.07098[/C][C]-0.4918[/C][C]0.312563[/C][/ROW]
[ROW][C]30[/C][C]-0.131806[/C][C]-0.9132[/C][C]0.182856[/C][/ROW]
[ROW][C]31[/C][C]-0.130914[/C][C]-0.907[/C][C]0.184469[/C][/ROW]
[ROW][C]32[/C][C]-0.025343[/C][C]-0.1756[/C][C]0.430681[/C][/ROW]
[ROW][C]33[/C][C]-0.17395[/C][C]-1.2052[/C][C]0.117025[/C][/ROW]
[ROW][C]34[/C][C]-0.013034[/C][C]-0.0903[/C][C]0.464212[/C][/ROW]
[ROW][C]35[/C][C]-0.057134[/C][C]-0.3958[/C][C]0.34699[/C][/ROW]
[ROW][C]36[/C][C]0.035625[/C][C]0.2468[/C][C]0.403051[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65538&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65538&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
10.0411080.28480.38851
20.2196311.52160.067329
30.2938782.0360.023642
40.0421830.29230.385677
50.1446121.00190.160708
60.1522071.05450.148461
7-0.044488-0.30820.379624
80.0552120.38250.351881
90.1007990.69840.244161
10-0.123143-0.85320.198904
110.0474520.32880.371884
12-0.039094-0.27090.393833
13-0.057409-0.39770.346291
14-0.081314-0.56340.287907
15-0.005151-0.03570.48584
16-0.176523-1.2230.113653
17-0.040313-0.27930.390609
18-0.034305-0.23770.406574
19-0.174644-1.210.116107
20-0.068567-0.4750.318453
21-0.084081-0.58250.281469
22-0.260341-1.80370.038778
230.1064410.73740.23222
24-0.248063-1.71860.046063
25-0.135165-0.93640.176865
26-0.011126-0.07710.46944
27-0.140499-0.97340.167616
28-0.09311-0.64510.260973
29-0.07098-0.49180.312563
30-0.131806-0.91320.182856
31-0.130914-0.9070.184469
32-0.025343-0.17560.430681
33-0.17395-1.20520.117025
34-0.013034-0.09030.464212
35-0.057134-0.39580.34699
360.0356250.24680.403051







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0411080.28480.38851
20.218311.51250.068483
30.2922452.02470.024239
4-0.007371-0.05110.47974
50.0232040.16080.436477
60.0736380.51020.306132
7-0.095722-0.66320.255193
8-0.047185-0.32690.37258
90.0793590.54980.292497
10-0.108123-0.74910.228727
11-0.012015-0.08320.467003
12-0.03491-0.24190.404959
130.0084920.05880.476665
14-0.110892-0.76830.223041
150.0350690.2430.404534
16-0.10953-0.75880.225827
17-0.020886-0.14470.442775
180.0294310.20390.419646
19-0.068815-0.47680.317846
20-0.074285-0.51470.304575
21-0.016331-0.11310.455195
22-0.18575-1.28690.102148
230.1870961.29620.100546
24-0.193888-1.34330.092747
25-0.019917-0.1380.445413
26-0.043053-0.29830.383389
270.034780.2410.405305
28-0.070912-0.49130.31273
29-0.073819-0.51140.305696
30-0.060764-0.4210.337822
31-0.085881-0.5950.277319
32-0.068911-0.47740.317613
33-0.032155-0.22280.412329
34-0.026405-0.18290.427809
35-0.001314-0.00910.496387
360.0522880.36230.359373

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.041108 & 0.2848 & 0.38851 \tabularnewline
2 & 0.21831 & 1.5125 & 0.068483 \tabularnewline
3 & 0.292245 & 2.0247 & 0.024239 \tabularnewline
4 & -0.007371 & -0.0511 & 0.47974 \tabularnewline
5 & 0.023204 & 0.1608 & 0.436477 \tabularnewline
6 & 0.073638 & 0.5102 & 0.306132 \tabularnewline
7 & -0.095722 & -0.6632 & 0.255193 \tabularnewline
8 & -0.047185 & -0.3269 & 0.37258 \tabularnewline
9 & 0.079359 & 0.5498 & 0.292497 \tabularnewline
10 & -0.108123 & -0.7491 & 0.228727 \tabularnewline
11 & -0.012015 & -0.0832 & 0.467003 \tabularnewline
12 & -0.03491 & -0.2419 & 0.404959 \tabularnewline
13 & 0.008492 & 0.0588 & 0.476665 \tabularnewline
14 & -0.110892 & -0.7683 & 0.223041 \tabularnewline
15 & 0.035069 & 0.243 & 0.404534 \tabularnewline
16 & -0.10953 & -0.7588 & 0.225827 \tabularnewline
17 & -0.020886 & -0.1447 & 0.442775 \tabularnewline
18 & 0.029431 & 0.2039 & 0.419646 \tabularnewline
19 & -0.068815 & -0.4768 & 0.317846 \tabularnewline
20 & -0.074285 & -0.5147 & 0.304575 \tabularnewline
21 & -0.016331 & -0.1131 & 0.455195 \tabularnewline
22 & -0.18575 & -1.2869 & 0.102148 \tabularnewline
23 & 0.187096 & 1.2962 & 0.100546 \tabularnewline
24 & -0.193888 & -1.3433 & 0.092747 \tabularnewline
25 & -0.019917 & -0.138 & 0.445413 \tabularnewline
26 & -0.043053 & -0.2983 & 0.383389 \tabularnewline
27 & 0.03478 & 0.241 & 0.405305 \tabularnewline
28 & -0.070912 & -0.4913 & 0.31273 \tabularnewline
29 & -0.073819 & -0.5114 & 0.305696 \tabularnewline
30 & -0.060764 & -0.421 & 0.337822 \tabularnewline
31 & -0.085881 & -0.595 & 0.277319 \tabularnewline
32 & -0.068911 & -0.4774 & 0.317613 \tabularnewline
33 & -0.032155 & -0.2228 & 0.412329 \tabularnewline
34 & -0.026405 & -0.1829 & 0.427809 \tabularnewline
35 & -0.001314 & -0.0091 & 0.496387 \tabularnewline
36 & 0.052288 & 0.3623 & 0.359373 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65538&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]0.041108[/C][C]0.2848[/C][C]0.38851[/C][/ROW]
[ROW][C]2[/C][C]0.21831[/C][C]1.5125[/C][C]0.068483[/C][/ROW]
[ROW][C]3[/C][C]0.292245[/C][C]2.0247[/C][C]0.024239[/C][/ROW]
[ROW][C]4[/C][C]-0.007371[/C][C]-0.0511[/C][C]0.47974[/C][/ROW]
[ROW][C]5[/C][C]0.023204[/C][C]0.1608[/C][C]0.436477[/C][/ROW]
[ROW][C]6[/C][C]0.073638[/C][C]0.5102[/C][C]0.306132[/C][/ROW]
[ROW][C]7[/C][C]-0.095722[/C][C]-0.6632[/C][C]0.255193[/C][/ROW]
[ROW][C]8[/C][C]-0.047185[/C][C]-0.3269[/C][C]0.37258[/C][/ROW]
[ROW][C]9[/C][C]0.079359[/C][C]0.5498[/C][C]0.292497[/C][/ROW]
[ROW][C]10[/C][C]-0.108123[/C][C]-0.7491[/C][C]0.228727[/C][/ROW]
[ROW][C]11[/C][C]-0.012015[/C][C]-0.0832[/C][C]0.467003[/C][/ROW]
[ROW][C]12[/C][C]-0.03491[/C][C]-0.2419[/C][C]0.404959[/C][/ROW]
[ROW][C]13[/C][C]0.008492[/C][C]0.0588[/C][C]0.476665[/C][/ROW]
[ROW][C]14[/C][C]-0.110892[/C][C]-0.7683[/C][C]0.223041[/C][/ROW]
[ROW][C]15[/C][C]0.035069[/C][C]0.243[/C][C]0.404534[/C][/ROW]
[ROW][C]16[/C][C]-0.10953[/C][C]-0.7588[/C][C]0.225827[/C][/ROW]
[ROW][C]17[/C][C]-0.020886[/C][C]-0.1447[/C][C]0.442775[/C][/ROW]
[ROW][C]18[/C][C]0.029431[/C][C]0.2039[/C][C]0.419646[/C][/ROW]
[ROW][C]19[/C][C]-0.068815[/C][C]-0.4768[/C][C]0.317846[/C][/ROW]
[ROW][C]20[/C][C]-0.074285[/C][C]-0.5147[/C][C]0.304575[/C][/ROW]
[ROW][C]21[/C][C]-0.016331[/C][C]-0.1131[/C][C]0.455195[/C][/ROW]
[ROW][C]22[/C][C]-0.18575[/C][C]-1.2869[/C][C]0.102148[/C][/ROW]
[ROW][C]23[/C][C]0.187096[/C][C]1.2962[/C][C]0.100546[/C][/ROW]
[ROW][C]24[/C][C]-0.193888[/C][C]-1.3433[/C][C]0.092747[/C][/ROW]
[ROW][C]25[/C][C]-0.019917[/C][C]-0.138[/C][C]0.445413[/C][/ROW]
[ROW][C]26[/C][C]-0.043053[/C][C]-0.2983[/C][C]0.383389[/C][/ROW]
[ROW][C]27[/C][C]0.03478[/C][C]0.241[/C][C]0.405305[/C][/ROW]
[ROW][C]28[/C][C]-0.070912[/C][C]-0.4913[/C][C]0.31273[/C][/ROW]
[ROW][C]29[/C][C]-0.073819[/C][C]-0.5114[/C][C]0.305696[/C][/ROW]
[ROW][C]30[/C][C]-0.060764[/C][C]-0.421[/C][C]0.337822[/C][/ROW]
[ROW][C]31[/C][C]-0.085881[/C][C]-0.595[/C][C]0.277319[/C][/ROW]
[ROW][C]32[/C][C]-0.068911[/C][C]-0.4774[/C][C]0.317613[/C][/ROW]
[ROW][C]33[/C][C]-0.032155[/C][C]-0.2228[/C][C]0.412329[/C][/ROW]
[ROW][C]34[/C][C]-0.026405[/C][C]-0.1829[/C][C]0.427809[/C][/ROW]
[ROW][C]35[/C][C]-0.001314[/C][C]-0.0091[/C][C]0.496387[/C][/ROW]
[ROW][C]36[/C][C]0.052288[/C][C]0.3623[/C][C]0.359373[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65538&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65538&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
10.0411080.28480.38851
20.218311.51250.068483
30.2922452.02470.024239
4-0.007371-0.05110.47974
50.0232040.16080.436477
60.0736380.51020.306132
7-0.095722-0.66320.255193
8-0.047185-0.32690.37258
90.0793590.54980.292497
10-0.108123-0.74910.228727
11-0.012015-0.08320.467003
12-0.03491-0.24190.404959
130.0084920.05880.476665
14-0.110892-0.76830.223041
150.0350690.2430.404534
16-0.10953-0.75880.225827
17-0.020886-0.14470.442775
180.0294310.20390.419646
19-0.068815-0.47680.317846
20-0.074285-0.51470.304575
21-0.016331-0.11310.455195
22-0.18575-1.28690.102148
230.1870961.29620.100546
24-0.193888-1.34330.092747
25-0.019917-0.1380.445413
26-0.043053-0.29830.383389
270.034780.2410.405305
28-0.070912-0.49130.31273
29-0.073819-0.51140.305696
30-0.060764-0.4210.337822
31-0.085881-0.5950.277319
32-0.068911-0.47740.317613
33-0.032155-0.22280.412329
34-0.026405-0.18290.427809
35-0.001314-0.00910.496387
360.0522880.36230.359373



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