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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 computationTue, 24 Nov 2009 05:56:46 -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/Nov/24/t1259067515c7v0hbl568zjm5p.htm/, Retrieved Sat, 25 May 2024 04:12:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59037, Retrieved Sat, 25 May 2024 04:12:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact185
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:19:56] [b98453cac15ba1066b407e146608df68]
- R  D          [(Partial) Autocorrelation Function] [] [2009-11-24 12:56:46] [c60887983b0820a525cba943a935572d] [Current]
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Dataseries X:
149
139
135
130
127
122
117
112
113
149
157
157
147
137
132
125
123
117
114
111
112
144
150
149
134
123
116
117
111
105
102
95
93
124
130
124
115
106
105
105
101
95
93
84
87
116
120
117
109
105
107
109
109
108
107
99
103
131
137
135




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=59037&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=59037&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59037&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
10.9123546.3210
20.8261975.72410
30.7279075.04313e-06
40.6216194.30674.1e-05
50.5098583.53240.000461
60.4114772.85080.003205
70.314892.18160.017033
80.2313491.60280.057767
90.1641681.13740.130511
100.0907840.6290.266176
110.0301410.20880.417734
12-0.039989-0.27710.391465
13-0.093516-0.64790.26007
14-0.136885-0.94840.173846
15-0.189195-1.31080.098084
16-0.257501-1.7840.040371
17-0.291413-2.0190.024547
18-0.339618-2.35290.011386
19-0.377757-2.61720.005911
20-0.40501-2.8060.003613
21-0.423899-2.93690.00254
22-0.436768-3.0260.001988
23-0.429566-2.97610.002281
24-0.401715-2.78320.003838
25-0.347955-2.41070.0099
26-0.312837-2.16740.017598
27-0.280456-1.94310.028944
28-0.239863-1.66180.051533
29-0.205262-1.42210.080732
30-0.181-1.2540.107957
31-0.1502-1.04060.151634
32-0.119156-0.82550.206575
33-0.104078-0.72110.237181
34-0.054576-0.37810.353507
35-0.010912-0.07560.470025
360.0286160.19830.421841

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.912354 & 6.321 & 0 \tabularnewline
2 & 0.826197 & 5.7241 & 0 \tabularnewline
3 & 0.727907 & 5.0431 & 3e-06 \tabularnewline
4 & 0.621619 & 4.3067 & 4.1e-05 \tabularnewline
5 & 0.509858 & 3.5324 & 0.000461 \tabularnewline
6 & 0.411477 & 2.8508 & 0.003205 \tabularnewline
7 & 0.31489 & 2.1816 & 0.017033 \tabularnewline
8 & 0.231349 & 1.6028 & 0.057767 \tabularnewline
9 & 0.164168 & 1.1374 & 0.130511 \tabularnewline
10 & 0.090784 & 0.629 & 0.266176 \tabularnewline
11 & 0.030141 & 0.2088 & 0.417734 \tabularnewline
12 & -0.039989 & -0.2771 & 0.391465 \tabularnewline
13 & -0.093516 & -0.6479 & 0.26007 \tabularnewline
14 & -0.136885 & -0.9484 & 0.173846 \tabularnewline
15 & -0.189195 & -1.3108 & 0.098084 \tabularnewline
16 & -0.257501 & -1.784 & 0.040371 \tabularnewline
17 & -0.291413 & -2.019 & 0.024547 \tabularnewline
18 & -0.339618 & -2.3529 & 0.011386 \tabularnewline
19 & -0.377757 & -2.6172 & 0.005911 \tabularnewline
20 & -0.40501 & -2.806 & 0.003613 \tabularnewline
21 & -0.423899 & -2.9369 & 0.00254 \tabularnewline
22 & -0.436768 & -3.026 & 0.001988 \tabularnewline
23 & -0.429566 & -2.9761 & 0.002281 \tabularnewline
24 & -0.401715 & -2.7832 & 0.003838 \tabularnewline
25 & -0.347955 & -2.4107 & 0.0099 \tabularnewline
26 & -0.312837 & -2.1674 & 0.017598 \tabularnewline
27 & -0.280456 & -1.9431 & 0.028944 \tabularnewline
28 & -0.239863 & -1.6618 & 0.051533 \tabularnewline
29 & -0.205262 & -1.4221 & 0.080732 \tabularnewline
30 & -0.181 & -1.254 & 0.107957 \tabularnewline
31 & -0.1502 & -1.0406 & 0.151634 \tabularnewline
32 & -0.119156 & -0.8255 & 0.206575 \tabularnewline
33 & -0.104078 & -0.7211 & 0.237181 \tabularnewline
34 & -0.054576 & -0.3781 & 0.353507 \tabularnewline
35 & -0.010912 & -0.0756 & 0.470025 \tabularnewline
36 & 0.028616 & 0.1983 & 0.421841 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59037&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]0.912354[/C][C]6.321[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.826197[/C][C]5.7241[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.727907[/C][C]5.0431[/C][C]3e-06[/C][/ROW]
[ROW][C]4[/C][C]0.621619[/C][C]4.3067[/C][C]4.1e-05[/C][/ROW]
[ROW][C]5[/C][C]0.509858[/C][C]3.5324[/C][C]0.000461[/C][/ROW]
[ROW][C]6[/C][C]0.411477[/C][C]2.8508[/C][C]0.003205[/C][/ROW]
[ROW][C]7[/C][C]0.31489[/C][C]2.1816[/C][C]0.017033[/C][/ROW]
[ROW][C]8[/C][C]0.231349[/C][C]1.6028[/C][C]0.057767[/C][/ROW]
[ROW][C]9[/C][C]0.164168[/C][C]1.1374[/C][C]0.130511[/C][/ROW]
[ROW][C]10[/C][C]0.090784[/C][C]0.629[/C][C]0.266176[/C][/ROW]
[ROW][C]11[/C][C]0.030141[/C][C]0.2088[/C][C]0.417734[/C][/ROW]
[ROW][C]12[/C][C]-0.039989[/C][C]-0.2771[/C][C]0.391465[/C][/ROW]
[ROW][C]13[/C][C]-0.093516[/C][C]-0.6479[/C][C]0.26007[/C][/ROW]
[ROW][C]14[/C][C]-0.136885[/C][C]-0.9484[/C][C]0.173846[/C][/ROW]
[ROW][C]15[/C][C]-0.189195[/C][C]-1.3108[/C][C]0.098084[/C][/ROW]
[ROW][C]16[/C][C]-0.257501[/C][C]-1.784[/C][C]0.040371[/C][/ROW]
[ROW][C]17[/C][C]-0.291413[/C][C]-2.019[/C][C]0.024547[/C][/ROW]
[ROW][C]18[/C][C]-0.339618[/C][C]-2.3529[/C][C]0.011386[/C][/ROW]
[ROW][C]19[/C][C]-0.377757[/C][C]-2.6172[/C][C]0.005911[/C][/ROW]
[ROW][C]20[/C][C]-0.40501[/C][C]-2.806[/C][C]0.003613[/C][/ROW]
[ROW][C]21[/C][C]-0.423899[/C][C]-2.9369[/C][C]0.00254[/C][/ROW]
[ROW][C]22[/C][C]-0.436768[/C][C]-3.026[/C][C]0.001988[/C][/ROW]
[ROW][C]23[/C][C]-0.429566[/C][C]-2.9761[/C][C]0.002281[/C][/ROW]
[ROW][C]24[/C][C]-0.401715[/C][C]-2.7832[/C][C]0.003838[/C][/ROW]
[ROW][C]25[/C][C]-0.347955[/C][C]-2.4107[/C][C]0.0099[/C][/ROW]
[ROW][C]26[/C][C]-0.312837[/C][C]-2.1674[/C][C]0.017598[/C][/ROW]
[ROW][C]27[/C][C]-0.280456[/C][C]-1.9431[/C][C]0.028944[/C][/ROW]
[ROW][C]28[/C][C]-0.239863[/C][C]-1.6618[/C][C]0.051533[/C][/ROW]
[ROW][C]29[/C][C]-0.205262[/C][C]-1.4221[/C][C]0.080732[/C][/ROW]
[ROW][C]30[/C][C]-0.181[/C][C]-1.254[/C][C]0.107957[/C][/ROW]
[ROW][C]31[/C][C]-0.1502[/C][C]-1.0406[/C][C]0.151634[/C][/ROW]
[ROW][C]32[/C][C]-0.119156[/C][C]-0.8255[/C][C]0.206575[/C][/ROW]
[ROW][C]33[/C][C]-0.104078[/C][C]-0.7211[/C][C]0.237181[/C][/ROW]
[ROW][C]34[/C][C]-0.054576[/C][C]-0.3781[/C][C]0.353507[/C][/ROW]
[ROW][C]35[/C][C]-0.010912[/C][C]-0.0756[/C][C]0.470025[/C][/ROW]
[ROW][C]36[/C][C]0.028616[/C][C]0.1983[/C][C]0.421841[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59037&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59037&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
10.9123546.3210
20.8261975.72410
30.7279075.04313e-06
40.6216194.30674.1e-05
50.5098583.53240.000461
60.4114772.85080.003205
70.314892.18160.017033
80.2313491.60280.057767
90.1641681.13740.130511
100.0907840.6290.266176
110.0301410.20880.417734
12-0.039989-0.27710.391465
13-0.093516-0.64790.26007
14-0.136885-0.94840.173846
15-0.189195-1.31080.098084
16-0.257501-1.7840.040371
17-0.291413-2.0190.024547
18-0.339618-2.35290.011386
19-0.377757-2.61720.005911
20-0.40501-2.8060.003613
21-0.423899-2.93690.00254
22-0.436768-3.0260.001988
23-0.429566-2.97610.002281
24-0.401715-2.78320.003838
25-0.347955-2.41070.0099
26-0.312837-2.16740.017598
27-0.280456-1.94310.028944
28-0.239863-1.66180.051533
29-0.205262-1.42210.080732
30-0.181-1.2540.107957
31-0.1502-1.04060.151634
32-0.119156-0.82550.206575
33-0.104078-0.72110.237181
34-0.054576-0.37810.353507
35-0.010912-0.07560.470025
360.0286160.19830.421841







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9123546.3210
2-0.036942-0.25590.399546
3-0.1196-0.82860.205713
4-0.106983-0.74120.231092
5-0.096547-0.66890.253383
60.0126260.08750.465329
7-0.04947-0.34270.366645
80.000770.00530.497882
90.0269670.18680.426288
10-0.111905-0.77530.220982
11-0.006825-0.04730.48124
12-0.130439-0.90370.185333
130.0247030.17110.432414
140.0164940.11430.454749
15-0.13114-0.90860.18406
16-0.173591-1.20270.1175
170.1106830.76680.223467
18-0.13728-0.95110.173157
19-0.019165-0.13280.447463
20-0.027683-0.19180.424357
21-0.022063-0.15290.439577
22-0.032025-0.22190.412677
230.0178890.12390.450941
240.0778190.53910.296139
250.1547751.07230.144471
26-0.195334-1.35330.091147
27-0.037483-0.25970.398106
28-0.01861-0.12890.448974
290.0041390.02870.488621
30-0.031778-0.22020.413338
310.0134390.09310.463102
32-0.00894-0.06190.475434
33-0.053688-0.3720.35578
340.1196640.82910.205588
350.0289350.20050.420981
36-0.032324-0.22390.411874

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.912354 & 6.321 & 0 \tabularnewline
2 & -0.036942 & -0.2559 & 0.399546 \tabularnewline
3 & -0.1196 & -0.8286 & 0.205713 \tabularnewline
4 & -0.106983 & -0.7412 & 0.231092 \tabularnewline
5 & -0.096547 & -0.6689 & 0.253383 \tabularnewline
6 & 0.012626 & 0.0875 & 0.465329 \tabularnewline
7 & -0.04947 & -0.3427 & 0.366645 \tabularnewline
8 & 0.00077 & 0.0053 & 0.497882 \tabularnewline
9 & 0.026967 & 0.1868 & 0.426288 \tabularnewline
10 & -0.111905 & -0.7753 & 0.220982 \tabularnewline
11 & -0.006825 & -0.0473 & 0.48124 \tabularnewline
12 & -0.130439 & -0.9037 & 0.185333 \tabularnewline
13 & 0.024703 & 0.1711 & 0.432414 \tabularnewline
14 & 0.016494 & 0.1143 & 0.454749 \tabularnewline
15 & -0.13114 & -0.9086 & 0.18406 \tabularnewline
16 & -0.173591 & -1.2027 & 0.1175 \tabularnewline
17 & 0.110683 & 0.7668 & 0.223467 \tabularnewline
18 & -0.13728 & -0.9511 & 0.173157 \tabularnewline
19 & -0.019165 & -0.1328 & 0.447463 \tabularnewline
20 & -0.027683 & -0.1918 & 0.424357 \tabularnewline
21 & -0.022063 & -0.1529 & 0.439577 \tabularnewline
22 & -0.032025 & -0.2219 & 0.412677 \tabularnewline
23 & 0.017889 & 0.1239 & 0.450941 \tabularnewline
24 & 0.077819 & 0.5391 & 0.296139 \tabularnewline
25 & 0.154775 & 1.0723 & 0.144471 \tabularnewline
26 & -0.195334 & -1.3533 & 0.091147 \tabularnewline
27 & -0.037483 & -0.2597 & 0.398106 \tabularnewline
28 & -0.01861 & -0.1289 & 0.448974 \tabularnewline
29 & 0.004139 & 0.0287 & 0.488621 \tabularnewline
30 & -0.031778 & -0.2202 & 0.413338 \tabularnewline
31 & 0.013439 & 0.0931 & 0.463102 \tabularnewline
32 & -0.00894 & -0.0619 & 0.475434 \tabularnewline
33 & -0.053688 & -0.372 & 0.35578 \tabularnewline
34 & 0.119664 & 0.8291 & 0.205588 \tabularnewline
35 & 0.028935 & 0.2005 & 0.420981 \tabularnewline
36 & -0.032324 & -0.2239 & 0.411874 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59037&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]0.912354[/C][C]6.321[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.036942[/C][C]-0.2559[/C][C]0.399546[/C][/ROW]
[ROW][C]3[/C][C]-0.1196[/C][C]-0.8286[/C][C]0.205713[/C][/ROW]
[ROW][C]4[/C][C]-0.106983[/C][C]-0.7412[/C][C]0.231092[/C][/ROW]
[ROW][C]5[/C][C]-0.096547[/C][C]-0.6689[/C][C]0.253383[/C][/ROW]
[ROW][C]6[/C][C]0.012626[/C][C]0.0875[/C][C]0.465329[/C][/ROW]
[ROW][C]7[/C][C]-0.04947[/C][C]-0.3427[/C][C]0.366645[/C][/ROW]
[ROW][C]8[/C][C]0.00077[/C][C]0.0053[/C][C]0.497882[/C][/ROW]
[ROW][C]9[/C][C]0.026967[/C][C]0.1868[/C][C]0.426288[/C][/ROW]
[ROW][C]10[/C][C]-0.111905[/C][C]-0.7753[/C][C]0.220982[/C][/ROW]
[ROW][C]11[/C][C]-0.006825[/C][C]-0.0473[/C][C]0.48124[/C][/ROW]
[ROW][C]12[/C][C]-0.130439[/C][C]-0.9037[/C][C]0.185333[/C][/ROW]
[ROW][C]13[/C][C]0.024703[/C][C]0.1711[/C][C]0.432414[/C][/ROW]
[ROW][C]14[/C][C]0.016494[/C][C]0.1143[/C][C]0.454749[/C][/ROW]
[ROW][C]15[/C][C]-0.13114[/C][C]-0.9086[/C][C]0.18406[/C][/ROW]
[ROW][C]16[/C][C]-0.173591[/C][C]-1.2027[/C][C]0.1175[/C][/ROW]
[ROW][C]17[/C][C]0.110683[/C][C]0.7668[/C][C]0.223467[/C][/ROW]
[ROW][C]18[/C][C]-0.13728[/C][C]-0.9511[/C][C]0.173157[/C][/ROW]
[ROW][C]19[/C][C]-0.019165[/C][C]-0.1328[/C][C]0.447463[/C][/ROW]
[ROW][C]20[/C][C]-0.027683[/C][C]-0.1918[/C][C]0.424357[/C][/ROW]
[ROW][C]21[/C][C]-0.022063[/C][C]-0.1529[/C][C]0.439577[/C][/ROW]
[ROW][C]22[/C][C]-0.032025[/C][C]-0.2219[/C][C]0.412677[/C][/ROW]
[ROW][C]23[/C][C]0.017889[/C][C]0.1239[/C][C]0.450941[/C][/ROW]
[ROW][C]24[/C][C]0.077819[/C][C]0.5391[/C][C]0.296139[/C][/ROW]
[ROW][C]25[/C][C]0.154775[/C][C]1.0723[/C][C]0.144471[/C][/ROW]
[ROW][C]26[/C][C]-0.195334[/C][C]-1.3533[/C][C]0.091147[/C][/ROW]
[ROW][C]27[/C][C]-0.037483[/C][C]-0.2597[/C][C]0.398106[/C][/ROW]
[ROW][C]28[/C][C]-0.01861[/C][C]-0.1289[/C][C]0.448974[/C][/ROW]
[ROW][C]29[/C][C]0.004139[/C][C]0.0287[/C][C]0.488621[/C][/ROW]
[ROW][C]30[/C][C]-0.031778[/C][C]-0.2202[/C][C]0.413338[/C][/ROW]
[ROW][C]31[/C][C]0.013439[/C][C]0.0931[/C][C]0.463102[/C][/ROW]
[ROW][C]32[/C][C]-0.00894[/C][C]-0.0619[/C][C]0.475434[/C][/ROW]
[ROW][C]33[/C][C]-0.053688[/C][C]-0.372[/C][C]0.35578[/C][/ROW]
[ROW][C]34[/C][C]0.119664[/C][C]0.8291[/C][C]0.205588[/C][/ROW]
[ROW][C]35[/C][C]0.028935[/C][C]0.2005[/C][C]0.420981[/C][/ROW]
[ROW][C]36[/C][C]-0.032324[/C][C]-0.2239[/C][C]0.411874[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59037&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59037&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
10.9123546.3210
2-0.036942-0.25590.399546
3-0.1196-0.82860.205713
4-0.106983-0.74120.231092
5-0.096547-0.66890.253383
60.0126260.08750.465329
7-0.04947-0.34270.366645
80.000770.00530.497882
90.0269670.18680.426288
10-0.111905-0.77530.220982
11-0.006825-0.04730.48124
12-0.130439-0.90370.185333
130.0247030.17110.432414
140.0164940.11430.454749
15-0.13114-0.90860.18406
16-0.173591-1.20270.1175
170.1106830.76680.223467
18-0.13728-0.95110.173157
19-0.019165-0.13280.447463
20-0.027683-0.19180.424357
21-0.022063-0.15290.439577
22-0.032025-0.22190.412677
230.0178890.12390.450941
240.0778190.53910.296139
250.1547751.07230.144471
26-0.195334-1.35330.091147
27-0.037483-0.25970.398106
28-0.01861-0.12890.448974
290.0041390.02870.488621
30-0.031778-0.22020.413338
310.0134390.09310.463102
32-0.00894-0.06190.475434
33-0.053688-0.3720.35578
340.1196640.82910.205588
350.0289350.20050.420981
36-0.032324-0.22390.411874



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')