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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 05:59:30 -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/t1259067608ptdsiexhfzzg7jc.htm/, Retrieved Fri, 14 Jun 2024 18:04:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59039, Retrieved Fri, 14 Jun 2024 18:04:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact196
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 12:26:39] [b98453cac15ba1066b407e146608df68]
- R  D          [(Partial) Autocorrelation Function] [] [2009-11-24 12:59:30] [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=59039&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=59039&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59039&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
10.0166070.11380.454921
20.2662911.82560.037134
30.0432090.29620.384182
40.1015820.69640.2448
5-0.138081-0.94660.174333
6-0.002207-0.01510.493996
70.0811430.55630.290326
8-0.001421-0.00970.496134
90.2179871.49440.070872
100.0040350.02770.489025
110.4147022.84310.003296
12-0.139895-0.95910.171214
130.0319220.21880.41386
140.0075480.05170.479475
150.0306610.21020.417209
16-0.156164-1.07060.144907
170.0681770.46740.321187
18-0.089054-0.61050.272228
19-0.130691-0.8960.187418
200.0083840.05750.477203
21-0.149529-1.02510.155277
220.0585460.40140.344984
23-0.142342-0.97580.167069
24-0.058676-0.40230.344656
25-0.057339-0.39310.348013
26-0.01203-0.08250.467309
27-0.165011-1.13130.131842
28-0.112252-0.76960.222706
29-0.099633-0.68310.248964
30-0.106429-0.72960.234616
31-0.000463-0.00320.49874
32-0.063981-0.43860.33147
330.0010570.00720.497124
34-0.030715-0.21060.417067
35-0.033995-0.23310.408365
36-0.026308-0.18040.428823

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.016607 & 0.1138 & 0.454921 \tabularnewline
2 & 0.266291 & 1.8256 & 0.037134 \tabularnewline
3 & 0.043209 & 0.2962 & 0.384182 \tabularnewline
4 & 0.101582 & 0.6964 & 0.2448 \tabularnewline
5 & -0.138081 & -0.9466 & 0.174333 \tabularnewline
6 & -0.002207 & -0.0151 & 0.493996 \tabularnewline
7 & 0.081143 & 0.5563 & 0.290326 \tabularnewline
8 & -0.001421 & -0.0097 & 0.496134 \tabularnewline
9 & 0.217987 & 1.4944 & 0.070872 \tabularnewline
10 & 0.004035 & 0.0277 & 0.489025 \tabularnewline
11 & 0.414702 & 2.8431 & 0.003296 \tabularnewline
12 & -0.139895 & -0.9591 & 0.171214 \tabularnewline
13 & 0.031922 & 0.2188 & 0.41386 \tabularnewline
14 & 0.007548 & 0.0517 & 0.479475 \tabularnewline
15 & 0.030661 & 0.2102 & 0.417209 \tabularnewline
16 & -0.156164 & -1.0706 & 0.144907 \tabularnewline
17 & 0.068177 & 0.4674 & 0.321187 \tabularnewline
18 & -0.089054 & -0.6105 & 0.272228 \tabularnewline
19 & -0.130691 & -0.896 & 0.187418 \tabularnewline
20 & 0.008384 & 0.0575 & 0.477203 \tabularnewline
21 & -0.149529 & -1.0251 & 0.155277 \tabularnewline
22 & 0.058546 & 0.4014 & 0.344984 \tabularnewline
23 & -0.142342 & -0.9758 & 0.167069 \tabularnewline
24 & -0.058676 & -0.4023 & 0.344656 \tabularnewline
25 & -0.057339 & -0.3931 & 0.348013 \tabularnewline
26 & -0.01203 & -0.0825 & 0.467309 \tabularnewline
27 & -0.165011 & -1.1313 & 0.131842 \tabularnewline
28 & -0.112252 & -0.7696 & 0.222706 \tabularnewline
29 & -0.099633 & -0.6831 & 0.248964 \tabularnewline
30 & -0.106429 & -0.7296 & 0.234616 \tabularnewline
31 & -0.000463 & -0.0032 & 0.49874 \tabularnewline
32 & -0.063981 & -0.4386 & 0.33147 \tabularnewline
33 & 0.001057 & 0.0072 & 0.497124 \tabularnewline
34 & -0.030715 & -0.2106 & 0.417067 \tabularnewline
35 & -0.033995 & -0.2331 & 0.408365 \tabularnewline
36 & -0.026308 & -0.1804 & 0.428823 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59039&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]0.016607[/C][C]0.1138[/C][C]0.454921[/C][/ROW]
[ROW][C]2[/C][C]0.266291[/C][C]1.8256[/C][C]0.037134[/C][/ROW]
[ROW][C]3[/C][C]0.043209[/C][C]0.2962[/C][C]0.384182[/C][/ROW]
[ROW][C]4[/C][C]0.101582[/C][C]0.6964[/C][C]0.2448[/C][/ROW]
[ROW][C]5[/C][C]-0.138081[/C][C]-0.9466[/C][C]0.174333[/C][/ROW]
[ROW][C]6[/C][C]-0.002207[/C][C]-0.0151[/C][C]0.493996[/C][/ROW]
[ROW][C]7[/C][C]0.081143[/C][C]0.5563[/C][C]0.290326[/C][/ROW]
[ROW][C]8[/C][C]-0.001421[/C][C]-0.0097[/C][C]0.496134[/C][/ROW]
[ROW][C]9[/C][C]0.217987[/C][C]1.4944[/C][C]0.070872[/C][/ROW]
[ROW][C]10[/C][C]0.004035[/C][C]0.0277[/C][C]0.489025[/C][/ROW]
[ROW][C]11[/C][C]0.414702[/C][C]2.8431[/C][C]0.003296[/C][/ROW]
[ROW][C]12[/C][C]-0.139895[/C][C]-0.9591[/C][C]0.171214[/C][/ROW]
[ROW][C]13[/C][C]0.031922[/C][C]0.2188[/C][C]0.41386[/C][/ROW]
[ROW][C]14[/C][C]0.007548[/C][C]0.0517[/C][C]0.479475[/C][/ROW]
[ROW][C]15[/C][C]0.030661[/C][C]0.2102[/C][C]0.417209[/C][/ROW]
[ROW][C]16[/C][C]-0.156164[/C][C]-1.0706[/C][C]0.144907[/C][/ROW]
[ROW][C]17[/C][C]0.068177[/C][C]0.4674[/C][C]0.321187[/C][/ROW]
[ROW][C]18[/C][C]-0.089054[/C][C]-0.6105[/C][C]0.272228[/C][/ROW]
[ROW][C]19[/C][C]-0.130691[/C][C]-0.896[/C][C]0.187418[/C][/ROW]
[ROW][C]20[/C][C]0.008384[/C][C]0.0575[/C][C]0.477203[/C][/ROW]
[ROW][C]21[/C][C]-0.149529[/C][C]-1.0251[/C][C]0.155277[/C][/ROW]
[ROW][C]22[/C][C]0.058546[/C][C]0.4014[/C][C]0.344984[/C][/ROW]
[ROW][C]23[/C][C]-0.142342[/C][C]-0.9758[/C][C]0.167069[/C][/ROW]
[ROW][C]24[/C][C]-0.058676[/C][C]-0.4023[/C][C]0.344656[/C][/ROW]
[ROW][C]25[/C][C]-0.057339[/C][C]-0.3931[/C][C]0.348013[/C][/ROW]
[ROW][C]26[/C][C]-0.01203[/C][C]-0.0825[/C][C]0.467309[/C][/ROW]
[ROW][C]27[/C][C]-0.165011[/C][C]-1.1313[/C][C]0.131842[/C][/ROW]
[ROW][C]28[/C][C]-0.112252[/C][C]-0.7696[/C][C]0.222706[/C][/ROW]
[ROW][C]29[/C][C]-0.099633[/C][C]-0.6831[/C][C]0.248964[/C][/ROW]
[ROW][C]30[/C][C]-0.106429[/C][C]-0.7296[/C][C]0.234616[/C][/ROW]
[ROW][C]31[/C][C]-0.000463[/C][C]-0.0032[/C][C]0.49874[/C][/ROW]
[ROW][C]32[/C][C]-0.063981[/C][C]-0.4386[/C][C]0.33147[/C][/ROW]
[ROW][C]33[/C][C]0.001057[/C][C]0.0072[/C][C]0.497124[/C][/ROW]
[ROW][C]34[/C][C]-0.030715[/C][C]-0.2106[/C][C]0.417067[/C][/ROW]
[ROW][C]35[/C][C]-0.033995[/C][C]-0.2331[/C][C]0.408365[/C][/ROW]
[ROW][C]36[/C][C]-0.026308[/C][C]-0.1804[/C][C]0.428823[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59039&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59039&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
10.0166070.11380.454921
20.2662911.82560.037134
30.0432090.29620.384182
40.1015820.69640.2448
5-0.138081-0.94660.174333
6-0.002207-0.01510.493996
70.0811430.55630.290326
8-0.001421-0.00970.496134
90.2179871.49440.070872
100.0040350.02770.489025
110.4147022.84310.003296
12-0.139895-0.95910.171214
130.0319220.21880.41386
140.0075480.05170.479475
150.0306610.21020.417209
16-0.156164-1.07060.144907
170.0681770.46740.321187
18-0.089054-0.61050.272228
19-0.130691-0.8960.187418
200.0083840.05750.477203
21-0.149529-1.02510.155277
220.0585460.40140.344984
23-0.142342-0.97580.167069
24-0.058676-0.40230.344656
25-0.057339-0.39310.348013
26-0.01203-0.08250.467309
27-0.165011-1.13130.131842
28-0.112252-0.76960.222706
29-0.099633-0.68310.248964
30-0.106429-0.72960.234616
31-0.000463-0.00320.49874
32-0.063981-0.43860.33147
330.0010570.00720.497124
34-0.030715-0.21060.417067
35-0.033995-0.23310.408365
36-0.026308-0.18040.428823







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0166070.11380.454921
20.2660891.82420.03724
30.0382630.26230.397111
40.0324790.22270.412379
5-0.172646-1.18360.121261
6-0.041701-0.28590.388111
70.171271.17420.123122
80.027850.19090.4247
90.2028141.39040.085475
10-0.050424-0.34570.365558
110.3316642.27380.013795
12-0.183461-1.25770.107348
13-0.195003-1.33690.093849
140.1247130.8550.198447
150.0379680.26030.397886
16-0.068554-0.470.320272
170.0245930.16860.433416
18-0.235033-1.61130.056905
19-0.116607-0.79940.214035
20-0.037446-0.25670.39926
21-0.105234-0.72140.237104
220.0464840.31870.37569
23-0.001419-0.00970.49614
24-0.115233-0.790.216749
25-0.048226-0.33060.371201
26-0.045107-0.30920.379253
270.0255510.17520.430849
28-0.171397-1.1750.122949
290.0421440.28890.386955
300.1463381.00320.160441
31-0.029272-0.20070.420909
320.045210.30990.378988
33-0.064658-0.44330.329802
34-0.008675-0.05950.476414
350.1236330.84760.200483
36-0.022981-0.15760.437743

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.016607 & 0.1138 & 0.454921 \tabularnewline
2 & 0.266089 & 1.8242 & 0.03724 \tabularnewline
3 & 0.038263 & 0.2623 & 0.397111 \tabularnewline
4 & 0.032479 & 0.2227 & 0.412379 \tabularnewline
5 & -0.172646 & -1.1836 & 0.121261 \tabularnewline
6 & -0.041701 & -0.2859 & 0.388111 \tabularnewline
7 & 0.17127 & 1.1742 & 0.123122 \tabularnewline
8 & 0.02785 & 0.1909 & 0.4247 \tabularnewline
9 & 0.202814 & 1.3904 & 0.085475 \tabularnewline
10 & -0.050424 & -0.3457 & 0.365558 \tabularnewline
11 & 0.331664 & 2.2738 & 0.013795 \tabularnewline
12 & -0.183461 & -1.2577 & 0.107348 \tabularnewline
13 & -0.195003 & -1.3369 & 0.093849 \tabularnewline
14 & 0.124713 & 0.855 & 0.198447 \tabularnewline
15 & 0.037968 & 0.2603 & 0.397886 \tabularnewline
16 & -0.068554 & -0.47 & 0.320272 \tabularnewline
17 & 0.024593 & 0.1686 & 0.433416 \tabularnewline
18 & -0.235033 & -1.6113 & 0.056905 \tabularnewline
19 & -0.116607 & -0.7994 & 0.214035 \tabularnewline
20 & -0.037446 & -0.2567 & 0.39926 \tabularnewline
21 & -0.105234 & -0.7214 & 0.237104 \tabularnewline
22 & 0.046484 & 0.3187 & 0.37569 \tabularnewline
23 & -0.001419 & -0.0097 & 0.49614 \tabularnewline
24 & -0.115233 & -0.79 & 0.216749 \tabularnewline
25 & -0.048226 & -0.3306 & 0.371201 \tabularnewline
26 & -0.045107 & -0.3092 & 0.379253 \tabularnewline
27 & 0.025551 & 0.1752 & 0.430849 \tabularnewline
28 & -0.171397 & -1.175 & 0.122949 \tabularnewline
29 & 0.042144 & 0.2889 & 0.386955 \tabularnewline
30 & 0.146338 & 1.0032 & 0.160441 \tabularnewline
31 & -0.029272 & -0.2007 & 0.420909 \tabularnewline
32 & 0.04521 & 0.3099 & 0.378988 \tabularnewline
33 & -0.064658 & -0.4433 & 0.329802 \tabularnewline
34 & -0.008675 & -0.0595 & 0.476414 \tabularnewline
35 & 0.123633 & 0.8476 & 0.200483 \tabularnewline
36 & -0.022981 & -0.1576 & 0.437743 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59039&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]0.016607[/C][C]0.1138[/C][C]0.454921[/C][/ROW]
[ROW][C]2[/C][C]0.266089[/C][C]1.8242[/C][C]0.03724[/C][/ROW]
[ROW][C]3[/C][C]0.038263[/C][C]0.2623[/C][C]0.397111[/C][/ROW]
[ROW][C]4[/C][C]0.032479[/C][C]0.2227[/C][C]0.412379[/C][/ROW]
[ROW][C]5[/C][C]-0.172646[/C][C]-1.1836[/C][C]0.121261[/C][/ROW]
[ROW][C]6[/C][C]-0.041701[/C][C]-0.2859[/C][C]0.388111[/C][/ROW]
[ROW][C]7[/C][C]0.17127[/C][C]1.1742[/C][C]0.123122[/C][/ROW]
[ROW][C]8[/C][C]0.02785[/C][C]0.1909[/C][C]0.4247[/C][/ROW]
[ROW][C]9[/C][C]0.202814[/C][C]1.3904[/C][C]0.085475[/C][/ROW]
[ROW][C]10[/C][C]-0.050424[/C][C]-0.3457[/C][C]0.365558[/C][/ROW]
[ROW][C]11[/C][C]0.331664[/C][C]2.2738[/C][C]0.013795[/C][/ROW]
[ROW][C]12[/C][C]-0.183461[/C][C]-1.2577[/C][C]0.107348[/C][/ROW]
[ROW][C]13[/C][C]-0.195003[/C][C]-1.3369[/C][C]0.093849[/C][/ROW]
[ROW][C]14[/C][C]0.124713[/C][C]0.855[/C][C]0.198447[/C][/ROW]
[ROW][C]15[/C][C]0.037968[/C][C]0.2603[/C][C]0.397886[/C][/ROW]
[ROW][C]16[/C][C]-0.068554[/C][C]-0.47[/C][C]0.320272[/C][/ROW]
[ROW][C]17[/C][C]0.024593[/C][C]0.1686[/C][C]0.433416[/C][/ROW]
[ROW][C]18[/C][C]-0.235033[/C][C]-1.6113[/C][C]0.056905[/C][/ROW]
[ROW][C]19[/C][C]-0.116607[/C][C]-0.7994[/C][C]0.214035[/C][/ROW]
[ROW][C]20[/C][C]-0.037446[/C][C]-0.2567[/C][C]0.39926[/C][/ROW]
[ROW][C]21[/C][C]-0.105234[/C][C]-0.7214[/C][C]0.237104[/C][/ROW]
[ROW][C]22[/C][C]0.046484[/C][C]0.3187[/C][C]0.37569[/C][/ROW]
[ROW][C]23[/C][C]-0.001419[/C][C]-0.0097[/C][C]0.49614[/C][/ROW]
[ROW][C]24[/C][C]-0.115233[/C][C]-0.79[/C][C]0.216749[/C][/ROW]
[ROW][C]25[/C][C]-0.048226[/C][C]-0.3306[/C][C]0.371201[/C][/ROW]
[ROW][C]26[/C][C]-0.045107[/C][C]-0.3092[/C][C]0.379253[/C][/ROW]
[ROW][C]27[/C][C]0.025551[/C][C]0.1752[/C][C]0.430849[/C][/ROW]
[ROW][C]28[/C][C]-0.171397[/C][C]-1.175[/C][C]0.122949[/C][/ROW]
[ROW][C]29[/C][C]0.042144[/C][C]0.2889[/C][C]0.386955[/C][/ROW]
[ROW][C]30[/C][C]0.146338[/C][C]1.0032[/C][C]0.160441[/C][/ROW]
[ROW][C]31[/C][C]-0.029272[/C][C]-0.2007[/C][C]0.420909[/C][/ROW]
[ROW][C]32[/C][C]0.04521[/C][C]0.3099[/C][C]0.378988[/C][/ROW]
[ROW][C]33[/C][C]-0.064658[/C][C]-0.4433[/C][C]0.329802[/C][/ROW]
[ROW][C]34[/C][C]-0.008675[/C][C]-0.0595[/C][C]0.476414[/C][/ROW]
[ROW][C]35[/C][C]0.123633[/C][C]0.8476[/C][C]0.200483[/C][/ROW]
[ROW][C]36[/C][C]-0.022981[/C][C]-0.1576[/C][C]0.437743[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59039&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59039&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
10.0166070.11380.454921
20.2660891.82420.03724
30.0382630.26230.397111
40.0324790.22270.412379
5-0.172646-1.18360.121261
6-0.041701-0.28590.388111
70.171271.17420.123122
80.027850.19090.4247
90.2028141.39040.085475
10-0.050424-0.34570.365558
110.3316642.27380.013795
12-0.183461-1.25770.107348
13-0.195003-1.33690.093849
140.1247130.8550.198447
150.0379680.26030.397886
16-0.068554-0.470.320272
170.0245930.16860.433416
18-0.235033-1.61130.056905
19-0.116607-0.79940.214035
20-0.037446-0.25670.39926
21-0.105234-0.72140.237104
220.0464840.31870.37569
23-0.001419-0.00970.49614
24-0.115233-0.790.216749
25-0.048226-0.33060.371201
26-0.045107-0.30920.379253
270.0255510.17520.430849
28-0.171397-1.1750.122949
290.0421440.28890.386955
300.1463381.00320.160441
31-0.029272-0.20070.420909
320.045210.30990.378988
33-0.064658-0.44330.329802
34-0.008675-0.05950.476414
350.1236330.84760.200483
36-0.022981-0.15760.437743



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