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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 06:48:32 -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/Nov/24/t1259070552m8ax2un13jguesx.htm/, Retrieved Sun, 16 Jun 2024 21:31:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59054, Retrieved Sun, 16 Jun 2024 21:31:33 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact195
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 13:48:32] [4057bfb3a128b4e91b455d276991f7f0] [Current]
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Dataseries X:
11
8
6
10
11
10
9
8
11
10
12
13
13
13
13
13
12
13
12
13
12
14
11
12
13
13
12
10
9
10
10
9
7
11
11
12
13
13
12
12
10
12
12
12
10
13
13
11
13
12
11
12
12
11
10
9
10
9
6
7
5
8
5
5
5
1
3
5
7
2
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=59054&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=59054&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59054&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
1-0.337414-2.56970.006386
2-0.023667-0.18020.428795
3-0.091633-0.69790.244027
40.0491470.37430.354776
50.1680911.28010.102795
6-0.116691-0.88870.188921
70.1201560.91510.18197
8-0.143384-1.0920.139679
90.0386950.29470.384642
10-0.098695-0.75160.227653
110.1468141.11810.134066
12-0.067773-0.51610.303859
13-0.104765-0.79790.214101
14-0.134281-1.02270.155359
150.0684470.52130.30208
160.0859260.65440.257724
17-0.089321-0.68020.249527
180.0626740.47730.317468
19-0.171375-1.30520.098497
200.0970380.7390.231438
21-0.120397-0.91690.181492
220.1543061.17520.122367
23-0.090365-0.68820.247036
24-0.079176-0.6030.274435
250.0756670.57630.283332
26-0.041073-0.31280.377776
270.1166180.88810.189068
28-0.045159-0.34390.366074
290.0233490.17780.429742
30-0.097427-0.7420.230547
310.1365711.04010.151306
32-0.008592-0.06540.474028
330.0949250.72290.236314
34-0.056527-0.43050.334214
350.0510240.38860.349501
36-0.097283-0.74090.230875

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.337414 & -2.5697 & 0.006386 \tabularnewline
2 & -0.023667 & -0.1802 & 0.428795 \tabularnewline
3 & -0.091633 & -0.6979 & 0.244027 \tabularnewline
4 & 0.049147 & 0.3743 & 0.354776 \tabularnewline
5 & 0.168091 & 1.2801 & 0.102795 \tabularnewline
6 & -0.116691 & -0.8887 & 0.188921 \tabularnewline
7 & 0.120156 & 0.9151 & 0.18197 \tabularnewline
8 & -0.143384 & -1.092 & 0.139679 \tabularnewline
9 & 0.038695 & 0.2947 & 0.384642 \tabularnewline
10 & -0.098695 & -0.7516 & 0.227653 \tabularnewline
11 & 0.146814 & 1.1181 & 0.134066 \tabularnewline
12 & -0.067773 & -0.5161 & 0.303859 \tabularnewline
13 & -0.104765 & -0.7979 & 0.214101 \tabularnewline
14 & -0.134281 & -1.0227 & 0.155359 \tabularnewline
15 & 0.068447 & 0.5213 & 0.30208 \tabularnewline
16 & 0.085926 & 0.6544 & 0.257724 \tabularnewline
17 & -0.089321 & -0.6802 & 0.249527 \tabularnewline
18 & 0.062674 & 0.4773 & 0.317468 \tabularnewline
19 & -0.171375 & -1.3052 & 0.098497 \tabularnewline
20 & 0.097038 & 0.739 & 0.231438 \tabularnewline
21 & -0.120397 & -0.9169 & 0.181492 \tabularnewline
22 & 0.154306 & 1.1752 & 0.122367 \tabularnewline
23 & -0.090365 & -0.6882 & 0.247036 \tabularnewline
24 & -0.079176 & -0.603 & 0.274435 \tabularnewline
25 & 0.075667 & 0.5763 & 0.283332 \tabularnewline
26 & -0.041073 & -0.3128 & 0.377776 \tabularnewline
27 & 0.116618 & 0.8881 & 0.189068 \tabularnewline
28 & -0.045159 & -0.3439 & 0.366074 \tabularnewline
29 & 0.023349 & 0.1778 & 0.429742 \tabularnewline
30 & -0.097427 & -0.742 & 0.230547 \tabularnewline
31 & 0.136571 & 1.0401 & 0.151306 \tabularnewline
32 & -0.008592 & -0.0654 & 0.474028 \tabularnewline
33 & 0.094925 & 0.7229 & 0.236314 \tabularnewline
34 & -0.056527 & -0.4305 & 0.334214 \tabularnewline
35 & 0.051024 & 0.3886 & 0.349501 \tabularnewline
36 & -0.097283 & -0.7409 & 0.230875 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59054&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]-0.337414[/C][C]-2.5697[/C][C]0.006386[/C][/ROW]
[ROW][C]2[/C][C]-0.023667[/C][C]-0.1802[/C][C]0.428795[/C][/ROW]
[ROW][C]3[/C][C]-0.091633[/C][C]-0.6979[/C][C]0.244027[/C][/ROW]
[ROW][C]4[/C][C]0.049147[/C][C]0.3743[/C][C]0.354776[/C][/ROW]
[ROW][C]5[/C][C]0.168091[/C][C]1.2801[/C][C]0.102795[/C][/ROW]
[ROW][C]6[/C][C]-0.116691[/C][C]-0.8887[/C][C]0.188921[/C][/ROW]
[ROW][C]7[/C][C]0.120156[/C][C]0.9151[/C][C]0.18197[/C][/ROW]
[ROW][C]8[/C][C]-0.143384[/C][C]-1.092[/C][C]0.139679[/C][/ROW]
[ROW][C]9[/C][C]0.038695[/C][C]0.2947[/C][C]0.384642[/C][/ROW]
[ROW][C]10[/C][C]-0.098695[/C][C]-0.7516[/C][C]0.227653[/C][/ROW]
[ROW][C]11[/C][C]0.146814[/C][C]1.1181[/C][C]0.134066[/C][/ROW]
[ROW][C]12[/C][C]-0.067773[/C][C]-0.5161[/C][C]0.303859[/C][/ROW]
[ROW][C]13[/C][C]-0.104765[/C][C]-0.7979[/C][C]0.214101[/C][/ROW]
[ROW][C]14[/C][C]-0.134281[/C][C]-1.0227[/C][C]0.155359[/C][/ROW]
[ROW][C]15[/C][C]0.068447[/C][C]0.5213[/C][C]0.30208[/C][/ROW]
[ROW][C]16[/C][C]0.085926[/C][C]0.6544[/C][C]0.257724[/C][/ROW]
[ROW][C]17[/C][C]-0.089321[/C][C]-0.6802[/C][C]0.249527[/C][/ROW]
[ROW][C]18[/C][C]0.062674[/C][C]0.4773[/C][C]0.317468[/C][/ROW]
[ROW][C]19[/C][C]-0.171375[/C][C]-1.3052[/C][C]0.098497[/C][/ROW]
[ROW][C]20[/C][C]0.097038[/C][C]0.739[/C][C]0.231438[/C][/ROW]
[ROW][C]21[/C][C]-0.120397[/C][C]-0.9169[/C][C]0.181492[/C][/ROW]
[ROW][C]22[/C][C]0.154306[/C][C]1.1752[/C][C]0.122367[/C][/ROW]
[ROW][C]23[/C][C]-0.090365[/C][C]-0.6882[/C][C]0.247036[/C][/ROW]
[ROW][C]24[/C][C]-0.079176[/C][C]-0.603[/C][C]0.274435[/C][/ROW]
[ROW][C]25[/C][C]0.075667[/C][C]0.5763[/C][C]0.283332[/C][/ROW]
[ROW][C]26[/C][C]-0.041073[/C][C]-0.3128[/C][C]0.377776[/C][/ROW]
[ROW][C]27[/C][C]0.116618[/C][C]0.8881[/C][C]0.189068[/C][/ROW]
[ROW][C]28[/C][C]-0.045159[/C][C]-0.3439[/C][C]0.366074[/C][/ROW]
[ROW][C]29[/C][C]0.023349[/C][C]0.1778[/C][C]0.429742[/C][/ROW]
[ROW][C]30[/C][C]-0.097427[/C][C]-0.742[/C][C]0.230547[/C][/ROW]
[ROW][C]31[/C][C]0.136571[/C][C]1.0401[/C][C]0.151306[/C][/ROW]
[ROW][C]32[/C][C]-0.008592[/C][C]-0.0654[/C][C]0.474028[/C][/ROW]
[ROW][C]33[/C][C]0.094925[/C][C]0.7229[/C][C]0.236314[/C][/ROW]
[ROW][C]34[/C][C]-0.056527[/C][C]-0.4305[/C][C]0.334214[/C][/ROW]
[ROW][C]35[/C][C]0.051024[/C][C]0.3886[/C][C]0.349501[/C][/ROW]
[ROW][C]36[/C][C]-0.097283[/C][C]-0.7409[/C][C]0.230875[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59054&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59054&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
1-0.337414-2.56970.006386
2-0.023667-0.18020.428795
3-0.091633-0.69790.244027
40.0491470.37430.354776
50.1680911.28010.102795
6-0.116691-0.88870.188921
70.1201560.91510.18197
8-0.143384-1.0920.139679
90.0386950.29470.384642
10-0.098695-0.75160.227653
110.1468141.11810.134066
12-0.067773-0.51610.303859
13-0.104765-0.79790.214101
14-0.134281-1.02270.155359
150.0684470.52130.30208
160.0859260.65440.257724
17-0.089321-0.68020.249527
180.0626740.47730.317468
19-0.171375-1.30520.098497
200.0970380.7390.231438
21-0.120397-0.91690.181492
220.1543061.17520.122367
23-0.090365-0.68820.247036
24-0.079176-0.6030.274435
250.0756670.57630.283332
26-0.041073-0.31280.377776
270.1166180.88810.189068
28-0.045159-0.34390.366074
290.0233490.17780.429742
30-0.097427-0.7420.230547
310.1365711.04010.151306
32-0.008592-0.06540.474028
330.0949250.72290.236314
34-0.056527-0.43050.334214
350.0510240.38860.349501
36-0.097283-0.74090.230875







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.337414-2.56970.006386
2-0.155182-1.18180.121048
3-0.17717-1.34930.091245
4-0.064674-0.49250.312098
50.168591.28390.102133
60.0069460.05290.478998
70.1491161.13560.130391
8-0.029448-0.22430.411669
9-0.03585-0.2730.392902
10-0.16251-1.23760.110419
110.0455170.34660.365056
12-0.063054-0.48020.316445
13-0.119495-0.910.183282
14-0.272624-2.07620.021157
15-0.103928-0.79150.21594
16-0.043326-0.330.37131
17-0.041933-0.31930.375305
180.0741910.5650.287119
19-0.05745-0.43750.331677
20-0.0112-0.08530.46616
21-0.149047-1.13510.1305
22-0.009882-0.07530.470134
23-0.145986-1.11180.135407
24-0.176769-1.34620.091733
25-0.081661-0.62190.268219
26-0.099363-0.75670.226139
27-0.094304-0.71820.23776
280.0118150.090.464306
29-0.007947-0.06050.475973
30-0.088948-0.67740.250419
310.0390640.29750.383572
32-0.014487-0.11030.456264
330.0253710.19320.42373
34-0.059275-0.45140.326683
350.0651460.49610.310836
36-0.203725-1.55150.063108

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.337414 & -2.5697 & 0.006386 \tabularnewline
2 & -0.155182 & -1.1818 & 0.121048 \tabularnewline
3 & -0.17717 & -1.3493 & 0.091245 \tabularnewline
4 & -0.064674 & -0.4925 & 0.312098 \tabularnewline
5 & 0.16859 & 1.2839 & 0.102133 \tabularnewline
6 & 0.006946 & 0.0529 & 0.478998 \tabularnewline
7 & 0.149116 & 1.1356 & 0.130391 \tabularnewline
8 & -0.029448 & -0.2243 & 0.411669 \tabularnewline
9 & -0.03585 & -0.273 & 0.392902 \tabularnewline
10 & -0.16251 & -1.2376 & 0.110419 \tabularnewline
11 & 0.045517 & 0.3466 & 0.365056 \tabularnewline
12 & -0.063054 & -0.4802 & 0.316445 \tabularnewline
13 & -0.119495 & -0.91 & 0.183282 \tabularnewline
14 & -0.272624 & -2.0762 & 0.021157 \tabularnewline
15 & -0.103928 & -0.7915 & 0.21594 \tabularnewline
16 & -0.043326 & -0.33 & 0.37131 \tabularnewline
17 & -0.041933 & -0.3193 & 0.375305 \tabularnewline
18 & 0.074191 & 0.565 & 0.287119 \tabularnewline
19 & -0.05745 & -0.4375 & 0.331677 \tabularnewline
20 & -0.0112 & -0.0853 & 0.46616 \tabularnewline
21 & -0.149047 & -1.1351 & 0.1305 \tabularnewline
22 & -0.009882 & -0.0753 & 0.470134 \tabularnewline
23 & -0.145986 & -1.1118 & 0.135407 \tabularnewline
24 & -0.176769 & -1.3462 & 0.091733 \tabularnewline
25 & -0.081661 & -0.6219 & 0.268219 \tabularnewline
26 & -0.099363 & -0.7567 & 0.226139 \tabularnewline
27 & -0.094304 & -0.7182 & 0.23776 \tabularnewline
28 & 0.011815 & 0.09 & 0.464306 \tabularnewline
29 & -0.007947 & -0.0605 & 0.475973 \tabularnewline
30 & -0.088948 & -0.6774 & 0.250419 \tabularnewline
31 & 0.039064 & 0.2975 & 0.383572 \tabularnewline
32 & -0.014487 & -0.1103 & 0.456264 \tabularnewline
33 & 0.025371 & 0.1932 & 0.42373 \tabularnewline
34 & -0.059275 & -0.4514 & 0.326683 \tabularnewline
35 & 0.065146 & 0.4961 & 0.310836 \tabularnewline
36 & -0.203725 & -1.5515 & 0.063108 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59054&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]-0.337414[/C][C]-2.5697[/C][C]0.006386[/C][/ROW]
[ROW][C]2[/C][C]-0.155182[/C][C]-1.1818[/C][C]0.121048[/C][/ROW]
[ROW][C]3[/C][C]-0.17717[/C][C]-1.3493[/C][C]0.091245[/C][/ROW]
[ROW][C]4[/C][C]-0.064674[/C][C]-0.4925[/C][C]0.312098[/C][/ROW]
[ROW][C]5[/C][C]0.16859[/C][C]1.2839[/C][C]0.102133[/C][/ROW]
[ROW][C]6[/C][C]0.006946[/C][C]0.0529[/C][C]0.478998[/C][/ROW]
[ROW][C]7[/C][C]0.149116[/C][C]1.1356[/C][C]0.130391[/C][/ROW]
[ROW][C]8[/C][C]-0.029448[/C][C]-0.2243[/C][C]0.411669[/C][/ROW]
[ROW][C]9[/C][C]-0.03585[/C][C]-0.273[/C][C]0.392902[/C][/ROW]
[ROW][C]10[/C][C]-0.16251[/C][C]-1.2376[/C][C]0.110419[/C][/ROW]
[ROW][C]11[/C][C]0.045517[/C][C]0.3466[/C][C]0.365056[/C][/ROW]
[ROW][C]12[/C][C]-0.063054[/C][C]-0.4802[/C][C]0.316445[/C][/ROW]
[ROW][C]13[/C][C]-0.119495[/C][C]-0.91[/C][C]0.183282[/C][/ROW]
[ROW][C]14[/C][C]-0.272624[/C][C]-2.0762[/C][C]0.021157[/C][/ROW]
[ROW][C]15[/C][C]-0.103928[/C][C]-0.7915[/C][C]0.21594[/C][/ROW]
[ROW][C]16[/C][C]-0.043326[/C][C]-0.33[/C][C]0.37131[/C][/ROW]
[ROW][C]17[/C][C]-0.041933[/C][C]-0.3193[/C][C]0.375305[/C][/ROW]
[ROW][C]18[/C][C]0.074191[/C][C]0.565[/C][C]0.287119[/C][/ROW]
[ROW][C]19[/C][C]-0.05745[/C][C]-0.4375[/C][C]0.331677[/C][/ROW]
[ROW][C]20[/C][C]-0.0112[/C][C]-0.0853[/C][C]0.46616[/C][/ROW]
[ROW][C]21[/C][C]-0.149047[/C][C]-1.1351[/C][C]0.1305[/C][/ROW]
[ROW][C]22[/C][C]-0.009882[/C][C]-0.0753[/C][C]0.470134[/C][/ROW]
[ROW][C]23[/C][C]-0.145986[/C][C]-1.1118[/C][C]0.135407[/C][/ROW]
[ROW][C]24[/C][C]-0.176769[/C][C]-1.3462[/C][C]0.091733[/C][/ROW]
[ROW][C]25[/C][C]-0.081661[/C][C]-0.6219[/C][C]0.268219[/C][/ROW]
[ROW][C]26[/C][C]-0.099363[/C][C]-0.7567[/C][C]0.226139[/C][/ROW]
[ROW][C]27[/C][C]-0.094304[/C][C]-0.7182[/C][C]0.23776[/C][/ROW]
[ROW][C]28[/C][C]0.011815[/C][C]0.09[/C][C]0.464306[/C][/ROW]
[ROW][C]29[/C][C]-0.007947[/C][C]-0.0605[/C][C]0.475973[/C][/ROW]
[ROW][C]30[/C][C]-0.088948[/C][C]-0.6774[/C][C]0.250419[/C][/ROW]
[ROW][C]31[/C][C]0.039064[/C][C]0.2975[/C][C]0.383572[/C][/ROW]
[ROW][C]32[/C][C]-0.014487[/C][C]-0.1103[/C][C]0.456264[/C][/ROW]
[ROW][C]33[/C][C]0.025371[/C][C]0.1932[/C][C]0.42373[/C][/ROW]
[ROW][C]34[/C][C]-0.059275[/C][C]-0.4514[/C][C]0.326683[/C][/ROW]
[ROW][C]35[/C][C]0.065146[/C][C]0.4961[/C][C]0.310836[/C][/ROW]
[ROW][C]36[/C][C]-0.203725[/C][C]-1.5515[/C][C]0.063108[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59054&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59054&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
1-0.337414-2.56970.006386
2-0.155182-1.18180.121048
3-0.17717-1.34930.091245
4-0.064674-0.49250.312098
50.168591.28390.102133
60.0069460.05290.478998
70.1491161.13560.130391
8-0.029448-0.22430.411669
9-0.03585-0.2730.392902
10-0.16251-1.23760.110419
110.0455170.34660.365056
12-0.063054-0.48020.316445
13-0.119495-0.910.183282
14-0.272624-2.07620.021157
15-0.103928-0.79150.21594
16-0.043326-0.330.37131
17-0.041933-0.31930.375305
180.0741910.5650.287119
19-0.05745-0.43750.331677
20-0.0112-0.08530.46616
21-0.149047-1.13510.1305
22-0.009882-0.07530.470134
23-0.145986-1.11180.135407
24-0.176769-1.34620.091733
25-0.081661-0.62190.268219
26-0.099363-0.75670.226139
27-0.094304-0.71820.23776
280.0118150.090.464306
29-0.007947-0.06050.475973
30-0.088948-0.67740.250419
310.0390640.29750.383572
32-0.014487-0.11030.456264
330.0253710.19320.42373
34-0.059275-0.45140.326683
350.0651460.49610.310836
36-0.203725-1.55150.063108



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')