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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 09:52:01 -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/t1259081566rfj1i2jh6bvxbq5.htm/, Retrieved Thu, 05 Dec 2024 22:06:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59164, Retrieved Thu, 05 Dec 2024 22:06:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact207
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]
-    D          [(Partial) Autocorrelation Function] [SHWWS8methode1b] [2009-11-24 16:52:01] [db49399df1e4a3dbe31268849cebfd7f] [Current]
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Dataseries X:
161
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




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=59164&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=59164&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59164&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
10.9056256.27440
20.8171265.66120
30.700744.85497e-06
40.5848114.05179.3e-05
50.463793.21320.001173
60.3571562.47450.008465
70.2725581.88830.032516
80.1979381.37140.088321
90.1316260.91190.18318
100.0624530.43270.333591
110.0181250.12560.450296
12-0.055-0.3810.352424
13-0.100872-0.69890.244006
14-0.157711-1.09270.14
15-0.224808-1.55750.062959
16-0.273796-1.89690.031933
17-0.321213-2.22540.015392
18-0.36901-2.55660.006895
19-0.410323-2.84280.003275
20-0.430918-2.98550.002223
21-0.455793-3.15780.001374
22-0.439814-3.04710.001875
23-0.419808-2.90850.002743
24-0.35872-2.48530.008241
25-0.317895-2.20240.016235
26-0.275803-1.91080.031005
27-0.240777-1.66820.050898
28-0.208513-1.44460.077531
29-0.187164-1.29670.100465
30-0.15918-1.10280.137799
31-0.123699-0.8570.197849
32-0.107897-0.74750.229194
33-0.050912-0.35270.362917
34-0.004945-0.03430.486405
350.0393250.27250.393222
360.0611290.42350.336906

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.905625 & 6.2744 & 0 \tabularnewline
2 & 0.817126 & 5.6612 & 0 \tabularnewline
3 & 0.70074 & 4.8549 & 7e-06 \tabularnewline
4 & 0.584811 & 4.0517 & 9.3e-05 \tabularnewline
5 & 0.46379 & 3.2132 & 0.001173 \tabularnewline
6 & 0.357156 & 2.4745 & 0.008465 \tabularnewline
7 & 0.272558 & 1.8883 & 0.032516 \tabularnewline
8 & 0.197938 & 1.3714 & 0.088321 \tabularnewline
9 & 0.131626 & 0.9119 & 0.18318 \tabularnewline
10 & 0.062453 & 0.4327 & 0.333591 \tabularnewline
11 & 0.018125 & 0.1256 & 0.450296 \tabularnewline
12 & -0.055 & -0.381 & 0.352424 \tabularnewline
13 & -0.100872 & -0.6989 & 0.244006 \tabularnewline
14 & -0.157711 & -1.0927 & 0.14 \tabularnewline
15 & -0.224808 & -1.5575 & 0.062959 \tabularnewline
16 & -0.273796 & -1.8969 & 0.031933 \tabularnewline
17 & -0.321213 & -2.2254 & 0.015392 \tabularnewline
18 & -0.36901 & -2.5566 & 0.006895 \tabularnewline
19 & -0.410323 & -2.8428 & 0.003275 \tabularnewline
20 & -0.430918 & -2.9855 & 0.002223 \tabularnewline
21 & -0.455793 & -3.1578 & 0.001374 \tabularnewline
22 & -0.439814 & -3.0471 & 0.001875 \tabularnewline
23 & -0.419808 & -2.9085 & 0.002743 \tabularnewline
24 & -0.35872 & -2.4853 & 0.008241 \tabularnewline
25 & -0.317895 & -2.2024 & 0.016235 \tabularnewline
26 & -0.275803 & -1.9108 & 0.031005 \tabularnewline
27 & -0.240777 & -1.6682 & 0.050898 \tabularnewline
28 & -0.208513 & -1.4446 & 0.077531 \tabularnewline
29 & -0.187164 & -1.2967 & 0.100465 \tabularnewline
30 & -0.15918 & -1.1028 & 0.137799 \tabularnewline
31 & -0.123699 & -0.857 & 0.197849 \tabularnewline
32 & -0.107897 & -0.7475 & 0.229194 \tabularnewline
33 & -0.050912 & -0.3527 & 0.362917 \tabularnewline
34 & -0.004945 & -0.0343 & 0.486405 \tabularnewline
35 & 0.039325 & 0.2725 & 0.393222 \tabularnewline
36 & 0.061129 & 0.4235 & 0.336906 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59164&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]0.905625[/C][C]6.2744[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.817126[/C][C]5.6612[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.70074[/C][C]4.8549[/C][C]7e-06[/C][/ROW]
[ROW][C]4[/C][C]0.584811[/C][C]4.0517[/C][C]9.3e-05[/C][/ROW]
[ROW][C]5[/C][C]0.46379[/C][C]3.2132[/C][C]0.001173[/C][/ROW]
[ROW][C]6[/C][C]0.357156[/C][C]2.4745[/C][C]0.008465[/C][/ROW]
[ROW][C]7[/C][C]0.272558[/C][C]1.8883[/C][C]0.032516[/C][/ROW]
[ROW][C]8[/C][C]0.197938[/C][C]1.3714[/C][C]0.088321[/C][/ROW]
[ROW][C]9[/C][C]0.131626[/C][C]0.9119[/C][C]0.18318[/C][/ROW]
[ROW][C]10[/C][C]0.062453[/C][C]0.4327[/C][C]0.333591[/C][/ROW]
[ROW][C]11[/C][C]0.018125[/C][C]0.1256[/C][C]0.450296[/C][/ROW]
[ROW][C]12[/C][C]-0.055[/C][C]-0.381[/C][C]0.352424[/C][/ROW]
[ROW][C]13[/C][C]-0.100872[/C][C]-0.6989[/C][C]0.244006[/C][/ROW]
[ROW][C]14[/C][C]-0.157711[/C][C]-1.0927[/C][C]0.14[/C][/ROW]
[ROW][C]15[/C][C]-0.224808[/C][C]-1.5575[/C][C]0.062959[/C][/ROW]
[ROW][C]16[/C][C]-0.273796[/C][C]-1.8969[/C][C]0.031933[/C][/ROW]
[ROW][C]17[/C][C]-0.321213[/C][C]-2.2254[/C][C]0.015392[/C][/ROW]
[ROW][C]18[/C][C]-0.36901[/C][C]-2.5566[/C][C]0.006895[/C][/ROW]
[ROW][C]19[/C][C]-0.410323[/C][C]-2.8428[/C][C]0.003275[/C][/ROW]
[ROW][C]20[/C][C]-0.430918[/C][C]-2.9855[/C][C]0.002223[/C][/ROW]
[ROW][C]21[/C][C]-0.455793[/C][C]-3.1578[/C][C]0.001374[/C][/ROW]
[ROW][C]22[/C][C]-0.439814[/C][C]-3.0471[/C][C]0.001875[/C][/ROW]
[ROW][C]23[/C][C]-0.419808[/C][C]-2.9085[/C][C]0.002743[/C][/ROW]
[ROW][C]24[/C][C]-0.35872[/C][C]-2.4853[/C][C]0.008241[/C][/ROW]
[ROW][C]25[/C][C]-0.317895[/C][C]-2.2024[/C][C]0.016235[/C][/ROW]
[ROW][C]26[/C][C]-0.275803[/C][C]-1.9108[/C][C]0.031005[/C][/ROW]
[ROW][C]27[/C][C]-0.240777[/C][C]-1.6682[/C][C]0.050898[/C][/ROW]
[ROW][C]28[/C][C]-0.208513[/C][C]-1.4446[/C][C]0.077531[/C][/ROW]
[ROW][C]29[/C][C]-0.187164[/C][C]-1.2967[/C][C]0.100465[/C][/ROW]
[ROW][C]30[/C][C]-0.15918[/C][C]-1.1028[/C][C]0.137799[/C][/ROW]
[ROW][C]31[/C][C]-0.123699[/C][C]-0.857[/C][C]0.197849[/C][/ROW]
[ROW][C]32[/C][C]-0.107897[/C][C]-0.7475[/C][C]0.229194[/C][/ROW]
[ROW][C]33[/C][C]-0.050912[/C][C]-0.3527[/C][C]0.362917[/C][/ROW]
[ROW][C]34[/C][C]-0.004945[/C][C]-0.0343[/C][C]0.486405[/C][/ROW]
[ROW][C]35[/C][C]0.039325[/C][C]0.2725[/C][C]0.393222[/C][/ROW]
[ROW][C]36[/C][C]0.061129[/C][C]0.4235[/C][C]0.336906[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59164&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59164&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
10.9056256.27440
20.8171265.66120
30.700744.85497e-06
40.5848114.05179.3e-05
50.463793.21320.001173
60.3571562.47450.008465
70.2725581.88830.032516
80.1979381.37140.088321
90.1316260.91190.18318
100.0624530.43270.333591
110.0181250.12560.450296
12-0.055-0.3810.352424
13-0.100872-0.69890.244006
14-0.157711-1.09270.14
15-0.224808-1.55750.062959
16-0.273796-1.89690.031933
17-0.321213-2.22540.015392
18-0.36901-2.55660.006895
19-0.410323-2.84280.003275
20-0.430918-2.98550.002223
21-0.455793-3.15780.001374
22-0.439814-3.04710.001875
23-0.419808-2.90850.002743
24-0.35872-2.48530.008241
25-0.317895-2.20240.016235
26-0.275803-1.91080.031005
27-0.240777-1.66820.050898
28-0.208513-1.44460.077531
29-0.187164-1.29670.100465
30-0.15918-1.10280.137799
31-0.123699-0.8570.197849
32-0.107897-0.74750.229194
33-0.050912-0.35270.362917
34-0.004945-0.03430.486405
350.0393250.27250.393222
360.0611290.42350.336906







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9056256.27440
2-0.016851-0.11670.453773
3-0.202889-1.40570.083133
4-0.076882-0.53270.298365
5-0.082459-0.57130.285234
60.000280.00190.49923
70.0619770.42940.334782
8-0.020547-0.14240.443697
9-0.050343-0.34880.364388
10-0.100801-0.69840.244158
110.0612350.42420.33664
12-0.197259-1.36660.089052
130.056540.39170.3485
14-0.073021-0.50590.307619
15-0.181753-1.25920.10702
160.0474450.32870.371904
17-0.049859-0.34540.36564
18-0.12537-0.86860.194698
19-0.034611-0.23980.405757
200.0177080.12270.451434
21-0.112636-0.78040.219504
220.1263050.87510.192947
230.0458610.31770.376031
240.0904160.62640.267003
25-0.13343-0.92440.179943
26-0.029609-0.20510.419165
27-0.089197-0.6180.269757
280.0157970.10940.456653
29-0.002111-0.01460.494194
300.0254050.1760.430513
310.0093750.0650.47424
32-0.095114-0.6590.256532
330.1580041.09470.139559
340.0229520.1590.437162
35-0.114053-0.79020.216654
36-0.09756-0.67590.251169

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.905625 & 6.2744 & 0 \tabularnewline
2 & -0.016851 & -0.1167 & 0.453773 \tabularnewline
3 & -0.202889 & -1.4057 & 0.083133 \tabularnewline
4 & -0.076882 & -0.5327 & 0.298365 \tabularnewline
5 & -0.082459 & -0.5713 & 0.285234 \tabularnewline
6 & 0.00028 & 0.0019 & 0.49923 \tabularnewline
7 & 0.061977 & 0.4294 & 0.334782 \tabularnewline
8 & -0.020547 & -0.1424 & 0.443697 \tabularnewline
9 & -0.050343 & -0.3488 & 0.364388 \tabularnewline
10 & -0.100801 & -0.6984 & 0.244158 \tabularnewline
11 & 0.061235 & 0.4242 & 0.33664 \tabularnewline
12 & -0.197259 & -1.3666 & 0.089052 \tabularnewline
13 & 0.05654 & 0.3917 & 0.3485 \tabularnewline
14 & -0.073021 & -0.5059 & 0.307619 \tabularnewline
15 & -0.181753 & -1.2592 & 0.10702 \tabularnewline
16 & 0.047445 & 0.3287 & 0.371904 \tabularnewline
17 & -0.049859 & -0.3454 & 0.36564 \tabularnewline
18 & -0.12537 & -0.8686 & 0.194698 \tabularnewline
19 & -0.034611 & -0.2398 & 0.405757 \tabularnewline
20 & 0.017708 & 0.1227 & 0.451434 \tabularnewline
21 & -0.112636 & -0.7804 & 0.219504 \tabularnewline
22 & 0.126305 & 0.8751 & 0.192947 \tabularnewline
23 & 0.045861 & 0.3177 & 0.376031 \tabularnewline
24 & 0.090416 & 0.6264 & 0.267003 \tabularnewline
25 & -0.13343 & -0.9244 & 0.179943 \tabularnewline
26 & -0.029609 & -0.2051 & 0.419165 \tabularnewline
27 & -0.089197 & -0.618 & 0.269757 \tabularnewline
28 & 0.015797 & 0.1094 & 0.456653 \tabularnewline
29 & -0.002111 & -0.0146 & 0.494194 \tabularnewline
30 & 0.025405 & 0.176 & 0.430513 \tabularnewline
31 & 0.009375 & 0.065 & 0.47424 \tabularnewline
32 & -0.095114 & -0.659 & 0.256532 \tabularnewline
33 & 0.158004 & 1.0947 & 0.139559 \tabularnewline
34 & 0.022952 & 0.159 & 0.437162 \tabularnewline
35 & -0.114053 & -0.7902 & 0.216654 \tabularnewline
36 & -0.09756 & -0.6759 & 0.251169 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59164&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]0.905625[/C][C]6.2744[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.016851[/C][C]-0.1167[/C][C]0.453773[/C][/ROW]
[ROW][C]3[/C][C]-0.202889[/C][C]-1.4057[/C][C]0.083133[/C][/ROW]
[ROW][C]4[/C][C]-0.076882[/C][C]-0.5327[/C][C]0.298365[/C][/ROW]
[ROW][C]5[/C][C]-0.082459[/C][C]-0.5713[/C][C]0.285234[/C][/ROW]
[ROW][C]6[/C][C]0.00028[/C][C]0.0019[/C][C]0.49923[/C][/ROW]
[ROW][C]7[/C][C]0.061977[/C][C]0.4294[/C][C]0.334782[/C][/ROW]
[ROW][C]8[/C][C]-0.020547[/C][C]-0.1424[/C][C]0.443697[/C][/ROW]
[ROW][C]9[/C][C]-0.050343[/C][C]-0.3488[/C][C]0.364388[/C][/ROW]
[ROW][C]10[/C][C]-0.100801[/C][C]-0.6984[/C][C]0.244158[/C][/ROW]
[ROW][C]11[/C][C]0.061235[/C][C]0.4242[/C][C]0.33664[/C][/ROW]
[ROW][C]12[/C][C]-0.197259[/C][C]-1.3666[/C][C]0.089052[/C][/ROW]
[ROW][C]13[/C][C]0.05654[/C][C]0.3917[/C][C]0.3485[/C][/ROW]
[ROW][C]14[/C][C]-0.073021[/C][C]-0.5059[/C][C]0.307619[/C][/ROW]
[ROW][C]15[/C][C]-0.181753[/C][C]-1.2592[/C][C]0.10702[/C][/ROW]
[ROW][C]16[/C][C]0.047445[/C][C]0.3287[/C][C]0.371904[/C][/ROW]
[ROW][C]17[/C][C]-0.049859[/C][C]-0.3454[/C][C]0.36564[/C][/ROW]
[ROW][C]18[/C][C]-0.12537[/C][C]-0.8686[/C][C]0.194698[/C][/ROW]
[ROW][C]19[/C][C]-0.034611[/C][C]-0.2398[/C][C]0.405757[/C][/ROW]
[ROW][C]20[/C][C]0.017708[/C][C]0.1227[/C][C]0.451434[/C][/ROW]
[ROW][C]21[/C][C]-0.112636[/C][C]-0.7804[/C][C]0.219504[/C][/ROW]
[ROW][C]22[/C][C]0.126305[/C][C]0.8751[/C][C]0.192947[/C][/ROW]
[ROW][C]23[/C][C]0.045861[/C][C]0.3177[/C][C]0.376031[/C][/ROW]
[ROW][C]24[/C][C]0.090416[/C][C]0.6264[/C][C]0.267003[/C][/ROW]
[ROW][C]25[/C][C]-0.13343[/C][C]-0.9244[/C][C]0.179943[/C][/ROW]
[ROW][C]26[/C][C]-0.029609[/C][C]-0.2051[/C][C]0.419165[/C][/ROW]
[ROW][C]27[/C][C]-0.089197[/C][C]-0.618[/C][C]0.269757[/C][/ROW]
[ROW][C]28[/C][C]0.015797[/C][C]0.1094[/C][C]0.456653[/C][/ROW]
[ROW][C]29[/C][C]-0.002111[/C][C]-0.0146[/C][C]0.494194[/C][/ROW]
[ROW][C]30[/C][C]0.025405[/C][C]0.176[/C][C]0.430513[/C][/ROW]
[ROW][C]31[/C][C]0.009375[/C][C]0.065[/C][C]0.47424[/C][/ROW]
[ROW][C]32[/C][C]-0.095114[/C][C]-0.659[/C][C]0.256532[/C][/ROW]
[ROW][C]33[/C][C]0.158004[/C][C]1.0947[/C][C]0.139559[/C][/ROW]
[ROW][C]34[/C][C]0.022952[/C][C]0.159[/C][C]0.437162[/C][/ROW]
[ROW][C]35[/C][C]-0.114053[/C][C]-0.7902[/C][C]0.216654[/C][/ROW]
[ROW][C]36[/C][C]-0.09756[/C][C]-0.6759[/C][C]0.251169[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59164&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59164&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
10.9056256.27440
2-0.016851-0.11670.453773
3-0.202889-1.40570.083133
4-0.076882-0.53270.298365
5-0.082459-0.57130.285234
60.000280.00190.49923
70.0619770.42940.334782
8-0.020547-0.14240.443697
9-0.050343-0.34880.364388
10-0.100801-0.69840.244158
110.0612350.42420.33664
12-0.197259-1.36660.089052
130.056540.39170.3485
14-0.073021-0.50590.307619
15-0.181753-1.25920.10702
160.0474450.32870.371904
17-0.049859-0.34540.36564
18-0.12537-0.86860.194698
19-0.034611-0.23980.405757
200.0177080.12270.451434
21-0.112636-0.78040.219504
220.1263050.87510.192947
230.0458610.31770.376031
240.0904160.62640.267003
25-0.13343-0.92440.179943
26-0.029609-0.20510.419165
27-0.089197-0.6180.269757
280.0157970.10940.456653
29-0.002111-0.01460.494194
300.0254050.1760.430513
310.0093750.0650.47424
32-0.095114-0.6590.256532
330.1580041.09470.139559
340.0229520.1590.437162
35-0.114053-0.79020.216654
36-0.09756-0.67590.251169



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')