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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 10:01:22 -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/t12590821229yndebi2bn4b23o.htm/, Retrieved Wed, 06 Dec 2023 07:35:00 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59167, Retrieved Wed, 06 Dec 2023 07:35:00 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact168
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]
-    D          [(Partial) Autocorrelation Function] [SHWWS8methode1c] [2009-11-24 17:01:22] [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=59167&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=59167&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59167&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
10.0127680.08750.465309
20.2614171.79220.039771
30.0327720.22470.411603
40.1023320.70150.24321
5-0.143748-0.98550.164716
6-0.002469-0.01690.493284
70.0821230.5630.288052
8-0.004753-0.03260.487071
90.1967611.34890.091912
10-0.011161-0.07650.469666
110.4067642.78860.003809
12-0.163148-1.11850.134521
130.0298580.20470.419346
140.0015470.01060.495791
150.0534110.36620.357941
16-0.168657-1.15630.126711
170.0655330.44930.327649
18-0.089513-0.61370.271196
19-0.149143-1.02250.155896
20-0.00301-0.02060.491813
21-0.162128-1.11150.136005
220.0543680.37270.355514
23-0.170154-1.16650.124645
24-0.029502-0.20230.420296
25-0.050401-0.34550.365619
260.0115380.07910.468645
27-0.164753-1.12950.132211
28-0.099578-0.68270.249082
29-0.100329-0.68780.247473
30-0.103272-0.7080.241221
31-0.004013-0.02750.489085
32-0.056804-0.38940.349358
33-0.00494-0.03390.486564
34-0.038157-0.26160.397389
35-0.016881-0.11570.45418
36-0.022538-0.15450.438933

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.012768 & 0.0875 & 0.465309 \tabularnewline
2 & 0.261417 & 1.7922 & 0.039771 \tabularnewline
3 & 0.032772 & 0.2247 & 0.411603 \tabularnewline
4 & 0.102332 & 0.7015 & 0.24321 \tabularnewline
5 & -0.143748 & -0.9855 & 0.164716 \tabularnewline
6 & -0.002469 & -0.0169 & 0.493284 \tabularnewline
7 & 0.082123 & 0.563 & 0.288052 \tabularnewline
8 & -0.004753 & -0.0326 & 0.487071 \tabularnewline
9 & 0.196761 & 1.3489 & 0.091912 \tabularnewline
10 & -0.011161 & -0.0765 & 0.469666 \tabularnewline
11 & 0.406764 & 2.7886 & 0.003809 \tabularnewline
12 & -0.163148 & -1.1185 & 0.134521 \tabularnewline
13 & 0.029858 & 0.2047 & 0.419346 \tabularnewline
14 & 0.001547 & 0.0106 & 0.495791 \tabularnewline
15 & 0.053411 & 0.3662 & 0.357941 \tabularnewline
16 & -0.168657 & -1.1563 & 0.126711 \tabularnewline
17 & 0.065533 & 0.4493 & 0.327649 \tabularnewline
18 & -0.089513 & -0.6137 & 0.271196 \tabularnewline
19 & -0.149143 & -1.0225 & 0.155896 \tabularnewline
20 & -0.00301 & -0.0206 & 0.491813 \tabularnewline
21 & -0.162128 & -1.1115 & 0.136005 \tabularnewline
22 & 0.054368 & 0.3727 & 0.355514 \tabularnewline
23 & -0.170154 & -1.1665 & 0.124645 \tabularnewline
24 & -0.029502 & -0.2023 & 0.420296 \tabularnewline
25 & -0.050401 & -0.3455 & 0.365619 \tabularnewline
26 & 0.011538 & 0.0791 & 0.468645 \tabularnewline
27 & -0.164753 & -1.1295 & 0.132211 \tabularnewline
28 & -0.099578 & -0.6827 & 0.249082 \tabularnewline
29 & -0.100329 & -0.6878 & 0.247473 \tabularnewline
30 & -0.103272 & -0.708 & 0.241221 \tabularnewline
31 & -0.004013 & -0.0275 & 0.489085 \tabularnewline
32 & -0.056804 & -0.3894 & 0.349358 \tabularnewline
33 & -0.00494 & -0.0339 & 0.486564 \tabularnewline
34 & -0.038157 & -0.2616 & 0.397389 \tabularnewline
35 & -0.016881 & -0.1157 & 0.45418 \tabularnewline
36 & -0.022538 & -0.1545 & 0.438933 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59167&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]0.012768[/C][C]0.0875[/C][C]0.465309[/C][/ROW]
[ROW][C]2[/C][C]0.261417[/C][C]1.7922[/C][C]0.039771[/C][/ROW]
[ROW][C]3[/C][C]0.032772[/C][C]0.2247[/C][C]0.411603[/C][/ROW]
[ROW][C]4[/C][C]0.102332[/C][C]0.7015[/C][C]0.24321[/C][/ROW]
[ROW][C]5[/C][C]-0.143748[/C][C]-0.9855[/C][C]0.164716[/C][/ROW]
[ROW][C]6[/C][C]-0.002469[/C][C]-0.0169[/C][C]0.493284[/C][/ROW]
[ROW][C]7[/C][C]0.082123[/C][C]0.563[/C][C]0.288052[/C][/ROW]
[ROW][C]8[/C][C]-0.004753[/C][C]-0.0326[/C][C]0.487071[/C][/ROW]
[ROW][C]9[/C][C]0.196761[/C][C]1.3489[/C][C]0.091912[/C][/ROW]
[ROW][C]10[/C][C]-0.011161[/C][C]-0.0765[/C][C]0.469666[/C][/ROW]
[ROW][C]11[/C][C]0.406764[/C][C]2.7886[/C][C]0.003809[/C][/ROW]
[ROW][C]12[/C][C]-0.163148[/C][C]-1.1185[/C][C]0.134521[/C][/ROW]
[ROW][C]13[/C][C]0.029858[/C][C]0.2047[/C][C]0.419346[/C][/ROW]
[ROW][C]14[/C][C]0.001547[/C][C]0.0106[/C][C]0.495791[/C][/ROW]
[ROW][C]15[/C][C]0.053411[/C][C]0.3662[/C][C]0.357941[/C][/ROW]
[ROW][C]16[/C][C]-0.168657[/C][C]-1.1563[/C][C]0.126711[/C][/ROW]
[ROW][C]17[/C][C]0.065533[/C][C]0.4493[/C][C]0.327649[/C][/ROW]
[ROW][C]18[/C][C]-0.089513[/C][C]-0.6137[/C][C]0.271196[/C][/ROW]
[ROW][C]19[/C][C]-0.149143[/C][C]-1.0225[/C][C]0.155896[/C][/ROW]
[ROW][C]20[/C][C]-0.00301[/C][C]-0.0206[/C][C]0.491813[/C][/ROW]
[ROW][C]21[/C][C]-0.162128[/C][C]-1.1115[/C][C]0.136005[/C][/ROW]
[ROW][C]22[/C][C]0.054368[/C][C]0.3727[/C][C]0.355514[/C][/ROW]
[ROW][C]23[/C][C]-0.170154[/C][C]-1.1665[/C][C]0.124645[/C][/ROW]
[ROW][C]24[/C][C]-0.029502[/C][C]-0.2023[/C][C]0.420296[/C][/ROW]
[ROW][C]25[/C][C]-0.050401[/C][C]-0.3455[/C][C]0.365619[/C][/ROW]
[ROW][C]26[/C][C]0.011538[/C][C]0.0791[/C][C]0.468645[/C][/ROW]
[ROW][C]27[/C][C]-0.164753[/C][C]-1.1295[/C][C]0.132211[/C][/ROW]
[ROW][C]28[/C][C]-0.099578[/C][C]-0.6827[/C][C]0.249082[/C][/ROW]
[ROW][C]29[/C][C]-0.100329[/C][C]-0.6878[/C][C]0.247473[/C][/ROW]
[ROW][C]30[/C][C]-0.103272[/C][C]-0.708[/C][C]0.241221[/C][/ROW]
[ROW][C]31[/C][C]-0.004013[/C][C]-0.0275[/C][C]0.489085[/C][/ROW]
[ROW][C]32[/C][C]-0.056804[/C][C]-0.3894[/C][C]0.349358[/C][/ROW]
[ROW][C]33[/C][C]-0.00494[/C][C]-0.0339[/C][C]0.486564[/C][/ROW]
[ROW][C]34[/C][C]-0.038157[/C][C]-0.2616[/C][C]0.397389[/C][/ROW]
[ROW][C]35[/C][C]-0.016881[/C][C]-0.1157[/C][C]0.45418[/C][/ROW]
[ROW][C]36[/C][C]-0.022538[/C][C]-0.1545[/C][C]0.438933[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59167&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59167&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
10.0127680.08750.465309
20.2614171.79220.039771
30.0327720.22470.411603
40.1023320.70150.24321
5-0.143748-0.98550.164716
6-0.002469-0.01690.493284
70.0821230.5630.288052
8-0.004753-0.03260.487071
90.1967611.34890.091912
10-0.011161-0.07650.469666
110.4067642.78860.003809
12-0.163148-1.11850.134521
130.0298580.20470.419346
140.0015470.01060.495791
150.0534110.36620.357941
16-0.168657-1.15630.126711
170.0655330.44930.327649
18-0.089513-0.61370.271196
19-0.149143-1.02250.155896
20-0.00301-0.02060.491813
21-0.162128-1.11150.136005
220.0543680.37270.355514
23-0.170154-1.16650.124645
24-0.029502-0.20230.420296
25-0.050401-0.34550.365619
260.0115380.07910.468645
27-0.164753-1.12950.132211
28-0.099578-0.68270.249082
29-0.100329-0.68780.247473
30-0.103272-0.7080.241221
31-0.004013-0.02750.489085
32-0.056804-0.38940.349358
33-0.00494-0.03390.486564
34-0.038157-0.26160.397389
35-0.016881-0.11570.45418
36-0.022538-0.15450.438933







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0127680.08750.465309
20.2612971.79140.039838
30.0289510.19850.421763
40.0361680.2480.402625
5-0.172218-1.18070.121838
6-0.041429-0.2840.388821
70.1726441.18360.121264
80.0197610.13550.446407
90.179241.22880.112631
10-0.063432-0.43490.332823
110.3351352.29760.013042
12-0.196017-1.34380.092729
13-0.18421-1.26290.106431
140.1327450.91010.183719
150.0580550.3980.346214
16-0.088974-0.610.272407
17-0.000554-0.00380.498492
18-0.215489-1.47730.07313
19-0.123175-0.84440.20135
20-0.012627-0.08660.465691
21-0.109243-0.74890.228815
220.0117280.08040.46813
23-0.013289-0.09110.463898
24-0.083631-0.57330.284572
25-0.02684-0.1840.427401
26-0.030781-0.2110.416891
270.0235440.16140.43623
28-0.179846-1.2330.111861
290.0275610.1890.425473
300.1548991.06190.146847
31-0.036327-0.2490.402205
320.0478440.3280.372183
33-0.069576-0.4770.317791
34-0.007821-0.05360.478733
350.0862680.59140.278536
36-0.019638-0.13460.44674

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.012768 & 0.0875 & 0.465309 \tabularnewline
2 & 0.261297 & 1.7914 & 0.039838 \tabularnewline
3 & 0.028951 & 0.1985 & 0.421763 \tabularnewline
4 & 0.036168 & 0.248 & 0.402625 \tabularnewline
5 & -0.172218 & -1.1807 & 0.121838 \tabularnewline
6 & -0.041429 & -0.284 & 0.388821 \tabularnewline
7 & 0.172644 & 1.1836 & 0.121264 \tabularnewline
8 & 0.019761 & 0.1355 & 0.446407 \tabularnewline
9 & 0.17924 & 1.2288 & 0.112631 \tabularnewline
10 & -0.063432 & -0.4349 & 0.332823 \tabularnewline
11 & 0.335135 & 2.2976 & 0.013042 \tabularnewline
12 & -0.196017 & -1.3438 & 0.092729 \tabularnewline
13 & -0.18421 & -1.2629 & 0.106431 \tabularnewline
14 & 0.132745 & 0.9101 & 0.183719 \tabularnewline
15 & 0.058055 & 0.398 & 0.346214 \tabularnewline
16 & -0.088974 & -0.61 & 0.272407 \tabularnewline
17 & -0.000554 & -0.0038 & 0.498492 \tabularnewline
18 & -0.215489 & -1.4773 & 0.07313 \tabularnewline
19 & -0.123175 & -0.8444 & 0.20135 \tabularnewline
20 & -0.012627 & -0.0866 & 0.465691 \tabularnewline
21 & -0.109243 & -0.7489 & 0.228815 \tabularnewline
22 & 0.011728 & 0.0804 & 0.46813 \tabularnewline
23 & -0.013289 & -0.0911 & 0.463898 \tabularnewline
24 & -0.083631 & -0.5733 & 0.284572 \tabularnewline
25 & -0.02684 & -0.184 & 0.427401 \tabularnewline
26 & -0.030781 & -0.211 & 0.416891 \tabularnewline
27 & 0.023544 & 0.1614 & 0.43623 \tabularnewline
28 & -0.179846 & -1.233 & 0.111861 \tabularnewline
29 & 0.027561 & 0.189 & 0.425473 \tabularnewline
30 & 0.154899 & 1.0619 & 0.146847 \tabularnewline
31 & -0.036327 & -0.249 & 0.402205 \tabularnewline
32 & 0.047844 & 0.328 & 0.372183 \tabularnewline
33 & -0.069576 & -0.477 & 0.317791 \tabularnewline
34 & -0.007821 & -0.0536 & 0.478733 \tabularnewline
35 & 0.086268 & 0.5914 & 0.278536 \tabularnewline
36 & -0.019638 & -0.1346 & 0.44674 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59167&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]0.012768[/C][C]0.0875[/C][C]0.465309[/C][/ROW]
[ROW][C]2[/C][C]0.261297[/C][C]1.7914[/C][C]0.039838[/C][/ROW]
[ROW][C]3[/C][C]0.028951[/C][C]0.1985[/C][C]0.421763[/C][/ROW]
[ROW][C]4[/C][C]0.036168[/C][C]0.248[/C][C]0.402625[/C][/ROW]
[ROW][C]5[/C][C]-0.172218[/C][C]-1.1807[/C][C]0.121838[/C][/ROW]
[ROW][C]6[/C][C]-0.041429[/C][C]-0.284[/C][C]0.388821[/C][/ROW]
[ROW][C]7[/C][C]0.172644[/C][C]1.1836[/C][C]0.121264[/C][/ROW]
[ROW][C]8[/C][C]0.019761[/C][C]0.1355[/C][C]0.446407[/C][/ROW]
[ROW][C]9[/C][C]0.17924[/C][C]1.2288[/C][C]0.112631[/C][/ROW]
[ROW][C]10[/C][C]-0.063432[/C][C]-0.4349[/C][C]0.332823[/C][/ROW]
[ROW][C]11[/C][C]0.335135[/C][C]2.2976[/C][C]0.013042[/C][/ROW]
[ROW][C]12[/C][C]-0.196017[/C][C]-1.3438[/C][C]0.092729[/C][/ROW]
[ROW][C]13[/C][C]-0.18421[/C][C]-1.2629[/C][C]0.106431[/C][/ROW]
[ROW][C]14[/C][C]0.132745[/C][C]0.9101[/C][C]0.183719[/C][/ROW]
[ROW][C]15[/C][C]0.058055[/C][C]0.398[/C][C]0.346214[/C][/ROW]
[ROW][C]16[/C][C]-0.088974[/C][C]-0.61[/C][C]0.272407[/C][/ROW]
[ROW][C]17[/C][C]-0.000554[/C][C]-0.0038[/C][C]0.498492[/C][/ROW]
[ROW][C]18[/C][C]-0.215489[/C][C]-1.4773[/C][C]0.07313[/C][/ROW]
[ROW][C]19[/C][C]-0.123175[/C][C]-0.8444[/C][C]0.20135[/C][/ROW]
[ROW][C]20[/C][C]-0.012627[/C][C]-0.0866[/C][C]0.465691[/C][/ROW]
[ROW][C]21[/C][C]-0.109243[/C][C]-0.7489[/C][C]0.228815[/C][/ROW]
[ROW][C]22[/C][C]0.011728[/C][C]0.0804[/C][C]0.46813[/C][/ROW]
[ROW][C]23[/C][C]-0.013289[/C][C]-0.0911[/C][C]0.463898[/C][/ROW]
[ROW][C]24[/C][C]-0.083631[/C][C]-0.5733[/C][C]0.284572[/C][/ROW]
[ROW][C]25[/C][C]-0.02684[/C][C]-0.184[/C][C]0.427401[/C][/ROW]
[ROW][C]26[/C][C]-0.030781[/C][C]-0.211[/C][C]0.416891[/C][/ROW]
[ROW][C]27[/C][C]0.023544[/C][C]0.1614[/C][C]0.43623[/C][/ROW]
[ROW][C]28[/C][C]-0.179846[/C][C]-1.233[/C][C]0.111861[/C][/ROW]
[ROW][C]29[/C][C]0.027561[/C][C]0.189[/C][C]0.425473[/C][/ROW]
[ROW][C]30[/C][C]0.154899[/C][C]1.0619[/C][C]0.146847[/C][/ROW]
[ROW][C]31[/C][C]-0.036327[/C][C]-0.249[/C][C]0.402205[/C][/ROW]
[ROW][C]32[/C][C]0.047844[/C][C]0.328[/C][C]0.372183[/C][/ROW]
[ROW][C]33[/C][C]-0.069576[/C][C]-0.477[/C][C]0.317791[/C][/ROW]
[ROW][C]34[/C][C]-0.007821[/C][C]-0.0536[/C][C]0.478733[/C][/ROW]
[ROW][C]35[/C][C]0.086268[/C][C]0.5914[/C][C]0.278536[/C][/ROW]
[ROW][C]36[/C][C]-0.019638[/C][C]-0.1346[/C][C]0.44674[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59167&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59167&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
10.0127680.08750.465309
20.2612971.79140.039838
30.0289510.19850.421763
40.0361680.2480.402625
5-0.172218-1.18070.121838
6-0.041429-0.2840.388821
70.1726441.18360.121264
80.0197610.13550.446407
90.179241.22880.112631
10-0.063432-0.43490.332823
110.3351352.29760.013042
12-0.196017-1.34380.092729
13-0.18421-1.26290.106431
140.1327450.91010.183719
150.0580550.3980.346214
16-0.088974-0.610.272407
17-0.000554-0.00380.498492
18-0.215489-1.47730.07313
19-0.123175-0.84440.20135
20-0.012627-0.08660.465691
21-0.109243-0.74890.228815
220.0117280.08040.46813
23-0.013289-0.09110.463898
24-0.083631-0.57330.284572
25-0.02684-0.1840.427401
26-0.030781-0.2110.416891
270.0235440.16140.43623
28-0.179846-1.2330.111861
290.0275610.1890.425473
300.1548991.06190.146847
31-0.036327-0.2490.402205
320.0478440.3280.372183
33-0.069576-0.4770.317791
34-0.007821-0.05360.478733
350.0862680.59140.278536
36-0.019638-0.13460.44674



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')