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Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationTue, 24 Nov 2009 11:00:15 -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/t1259085655xroas71zoz9tqwb.htm/, Retrieved Thu, 30 May 2024 17:02:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59191, Retrieved Thu, 30 May 2024 17:02:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact164
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] [] [2009-11-24 18:00:15] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataseries X:
90398
90269
90390
88219
87032
87175
92603
93571
94118
92159
89528
89955
89587
89488
88521
86587
85159
84915
91378
92729
92194
89664
86285
86858
87184
86629
85220
84816
84831
84957
90951
92134
91790
86625
83324
82719
83614
81640
78665
77828
75728
72187
79357
81329
77304
75576
72932
74291
74988
73302
70483
69848
66466
67610
75091
76207
73454
72008
71362
74250




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=59191&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=59191&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59191&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
1-0.060889-0.41740.33913
20.0364790.25010.401804
30.2375361.62850.055056
40.0503190.3450.365827
5-0.011247-0.07710.469435
60.0838790.5750.284002
7-0.040398-0.2770.391514
80.1820021.24770.109154
9-0.158839-1.08890.140866
10-0.114617-0.78580.217972
110.2894871.98460.026521
12-0.284174-1.94820.028688
13-0.095316-0.65350.258324
14-0.074928-0.51370.304942
15-0.098614-0.67610.251156
16-0.093558-0.64140.26219
17-0.040001-0.27420.392554
18-0.04514-0.30950.379167
190.0613850.42080.337896
20-0.139783-0.95830.171407
21-0.016238-0.11130.455916
22-0.011585-0.07940.468516
23-0.07849-0.53810.296523
240.0427660.29320.385335
25-0.054948-0.37670.354044
260.0020920.01430.494309
270.0482870.3310.371043
28-0.038918-0.26680.395392
290.0386170.26470.396182
300.0841080.57660.283476
31-0.027304-0.18720.426159
320.0035550.02440.49033
33-0.080418-0.55130.292013
340.0046530.03190.487344
350.0600710.41180.341169
36-0.04276-0.29320.385349

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.060889 & -0.4174 & 0.33913 \tabularnewline
2 & 0.036479 & 0.2501 & 0.401804 \tabularnewline
3 & 0.237536 & 1.6285 & 0.055056 \tabularnewline
4 & 0.050319 & 0.345 & 0.365827 \tabularnewline
5 & -0.011247 & -0.0771 & 0.469435 \tabularnewline
6 & 0.083879 & 0.575 & 0.284002 \tabularnewline
7 & -0.040398 & -0.277 & 0.391514 \tabularnewline
8 & 0.182002 & 1.2477 & 0.109154 \tabularnewline
9 & -0.158839 & -1.0889 & 0.140866 \tabularnewline
10 & -0.114617 & -0.7858 & 0.217972 \tabularnewline
11 & 0.289487 & 1.9846 & 0.026521 \tabularnewline
12 & -0.284174 & -1.9482 & 0.028688 \tabularnewline
13 & -0.095316 & -0.6535 & 0.258324 \tabularnewline
14 & -0.074928 & -0.5137 & 0.304942 \tabularnewline
15 & -0.098614 & -0.6761 & 0.251156 \tabularnewline
16 & -0.093558 & -0.6414 & 0.26219 \tabularnewline
17 & -0.040001 & -0.2742 & 0.392554 \tabularnewline
18 & -0.04514 & -0.3095 & 0.379167 \tabularnewline
19 & 0.061385 & 0.4208 & 0.337896 \tabularnewline
20 & -0.139783 & -0.9583 & 0.171407 \tabularnewline
21 & -0.016238 & -0.1113 & 0.455916 \tabularnewline
22 & -0.011585 & -0.0794 & 0.468516 \tabularnewline
23 & -0.07849 & -0.5381 & 0.296523 \tabularnewline
24 & 0.042766 & 0.2932 & 0.385335 \tabularnewline
25 & -0.054948 & -0.3767 & 0.354044 \tabularnewline
26 & 0.002092 & 0.0143 & 0.494309 \tabularnewline
27 & 0.048287 & 0.331 & 0.371043 \tabularnewline
28 & -0.038918 & -0.2668 & 0.395392 \tabularnewline
29 & 0.038617 & 0.2647 & 0.396182 \tabularnewline
30 & 0.084108 & 0.5766 & 0.283476 \tabularnewline
31 & -0.027304 & -0.1872 & 0.426159 \tabularnewline
32 & 0.003555 & 0.0244 & 0.49033 \tabularnewline
33 & -0.080418 & -0.5513 & 0.292013 \tabularnewline
34 & 0.004653 & 0.0319 & 0.487344 \tabularnewline
35 & 0.060071 & 0.4118 & 0.341169 \tabularnewline
36 & -0.04276 & -0.2932 & 0.385349 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59191&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]-0.060889[/C][C]-0.4174[/C][C]0.33913[/C][/ROW]
[ROW][C]2[/C][C]0.036479[/C][C]0.2501[/C][C]0.401804[/C][/ROW]
[ROW][C]3[/C][C]0.237536[/C][C]1.6285[/C][C]0.055056[/C][/ROW]
[ROW][C]4[/C][C]0.050319[/C][C]0.345[/C][C]0.365827[/C][/ROW]
[ROW][C]5[/C][C]-0.011247[/C][C]-0.0771[/C][C]0.469435[/C][/ROW]
[ROW][C]6[/C][C]0.083879[/C][C]0.575[/C][C]0.284002[/C][/ROW]
[ROW][C]7[/C][C]-0.040398[/C][C]-0.277[/C][C]0.391514[/C][/ROW]
[ROW][C]8[/C][C]0.182002[/C][C]1.2477[/C][C]0.109154[/C][/ROW]
[ROW][C]9[/C][C]-0.158839[/C][C]-1.0889[/C][C]0.140866[/C][/ROW]
[ROW][C]10[/C][C]-0.114617[/C][C]-0.7858[/C][C]0.217972[/C][/ROW]
[ROW][C]11[/C][C]0.289487[/C][C]1.9846[/C][C]0.026521[/C][/ROW]
[ROW][C]12[/C][C]-0.284174[/C][C]-1.9482[/C][C]0.028688[/C][/ROW]
[ROW][C]13[/C][C]-0.095316[/C][C]-0.6535[/C][C]0.258324[/C][/ROW]
[ROW][C]14[/C][C]-0.074928[/C][C]-0.5137[/C][C]0.304942[/C][/ROW]
[ROW][C]15[/C][C]-0.098614[/C][C]-0.6761[/C][C]0.251156[/C][/ROW]
[ROW][C]16[/C][C]-0.093558[/C][C]-0.6414[/C][C]0.26219[/C][/ROW]
[ROW][C]17[/C][C]-0.040001[/C][C]-0.2742[/C][C]0.392554[/C][/ROW]
[ROW][C]18[/C][C]-0.04514[/C][C]-0.3095[/C][C]0.379167[/C][/ROW]
[ROW][C]19[/C][C]0.061385[/C][C]0.4208[/C][C]0.337896[/C][/ROW]
[ROW][C]20[/C][C]-0.139783[/C][C]-0.9583[/C][C]0.171407[/C][/ROW]
[ROW][C]21[/C][C]-0.016238[/C][C]-0.1113[/C][C]0.455916[/C][/ROW]
[ROW][C]22[/C][C]-0.011585[/C][C]-0.0794[/C][C]0.468516[/C][/ROW]
[ROW][C]23[/C][C]-0.07849[/C][C]-0.5381[/C][C]0.296523[/C][/ROW]
[ROW][C]24[/C][C]0.042766[/C][C]0.2932[/C][C]0.385335[/C][/ROW]
[ROW][C]25[/C][C]-0.054948[/C][C]-0.3767[/C][C]0.354044[/C][/ROW]
[ROW][C]26[/C][C]0.002092[/C][C]0.0143[/C][C]0.494309[/C][/ROW]
[ROW][C]27[/C][C]0.048287[/C][C]0.331[/C][C]0.371043[/C][/ROW]
[ROW][C]28[/C][C]-0.038918[/C][C]-0.2668[/C][C]0.395392[/C][/ROW]
[ROW][C]29[/C][C]0.038617[/C][C]0.2647[/C][C]0.396182[/C][/ROW]
[ROW][C]30[/C][C]0.084108[/C][C]0.5766[/C][C]0.283476[/C][/ROW]
[ROW][C]31[/C][C]-0.027304[/C][C]-0.1872[/C][C]0.426159[/C][/ROW]
[ROW][C]32[/C][C]0.003555[/C][C]0.0244[/C][C]0.49033[/C][/ROW]
[ROW][C]33[/C][C]-0.080418[/C][C]-0.5513[/C][C]0.292013[/C][/ROW]
[ROW][C]34[/C][C]0.004653[/C][C]0.0319[/C][C]0.487344[/C][/ROW]
[ROW][C]35[/C][C]0.060071[/C][C]0.4118[/C][C]0.341169[/C][/ROW]
[ROW][C]36[/C][C]-0.04276[/C][C]-0.2932[/C][C]0.385349[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59191&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59191&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
1-0.060889-0.41740.33913
20.0364790.25010.401804
30.2375361.62850.055056
40.0503190.3450.365827
5-0.011247-0.07710.469435
60.0838790.5750.284002
7-0.040398-0.2770.391514
80.1820021.24770.109154
9-0.158839-1.08890.140866
10-0.114617-0.78580.217972
110.2894871.98460.026521
12-0.284174-1.94820.028688
13-0.095316-0.65350.258324
14-0.074928-0.51370.304942
15-0.098614-0.67610.251156
16-0.093558-0.64140.26219
17-0.040001-0.27420.392554
18-0.04514-0.30950.379167
190.0613850.42080.337896
20-0.139783-0.95830.171407
21-0.016238-0.11130.455916
22-0.011585-0.07940.468516
23-0.07849-0.53810.296523
240.0427660.29320.385335
25-0.054948-0.37670.354044
260.0020920.01430.494309
270.0482870.3310.371043
28-0.038918-0.26680.395392
290.0386170.26470.396182
300.0841080.57660.283476
31-0.027304-0.18720.426159
320.0035550.02440.49033
33-0.080418-0.55130.292013
340.0046530.03190.487344
350.0600710.41180.341169
36-0.04276-0.29320.385349







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.060889-0.41740.33913
20.0328940.22550.411281
30.2428491.66490.051294
40.0846430.58030.282248
5-0.022607-0.1550.438748
60.0180850.1240.450929
7-0.067394-0.4620.323095
80.1863341.27740.10386
9-0.166802-1.14350.129303
10-0.151809-1.04080.151658
110.2476541.69780.048076
12-0.246821-1.69210.048622
13-0.052328-0.35870.360698
14-0.228336-1.56540.0621
150.0027510.01890.492517
16-0.009646-0.06610.473776
17-0.004346-0.02980.488179
180.0994120.68150.249439
19-0.074082-0.50790.306956
200.0738930.50660.307408
21-0.044214-0.30310.38157
22-0.15568-1.06730.145647
230.0699520.47960.316881
24-0.008795-0.06030.476089
250.0098210.06730.473302
26-0.078294-0.53680.296983
270.0192050.13170.447907
28-0.037263-0.25550.399741
29-0.015832-0.10850.457016
300.0949420.65090.259144
31-0.02738-0.18770.425957
32-0.035775-0.24530.40366
33-0.09978-0.68410.248649
34-0.052333-0.35880.360685
350.0333870.22890.409973
360.0057620.03950.484328

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.060889 & -0.4174 & 0.33913 \tabularnewline
2 & 0.032894 & 0.2255 & 0.411281 \tabularnewline
3 & 0.242849 & 1.6649 & 0.051294 \tabularnewline
4 & 0.084643 & 0.5803 & 0.282248 \tabularnewline
5 & -0.022607 & -0.155 & 0.438748 \tabularnewline
6 & 0.018085 & 0.124 & 0.450929 \tabularnewline
7 & -0.067394 & -0.462 & 0.323095 \tabularnewline
8 & 0.186334 & 1.2774 & 0.10386 \tabularnewline
9 & -0.166802 & -1.1435 & 0.129303 \tabularnewline
10 & -0.151809 & -1.0408 & 0.151658 \tabularnewline
11 & 0.247654 & 1.6978 & 0.048076 \tabularnewline
12 & -0.246821 & -1.6921 & 0.048622 \tabularnewline
13 & -0.052328 & -0.3587 & 0.360698 \tabularnewline
14 & -0.228336 & -1.5654 & 0.0621 \tabularnewline
15 & 0.002751 & 0.0189 & 0.492517 \tabularnewline
16 & -0.009646 & -0.0661 & 0.473776 \tabularnewline
17 & -0.004346 & -0.0298 & 0.488179 \tabularnewline
18 & 0.099412 & 0.6815 & 0.249439 \tabularnewline
19 & -0.074082 & -0.5079 & 0.306956 \tabularnewline
20 & 0.073893 & 0.5066 & 0.307408 \tabularnewline
21 & -0.044214 & -0.3031 & 0.38157 \tabularnewline
22 & -0.15568 & -1.0673 & 0.145647 \tabularnewline
23 & 0.069952 & 0.4796 & 0.316881 \tabularnewline
24 & -0.008795 & -0.0603 & 0.476089 \tabularnewline
25 & 0.009821 & 0.0673 & 0.473302 \tabularnewline
26 & -0.078294 & -0.5368 & 0.296983 \tabularnewline
27 & 0.019205 & 0.1317 & 0.447907 \tabularnewline
28 & -0.037263 & -0.2555 & 0.399741 \tabularnewline
29 & -0.015832 & -0.1085 & 0.457016 \tabularnewline
30 & 0.094942 & 0.6509 & 0.259144 \tabularnewline
31 & -0.02738 & -0.1877 & 0.425957 \tabularnewline
32 & -0.035775 & -0.2453 & 0.40366 \tabularnewline
33 & -0.09978 & -0.6841 & 0.248649 \tabularnewline
34 & -0.052333 & -0.3588 & 0.360685 \tabularnewline
35 & 0.033387 & 0.2289 & 0.409973 \tabularnewline
36 & 0.005762 & 0.0395 & 0.484328 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59191&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]-0.060889[/C][C]-0.4174[/C][C]0.33913[/C][/ROW]
[ROW][C]2[/C][C]0.032894[/C][C]0.2255[/C][C]0.411281[/C][/ROW]
[ROW][C]3[/C][C]0.242849[/C][C]1.6649[/C][C]0.051294[/C][/ROW]
[ROW][C]4[/C][C]0.084643[/C][C]0.5803[/C][C]0.282248[/C][/ROW]
[ROW][C]5[/C][C]-0.022607[/C][C]-0.155[/C][C]0.438748[/C][/ROW]
[ROW][C]6[/C][C]0.018085[/C][C]0.124[/C][C]0.450929[/C][/ROW]
[ROW][C]7[/C][C]-0.067394[/C][C]-0.462[/C][C]0.323095[/C][/ROW]
[ROW][C]8[/C][C]0.186334[/C][C]1.2774[/C][C]0.10386[/C][/ROW]
[ROW][C]9[/C][C]-0.166802[/C][C]-1.1435[/C][C]0.129303[/C][/ROW]
[ROW][C]10[/C][C]-0.151809[/C][C]-1.0408[/C][C]0.151658[/C][/ROW]
[ROW][C]11[/C][C]0.247654[/C][C]1.6978[/C][C]0.048076[/C][/ROW]
[ROW][C]12[/C][C]-0.246821[/C][C]-1.6921[/C][C]0.048622[/C][/ROW]
[ROW][C]13[/C][C]-0.052328[/C][C]-0.3587[/C][C]0.360698[/C][/ROW]
[ROW][C]14[/C][C]-0.228336[/C][C]-1.5654[/C][C]0.0621[/C][/ROW]
[ROW][C]15[/C][C]0.002751[/C][C]0.0189[/C][C]0.492517[/C][/ROW]
[ROW][C]16[/C][C]-0.009646[/C][C]-0.0661[/C][C]0.473776[/C][/ROW]
[ROW][C]17[/C][C]-0.004346[/C][C]-0.0298[/C][C]0.488179[/C][/ROW]
[ROW][C]18[/C][C]0.099412[/C][C]0.6815[/C][C]0.249439[/C][/ROW]
[ROW][C]19[/C][C]-0.074082[/C][C]-0.5079[/C][C]0.306956[/C][/ROW]
[ROW][C]20[/C][C]0.073893[/C][C]0.5066[/C][C]0.307408[/C][/ROW]
[ROW][C]21[/C][C]-0.044214[/C][C]-0.3031[/C][C]0.38157[/C][/ROW]
[ROW][C]22[/C][C]-0.15568[/C][C]-1.0673[/C][C]0.145647[/C][/ROW]
[ROW][C]23[/C][C]0.069952[/C][C]0.4796[/C][C]0.316881[/C][/ROW]
[ROW][C]24[/C][C]-0.008795[/C][C]-0.0603[/C][C]0.476089[/C][/ROW]
[ROW][C]25[/C][C]0.009821[/C][C]0.0673[/C][C]0.473302[/C][/ROW]
[ROW][C]26[/C][C]-0.078294[/C][C]-0.5368[/C][C]0.296983[/C][/ROW]
[ROW][C]27[/C][C]0.019205[/C][C]0.1317[/C][C]0.447907[/C][/ROW]
[ROW][C]28[/C][C]-0.037263[/C][C]-0.2555[/C][C]0.399741[/C][/ROW]
[ROW][C]29[/C][C]-0.015832[/C][C]-0.1085[/C][C]0.457016[/C][/ROW]
[ROW][C]30[/C][C]0.094942[/C][C]0.6509[/C][C]0.259144[/C][/ROW]
[ROW][C]31[/C][C]-0.02738[/C][C]-0.1877[/C][C]0.425957[/C][/ROW]
[ROW][C]32[/C][C]-0.035775[/C][C]-0.2453[/C][C]0.40366[/C][/ROW]
[ROW][C]33[/C][C]-0.09978[/C][C]-0.6841[/C][C]0.248649[/C][/ROW]
[ROW][C]34[/C][C]-0.052333[/C][C]-0.3588[/C][C]0.360685[/C][/ROW]
[ROW][C]35[/C][C]0.033387[/C][C]0.2289[/C][C]0.409973[/C][/ROW]
[ROW][C]36[/C][C]0.005762[/C][C]0.0395[/C][C]0.484328[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59191&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59191&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
1-0.060889-0.41740.33913
20.0328940.22550.411281
30.2428491.66490.051294
40.0846430.58030.282248
5-0.022607-0.1550.438748
60.0180850.1240.450929
7-0.067394-0.4620.323095
80.1863341.27740.10386
9-0.166802-1.14350.129303
10-0.151809-1.04080.151658
110.2476541.69780.048076
12-0.246821-1.69210.048622
13-0.052328-0.35870.360698
14-0.228336-1.56540.0621
150.0027510.01890.492517
16-0.009646-0.06610.473776
17-0.004346-0.02980.488179
180.0994120.68150.249439
19-0.074082-0.50790.306956
200.0738930.50660.307408
21-0.044214-0.30310.38157
22-0.15568-1.06730.145647
230.0699520.47960.316881
24-0.008795-0.06030.476089
250.0098210.06730.473302
26-0.078294-0.53680.296983
270.0192050.13170.447907
28-0.037263-0.25550.399741
29-0.015832-0.10850.457016
300.0949420.65090.259144
31-0.02738-0.18770.425957
32-0.035775-0.24530.40366
33-0.09978-0.68410.248649
34-0.052333-0.35880.360685
350.0333870.22890.409973
360.0057620.03950.484328



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')