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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 11:04:56 -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/t12590859315zxwvh6kdua8v0n.htm/, Retrieved Sun, 16 Jun 2024 21:02:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59194, Retrieved Sun, 16 Jun 2024 21:02:53 +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 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [] [2009-11-24 18:04:56] [508aab72d879399b4187e5fcd8f7c773] [Current]
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Dataseries X:
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59194&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]2 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=59194&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59194&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.837945.80540
20.4999423.46370.000566
30.2041411.41430.081859
40.0812750.56310.287998
50.1295630.89760.186929
60.2201321.52510.066896
70.2503951.73480.044598
80.2112561.46360.074907
90.1440790.99820.161593
100.1096960.760.225486
110.1051890.72880.234842
120.091280.63240.265062
130.055340.38340.351557
14-0.005552-0.03850.484739
15-0.072757-0.50410.308257
16-0.119629-0.82880.205656
17-0.155207-1.07530.143806
18-0.180772-1.25240.108242
19-0.198158-1.37290.088085
20-0.210872-1.4610.075271
21-0.234628-1.62560.055297
22-0.274045-1.89860.031816
23-0.300778-2.08380.021261
24-0.292434-2.0260.024169
25-0.247373-1.71380.046504
26-0.195329-1.35330.091153
27-0.175998-1.21930.114335
28-0.180394-1.24980.108715
29-0.167071-1.15750.126397
30-0.109687-0.75990.225505
31-0.026434-0.18310.427731
320.0167640.11610.454011
33-0.033446-0.23170.408871
34-0.152056-1.05350.148699
35-0.260347-1.80370.038775
36-0.26491-1.83530.036327

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.83794 & 5.8054 & 0 \tabularnewline
2 & 0.499942 & 3.4637 & 0.000566 \tabularnewline
3 & 0.204141 & 1.4143 & 0.081859 \tabularnewline
4 & 0.081275 & 0.5631 & 0.287998 \tabularnewline
5 & 0.129563 & 0.8976 & 0.186929 \tabularnewline
6 & 0.220132 & 1.5251 & 0.066896 \tabularnewline
7 & 0.250395 & 1.7348 & 0.044598 \tabularnewline
8 & 0.211256 & 1.4636 & 0.074907 \tabularnewline
9 & 0.144079 & 0.9982 & 0.161593 \tabularnewline
10 & 0.109696 & 0.76 & 0.225486 \tabularnewline
11 & 0.105189 & 0.7288 & 0.234842 \tabularnewline
12 & 0.09128 & 0.6324 & 0.265062 \tabularnewline
13 & 0.05534 & 0.3834 & 0.351557 \tabularnewline
14 & -0.005552 & -0.0385 & 0.484739 \tabularnewline
15 & -0.072757 & -0.5041 & 0.308257 \tabularnewline
16 & -0.119629 & -0.8288 & 0.205656 \tabularnewline
17 & -0.155207 & -1.0753 & 0.143806 \tabularnewline
18 & -0.180772 & -1.2524 & 0.108242 \tabularnewline
19 & -0.198158 & -1.3729 & 0.088085 \tabularnewline
20 & -0.210872 & -1.461 & 0.075271 \tabularnewline
21 & -0.234628 & -1.6256 & 0.055297 \tabularnewline
22 & -0.274045 & -1.8986 & 0.031816 \tabularnewline
23 & -0.300778 & -2.0838 & 0.021261 \tabularnewline
24 & -0.292434 & -2.026 & 0.024169 \tabularnewline
25 & -0.247373 & -1.7138 & 0.046504 \tabularnewline
26 & -0.195329 & -1.3533 & 0.091153 \tabularnewline
27 & -0.175998 & -1.2193 & 0.114335 \tabularnewline
28 & -0.180394 & -1.2498 & 0.108715 \tabularnewline
29 & -0.167071 & -1.1575 & 0.126397 \tabularnewline
30 & -0.109687 & -0.7599 & 0.225505 \tabularnewline
31 & -0.026434 & -0.1831 & 0.427731 \tabularnewline
32 & 0.016764 & 0.1161 & 0.454011 \tabularnewline
33 & -0.033446 & -0.2317 & 0.408871 \tabularnewline
34 & -0.152056 & -1.0535 & 0.148699 \tabularnewline
35 & -0.260347 & -1.8037 & 0.038775 \tabularnewline
36 & -0.26491 & -1.8353 & 0.036327 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59194&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]0.83794[/C][C]5.8054[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.499942[/C][C]3.4637[/C][C]0.000566[/C][/ROW]
[ROW][C]3[/C][C]0.204141[/C][C]1.4143[/C][C]0.081859[/C][/ROW]
[ROW][C]4[/C][C]0.081275[/C][C]0.5631[/C][C]0.287998[/C][/ROW]
[ROW][C]5[/C][C]0.129563[/C][C]0.8976[/C][C]0.186929[/C][/ROW]
[ROW][C]6[/C][C]0.220132[/C][C]1.5251[/C][C]0.066896[/C][/ROW]
[ROW][C]7[/C][C]0.250395[/C][C]1.7348[/C][C]0.044598[/C][/ROW]
[ROW][C]8[/C][C]0.211256[/C][C]1.4636[/C][C]0.074907[/C][/ROW]
[ROW][C]9[/C][C]0.144079[/C][C]0.9982[/C][C]0.161593[/C][/ROW]
[ROW][C]10[/C][C]0.109696[/C][C]0.76[/C][C]0.225486[/C][/ROW]
[ROW][C]11[/C][C]0.105189[/C][C]0.7288[/C][C]0.234842[/C][/ROW]
[ROW][C]12[/C][C]0.09128[/C][C]0.6324[/C][C]0.265062[/C][/ROW]
[ROW][C]13[/C][C]0.05534[/C][C]0.3834[/C][C]0.351557[/C][/ROW]
[ROW][C]14[/C][C]-0.005552[/C][C]-0.0385[/C][C]0.484739[/C][/ROW]
[ROW][C]15[/C][C]-0.072757[/C][C]-0.5041[/C][C]0.308257[/C][/ROW]
[ROW][C]16[/C][C]-0.119629[/C][C]-0.8288[/C][C]0.205656[/C][/ROW]
[ROW][C]17[/C][C]-0.155207[/C][C]-1.0753[/C][C]0.143806[/C][/ROW]
[ROW][C]18[/C][C]-0.180772[/C][C]-1.2524[/C][C]0.108242[/C][/ROW]
[ROW][C]19[/C][C]-0.198158[/C][C]-1.3729[/C][C]0.088085[/C][/ROW]
[ROW][C]20[/C][C]-0.210872[/C][C]-1.461[/C][C]0.075271[/C][/ROW]
[ROW][C]21[/C][C]-0.234628[/C][C]-1.6256[/C][C]0.055297[/C][/ROW]
[ROW][C]22[/C][C]-0.274045[/C][C]-1.8986[/C][C]0.031816[/C][/ROW]
[ROW][C]23[/C][C]-0.300778[/C][C]-2.0838[/C][C]0.021261[/C][/ROW]
[ROW][C]24[/C][C]-0.292434[/C][C]-2.026[/C][C]0.024169[/C][/ROW]
[ROW][C]25[/C][C]-0.247373[/C][C]-1.7138[/C][C]0.046504[/C][/ROW]
[ROW][C]26[/C][C]-0.195329[/C][C]-1.3533[/C][C]0.091153[/C][/ROW]
[ROW][C]27[/C][C]-0.175998[/C][C]-1.2193[/C][C]0.114335[/C][/ROW]
[ROW][C]28[/C][C]-0.180394[/C][C]-1.2498[/C][C]0.108715[/C][/ROW]
[ROW][C]29[/C][C]-0.167071[/C][C]-1.1575[/C][C]0.126397[/C][/ROW]
[ROW][C]30[/C][C]-0.109687[/C][C]-0.7599[/C][C]0.225505[/C][/ROW]
[ROW][C]31[/C][C]-0.026434[/C][C]-0.1831[/C][C]0.427731[/C][/ROW]
[ROW][C]32[/C][C]0.016764[/C][C]0.1161[/C][C]0.454011[/C][/ROW]
[ROW][C]33[/C][C]-0.033446[/C][C]-0.2317[/C][C]0.408871[/C][/ROW]
[ROW][C]34[/C][C]-0.152056[/C][C]-1.0535[/C][C]0.148699[/C][/ROW]
[ROW][C]35[/C][C]-0.260347[/C][C]-1.8037[/C][C]0.038775[/C][/ROW]
[ROW][C]36[/C][C]-0.26491[/C][C]-1.8353[/C][C]0.036327[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59194&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59194&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
10.837945.80540
20.4999423.46370.000566
30.2041411.41430.081859
40.0812750.56310.287998
50.1295630.89760.186929
60.2201321.52510.066896
70.2503951.73480.044598
80.2112561.46360.074907
90.1440790.99820.161593
100.1096960.760.225486
110.1051890.72880.234842
120.091280.63240.265062
130.055340.38340.351557
14-0.005552-0.03850.484739
15-0.072757-0.50410.308257
16-0.119629-0.82880.205656
17-0.155207-1.07530.143806
18-0.180772-1.25240.108242
19-0.198158-1.37290.088085
20-0.210872-1.4610.075271
21-0.234628-1.62560.055297
22-0.274045-1.89860.031816
23-0.300778-2.08380.021261
24-0.292434-2.0260.024169
25-0.247373-1.71380.046504
26-0.195329-1.35330.091153
27-0.175998-1.21930.114335
28-0.180394-1.24980.108715
29-0.167071-1.15750.126397
30-0.109687-0.75990.225505
31-0.026434-0.18310.427731
320.0167640.11610.454011
33-0.033446-0.23170.408871
34-0.152056-1.05350.148699
35-0.260347-1.80370.038775
36-0.26491-1.83530.036327







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.837945.80540
2-0.678859-4.70331.1e-05
30.4338663.00590.002101
40.1146420.79430.215476
50.1001210.69370.24562
6-0.222019-1.53820.065284
70.1564551.0840.1419
80.0621440.43050.334362
9-0.028255-0.19580.422814
100.0746830.51740.30362
11-0.159082-1.10220.137946
120.0218470.15140.440164
130.011580.08020.468196
14-0.120648-0.83590.203683
15-0.078176-0.54160.295293
16-0.018856-0.13060.448305
17-0.135217-0.93680.176773
180.0117850.08160.467633
19-0.081135-0.56210.288324
20-0.026166-0.18130.428454
21-0.259961-1.80110.038988
220.09010.62420.267716
230.0414110.28690.387711
24-0.08507-0.58940.279184
250.0388080.26890.394592
26-0.116676-0.80840.211438
270.0445170.30840.379547
280.1385850.96010.170896
290.1003990.69560.245023
30-0.014964-0.10370.45893
31-0.016061-0.11130.455931
32-0.065225-0.45190.326692
33-0.167961-1.16370.125155
34-0.007904-0.05480.478277
35-0.025538-0.17690.430152
360.0512560.35510.362032

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.83794 & 5.8054 & 0 \tabularnewline
2 & -0.678859 & -4.7033 & 1.1e-05 \tabularnewline
3 & 0.433866 & 3.0059 & 0.002101 \tabularnewline
4 & 0.114642 & 0.7943 & 0.215476 \tabularnewline
5 & 0.100121 & 0.6937 & 0.24562 \tabularnewline
6 & -0.222019 & -1.5382 & 0.065284 \tabularnewline
7 & 0.156455 & 1.084 & 0.1419 \tabularnewline
8 & 0.062144 & 0.4305 & 0.334362 \tabularnewline
9 & -0.028255 & -0.1958 & 0.422814 \tabularnewline
10 & 0.074683 & 0.5174 & 0.30362 \tabularnewline
11 & -0.159082 & -1.1022 & 0.137946 \tabularnewline
12 & 0.021847 & 0.1514 & 0.440164 \tabularnewline
13 & 0.01158 & 0.0802 & 0.468196 \tabularnewline
14 & -0.120648 & -0.8359 & 0.203683 \tabularnewline
15 & -0.078176 & -0.5416 & 0.295293 \tabularnewline
16 & -0.018856 & -0.1306 & 0.448305 \tabularnewline
17 & -0.135217 & -0.9368 & 0.176773 \tabularnewline
18 & 0.011785 & 0.0816 & 0.467633 \tabularnewline
19 & -0.081135 & -0.5621 & 0.288324 \tabularnewline
20 & -0.026166 & -0.1813 & 0.428454 \tabularnewline
21 & -0.259961 & -1.8011 & 0.038988 \tabularnewline
22 & 0.0901 & 0.6242 & 0.267716 \tabularnewline
23 & 0.041411 & 0.2869 & 0.387711 \tabularnewline
24 & -0.08507 & -0.5894 & 0.279184 \tabularnewline
25 & 0.038808 & 0.2689 & 0.394592 \tabularnewline
26 & -0.116676 & -0.8084 & 0.211438 \tabularnewline
27 & 0.044517 & 0.3084 & 0.379547 \tabularnewline
28 & 0.138585 & 0.9601 & 0.170896 \tabularnewline
29 & 0.100399 & 0.6956 & 0.245023 \tabularnewline
30 & -0.014964 & -0.1037 & 0.45893 \tabularnewline
31 & -0.016061 & -0.1113 & 0.455931 \tabularnewline
32 & -0.065225 & -0.4519 & 0.326692 \tabularnewline
33 & -0.167961 & -1.1637 & 0.125155 \tabularnewline
34 & -0.007904 & -0.0548 & 0.478277 \tabularnewline
35 & -0.025538 & -0.1769 & 0.430152 \tabularnewline
36 & 0.051256 & 0.3551 & 0.362032 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59194&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]0.83794[/C][C]5.8054[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.678859[/C][C]-4.7033[/C][C]1.1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.433866[/C][C]3.0059[/C][C]0.002101[/C][/ROW]
[ROW][C]4[/C][C]0.114642[/C][C]0.7943[/C][C]0.215476[/C][/ROW]
[ROW][C]5[/C][C]0.100121[/C][C]0.6937[/C][C]0.24562[/C][/ROW]
[ROW][C]6[/C][C]-0.222019[/C][C]-1.5382[/C][C]0.065284[/C][/ROW]
[ROW][C]7[/C][C]0.156455[/C][C]1.084[/C][C]0.1419[/C][/ROW]
[ROW][C]8[/C][C]0.062144[/C][C]0.4305[/C][C]0.334362[/C][/ROW]
[ROW][C]9[/C][C]-0.028255[/C][C]-0.1958[/C][C]0.422814[/C][/ROW]
[ROW][C]10[/C][C]0.074683[/C][C]0.5174[/C][C]0.30362[/C][/ROW]
[ROW][C]11[/C][C]-0.159082[/C][C]-1.1022[/C][C]0.137946[/C][/ROW]
[ROW][C]12[/C][C]0.021847[/C][C]0.1514[/C][C]0.440164[/C][/ROW]
[ROW][C]13[/C][C]0.01158[/C][C]0.0802[/C][C]0.468196[/C][/ROW]
[ROW][C]14[/C][C]-0.120648[/C][C]-0.8359[/C][C]0.203683[/C][/ROW]
[ROW][C]15[/C][C]-0.078176[/C][C]-0.5416[/C][C]0.295293[/C][/ROW]
[ROW][C]16[/C][C]-0.018856[/C][C]-0.1306[/C][C]0.448305[/C][/ROW]
[ROW][C]17[/C][C]-0.135217[/C][C]-0.9368[/C][C]0.176773[/C][/ROW]
[ROW][C]18[/C][C]0.011785[/C][C]0.0816[/C][C]0.467633[/C][/ROW]
[ROW][C]19[/C][C]-0.081135[/C][C]-0.5621[/C][C]0.288324[/C][/ROW]
[ROW][C]20[/C][C]-0.026166[/C][C]-0.1813[/C][C]0.428454[/C][/ROW]
[ROW][C]21[/C][C]-0.259961[/C][C]-1.8011[/C][C]0.038988[/C][/ROW]
[ROW][C]22[/C][C]0.0901[/C][C]0.6242[/C][C]0.267716[/C][/ROW]
[ROW][C]23[/C][C]0.041411[/C][C]0.2869[/C][C]0.387711[/C][/ROW]
[ROW][C]24[/C][C]-0.08507[/C][C]-0.5894[/C][C]0.279184[/C][/ROW]
[ROW][C]25[/C][C]0.038808[/C][C]0.2689[/C][C]0.394592[/C][/ROW]
[ROW][C]26[/C][C]-0.116676[/C][C]-0.8084[/C][C]0.211438[/C][/ROW]
[ROW][C]27[/C][C]0.044517[/C][C]0.3084[/C][C]0.379547[/C][/ROW]
[ROW][C]28[/C][C]0.138585[/C][C]0.9601[/C][C]0.170896[/C][/ROW]
[ROW][C]29[/C][C]0.100399[/C][C]0.6956[/C][C]0.245023[/C][/ROW]
[ROW][C]30[/C][C]-0.014964[/C][C]-0.1037[/C][C]0.45893[/C][/ROW]
[ROW][C]31[/C][C]-0.016061[/C][C]-0.1113[/C][C]0.455931[/C][/ROW]
[ROW][C]32[/C][C]-0.065225[/C][C]-0.4519[/C][C]0.326692[/C][/ROW]
[ROW][C]33[/C][C]-0.167961[/C][C]-1.1637[/C][C]0.125155[/C][/ROW]
[ROW][C]34[/C][C]-0.007904[/C][C]-0.0548[/C][C]0.478277[/C][/ROW]
[ROW][C]35[/C][C]-0.025538[/C][C]-0.1769[/C][C]0.430152[/C][/ROW]
[ROW][C]36[/C][C]0.051256[/C][C]0.3551[/C][C]0.362032[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59194&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59194&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
10.837945.80540
2-0.678859-4.70331.1e-05
30.4338663.00590.002101
40.1146420.79430.215476
50.1001210.69370.24562
6-0.222019-1.53820.065284
70.1564551.0840.1419
80.0621440.43050.334362
9-0.028255-0.19580.422814
100.0746830.51740.30362
11-0.159082-1.10220.137946
120.0218470.15140.440164
130.011580.08020.468196
14-0.120648-0.83590.203683
15-0.078176-0.54160.295293
16-0.018856-0.13060.448305
17-0.135217-0.93680.176773
180.0117850.08160.467633
19-0.081135-0.56210.288324
20-0.026166-0.18130.428454
21-0.259961-1.80110.038988
220.09010.62420.267716
230.0414110.28690.387711
24-0.08507-0.58940.279184
250.0388080.26890.394592
26-0.116676-0.80840.211438
270.0445170.30840.379547
280.1385850.96010.170896
290.1003990.69560.245023
30-0.014964-0.10370.45893
31-0.016061-0.11130.455931
32-0.065225-0.45190.326692
33-0.167961-1.16370.125155
34-0.007904-0.05480.478277
35-0.025538-0.17690.430152
360.0512560.35510.362032



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')