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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 11:29:00 -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/t1259087384qmlf71af39mvpfo.htm/, Retrieved Mon, 22 Jul 2024 20:47:42 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59210, Retrieved Mon, 22 Jul 2024 20:47:42 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWS 8- methode 1 link 2
Estimated Impact198
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] [WS 8] [2009-11-24 18:29:00] [100339cefec36dfa6f2b82a1c918e250] [Current]
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Dataseries X:
162
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=59210&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=59210&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59210&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
10.9058196.34070
20.8176375.72350
30.7013264.90935e-06
40.5853424.09747.8e-05
50.4641353.24890.001048
60.3576852.50380.007833
70.2730061.9110.030929
80.1986721.39070.085299
90.1326450.92850.178846
100.06350.44450.329318
110.0186810.13080.448247
12-0.054694-0.38290.351742
13-0.100704-0.70490.242097
14-0.158184-1.10730.136788
15-0.225422-1.5780.060505
16-0.274695-1.92290.03016
17-0.321131-2.24790.014558
18-0.369448-2.58610.006364
19-0.410786-2.87550.002977
20-0.431412-3.01990.002004
21-0.456823-3.19780.001214
22-0.441281-3.0890.001653
23-0.421473-2.95030.002429
24-0.360477-2.52330.007459
25-0.320362-2.24250.014742
26-0.2776-1.94320.028874
27-0.242394-1.69680.048044
28-0.209428-1.4660.074519
29-0.188238-1.31770.096871
30-0.160036-1.12030.134034
31-0.124585-0.87210.193705
32-0.108676-0.76070.225232
33-0.051984-0.36390.358754
34-0.005423-0.0380.484937
350.0385710.270.394149
360.0601080.42080.337888

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.905819 & 6.3407 & 0 \tabularnewline
2 & 0.817637 & 5.7235 & 0 \tabularnewline
3 & 0.701326 & 4.9093 & 5e-06 \tabularnewline
4 & 0.585342 & 4.0974 & 7.8e-05 \tabularnewline
5 & 0.464135 & 3.2489 & 0.001048 \tabularnewline
6 & 0.357685 & 2.5038 & 0.007833 \tabularnewline
7 & 0.273006 & 1.911 & 0.030929 \tabularnewline
8 & 0.198672 & 1.3907 & 0.085299 \tabularnewline
9 & 0.132645 & 0.9285 & 0.178846 \tabularnewline
10 & 0.0635 & 0.4445 & 0.329318 \tabularnewline
11 & 0.018681 & 0.1308 & 0.448247 \tabularnewline
12 & -0.054694 & -0.3829 & 0.351742 \tabularnewline
13 & -0.100704 & -0.7049 & 0.242097 \tabularnewline
14 & -0.158184 & -1.1073 & 0.136788 \tabularnewline
15 & -0.225422 & -1.578 & 0.060505 \tabularnewline
16 & -0.274695 & -1.9229 & 0.03016 \tabularnewline
17 & -0.321131 & -2.2479 & 0.014558 \tabularnewline
18 & -0.369448 & -2.5861 & 0.006364 \tabularnewline
19 & -0.410786 & -2.8755 & 0.002977 \tabularnewline
20 & -0.431412 & -3.0199 & 0.002004 \tabularnewline
21 & -0.456823 & -3.1978 & 0.001214 \tabularnewline
22 & -0.441281 & -3.089 & 0.001653 \tabularnewline
23 & -0.421473 & -2.9503 & 0.002429 \tabularnewline
24 & -0.360477 & -2.5233 & 0.007459 \tabularnewline
25 & -0.320362 & -2.2425 & 0.014742 \tabularnewline
26 & -0.2776 & -1.9432 & 0.028874 \tabularnewline
27 & -0.242394 & -1.6968 & 0.048044 \tabularnewline
28 & -0.209428 & -1.466 & 0.074519 \tabularnewline
29 & -0.188238 & -1.3177 & 0.096871 \tabularnewline
30 & -0.160036 & -1.1203 & 0.134034 \tabularnewline
31 & -0.124585 & -0.8721 & 0.193705 \tabularnewline
32 & -0.108676 & -0.7607 & 0.225232 \tabularnewline
33 & -0.051984 & -0.3639 & 0.358754 \tabularnewline
34 & -0.005423 & -0.038 & 0.484937 \tabularnewline
35 & 0.038571 & 0.27 & 0.394149 \tabularnewline
36 & 0.060108 & 0.4208 & 0.337888 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59210&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]0.905819[/C][C]6.3407[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.817637[/C][C]5.7235[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.701326[/C][C]4.9093[/C][C]5e-06[/C][/ROW]
[ROW][C]4[/C][C]0.585342[/C][C]4.0974[/C][C]7.8e-05[/C][/ROW]
[ROW][C]5[/C][C]0.464135[/C][C]3.2489[/C][C]0.001048[/C][/ROW]
[ROW][C]6[/C][C]0.357685[/C][C]2.5038[/C][C]0.007833[/C][/ROW]
[ROW][C]7[/C][C]0.273006[/C][C]1.911[/C][C]0.030929[/C][/ROW]
[ROW][C]8[/C][C]0.198672[/C][C]1.3907[/C][C]0.085299[/C][/ROW]
[ROW][C]9[/C][C]0.132645[/C][C]0.9285[/C][C]0.178846[/C][/ROW]
[ROW][C]10[/C][C]0.0635[/C][C]0.4445[/C][C]0.329318[/C][/ROW]
[ROW][C]11[/C][C]0.018681[/C][C]0.1308[/C][C]0.448247[/C][/ROW]
[ROW][C]12[/C][C]-0.054694[/C][C]-0.3829[/C][C]0.351742[/C][/ROW]
[ROW][C]13[/C][C]-0.100704[/C][C]-0.7049[/C][C]0.242097[/C][/ROW]
[ROW][C]14[/C][C]-0.158184[/C][C]-1.1073[/C][C]0.136788[/C][/ROW]
[ROW][C]15[/C][C]-0.225422[/C][C]-1.578[/C][C]0.060505[/C][/ROW]
[ROW][C]16[/C][C]-0.274695[/C][C]-1.9229[/C][C]0.03016[/C][/ROW]
[ROW][C]17[/C][C]-0.321131[/C][C]-2.2479[/C][C]0.014558[/C][/ROW]
[ROW][C]18[/C][C]-0.369448[/C][C]-2.5861[/C][C]0.006364[/C][/ROW]
[ROW][C]19[/C][C]-0.410786[/C][C]-2.8755[/C][C]0.002977[/C][/ROW]
[ROW][C]20[/C][C]-0.431412[/C][C]-3.0199[/C][C]0.002004[/C][/ROW]
[ROW][C]21[/C][C]-0.456823[/C][C]-3.1978[/C][C]0.001214[/C][/ROW]
[ROW][C]22[/C][C]-0.441281[/C][C]-3.089[/C][C]0.001653[/C][/ROW]
[ROW][C]23[/C][C]-0.421473[/C][C]-2.9503[/C][C]0.002429[/C][/ROW]
[ROW][C]24[/C][C]-0.360477[/C][C]-2.5233[/C][C]0.007459[/C][/ROW]
[ROW][C]25[/C][C]-0.320362[/C][C]-2.2425[/C][C]0.014742[/C][/ROW]
[ROW][C]26[/C][C]-0.2776[/C][C]-1.9432[/C][C]0.028874[/C][/ROW]
[ROW][C]27[/C][C]-0.242394[/C][C]-1.6968[/C][C]0.048044[/C][/ROW]
[ROW][C]28[/C][C]-0.209428[/C][C]-1.466[/C][C]0.074519[/C][/ROW]
[ROW][C]29[/C][C]-0.188238[/C][C]-1.3177[/C][C]0.096871[/C][/ROW]
[ROW][C]30[/C][C]-0.160036[/C][C]-1.1203[/C][C]0.134034[/C][/ROW]
[ROW][C]31[/C][C]-0.124585[/C][C]-0.8721[/C][C]0.193705[/C][/ROW]
[ROW][C]32[/C][C]-0.108676[/C][C]-0.7607[/C][C]0.225232[/C][/ROW]
[ROW][C]33[/C][C]-0.051984[/C][C]-0.3639[/C][C]0.358754[/C][/ROW]
[ROW][C]34[/C][C]-0.005423[/C][C]-0.038[/C][C]0.484937[/C][/ROW]
[ROW][C]35[/C][C]0.038571[/C][C]0.27[/C][C]0.394149[/C][/ROW]
[ROW][C]36[/C][C]0.060108[/C][C]0.4208[/C][C]0.337888[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59210&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59210&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
10.9058196.34070
20.8176375.72350
30.7013264.90935e-06
40.5853424.09747.8e-05
50.4641353.24890.001048
60.3576852.50380.007833
70.2730061.9110.030929
80.1986721.39070.085299
90.1326450.92850.178846
100.06350.44450.329318
110.0186810.13080.448247
12-0.054694-0.38290.351742
13-0.100704-0.70490.242097
14-0.158184-1.10730.136788
15-0.225422-1.5780.060505
16-0.274695-1.92290.03016
17-0.321131-2.24790.014558
18-0.369448-2.58610.006364
19-0.410786-2.87550.002977
20-0.431412-3.01990.002004
21-0.456823-3.19780.001214
22-0.441281-3.0890.001653
23-0.421473-2.95030.002429
24-0.360477-2.52330.007459
25-0.320362-2.24250.014742
26-0.2776-1.94320.028874
27-0.242394-1.69680.048044
28-0.209428-1.4660.074519
29-0.188238-1.31770.096871
30-0.160036-1.12030.134034
31-0.124585-0.87210.193705
32-0.108676-0.76070.225232
33-0.051984-0.36390.358754
34-0.005423-0.0380.484937
350.0385710.270.394149
360.0601080.42080.337888







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9058196.34070
2-0.015992-0.11190.455663
3-0.204313-1.43020.079504
4-0.077896-0.54530.29402
5-0.082942-0.58060.282087
60.0027280.01910.49242
70.0614910.43040.334383
8-0.018944-0.13260.447523
9-0.05006-0.35040.363763
10-0.103224-0.72260.23669
110.0582680.40790.34257
12-0.195676-1.36970.088507
130.0579460.40560.343394
14-0.075408-0.52790.299991
15-0.180018-1.26010.106797
160.0467870.32750.372339
17-0.043912-0.30740.379926
18-0.131852-0.9230.180275
19-0.035636-0.24950.402026
200.0198470.13890.445038
21-0.116141-0.8130.210078
220.127930.89550.187446
230.0486650.34070.367411
240.0893330.62530.267328
25-0.137636-0.96340.170027
26-0.025419-0.17790.429755
27-0.088259-0.61780.269781
280.0145560.10190.459629
29-0.001327-0.00930.496314
300.0239490.16760.433776
310.0079370.05560.477961
32-0.091536-0.64080.262334
330.15291.07030.144864
340.028060.19640.422548
35-0.118484-0.82940.205453
36-0.099842-0.69890.243962

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.905819 & 6.3407 & 0 \tabularnewline
2 & -0.015992 & -0.1119 & 0.455663 \tabularnewline
3 & -0.204313 & -1.4302 & 0.079504 \tabularnewline
4 & -0.077896 & -0.5453 & 0.29402 \tabularnewline
5 & -0.082942 & -0.5806 & 0.282087 \tabularnewline
6 & 0.002728 & 0.0191 & 0.49242 \tabularnewline
7 & 0.061491 & 0.4304 & 0.334383 \tabularnewline
8 & -0.018944 & -0.1326 & 0.447523 \tabularnewline
9 & -0.05006 & -0.3504 & 0.363763 \tabularnewline
10 & -0.103224 & -0.7226 & 0.23669 \tabularnewline
11 & 0.058268 & 0.4079 & 0.34257 \tabularnewline
12 & -0.195676 & -1.3697 & 0.088507 \tabularnewline
13 & 0.057946 & 0.4056 & 0.343394 \tabularnewline
14 & -0.075408 & -0.5279 & 0.299991 \tabularnewline
15 & -0.180018 & -1.2601 & 0.106797 \tabularnewline
16 & 0.046787 & 0.3275 & 0.372339 \tabularnewline
17 & -0.043912 & -0.3074 & 0.379926 \tabularnewline
18 & -0.131852 & -0.923 & 0.180275 \tabularnewline
19 & -0.035636 & -0.2495 & 0.402026 \tabularnewline
20 & 0.019847 & 0.1389 & 0.445038 \tabularnewline
21 & -0.116141 & -0.813 & 0.210078 \tabularnewline
22 & 0.12793 & 0.8955 & 0.187446 \tabularnewline
23 & 0.048665 & 0.3407 & 0.367411 \tabularnewline
24 & 0.089333 & 0.6253 & 0.267328 \tabularnewline
25 & -0.137636 & -0.9634 & 0.170027 \tabularnewline
26 & -0.025419 & -0.1779 & 0.429755 \tabularnewline
27 & -0.088259 & -0.6178 & 0.269781 \tabularnewline
28 & 0.014556 & 0.1019 & 0.459629 \tabularnewline
29 & -0.001327 & -0.0093 & 0.496314 \tabularnewline
30 & 0.023949 & 0.1676 & 0.433776 \tabularnewline
31 & 0.007937 & 0.0556 & 0.477961 \tabularnewline
32 & -0.091536 & -0.6408 & 0.262334 \tabularnewline
33 & 0.1529 & 1.0703 & 0.144864 \tabularnewline
34 & 0.02806 & 0.1964 & 0.422548 \tabularnewline
35 & -0.118484 & -0.8294 & 0.205453 \tabularnewline
36 & -0.099842 & -0.6989 & 0.243962 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59210&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]0.905819[/C][C]6.3407[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.015992[/C][C]-0.1119[/C][C]0.455663[/C][/ROW]
[ROW][C]3[/C][C]-0.204313[/C][C]-1.4302[/C][C]0.079504[/C][/ROW]
[ROW][C]4[/C][C]-0.077896[/C][C]-0.5453[/C][C]0.29402[/C][/ROW]
[ROW][C]5[/C][C]-0.082942[/C][C]-0.5806[/C][C]0.282087[/C][/ROW]
[ROW][C]6[/C][C]0.002728[/C][C]0.0191[/C][C]0.49242[/C][/ROW]
[ROW][C]7[/C][C]0.061491[/C][C]0.4304[/C][C]0.334383[/C][/ROW]
[ROW][C]8[/C][C]-0.018944[/C][C]-0.1326[/C][C]0.447523[/C][/ROW]
[ROW][C]9[/C][C]-0.05006[/C][C]-0.3504[/C][C]0.363763[/C][/ROW]
[ROW][C]10[/C][C]-0.103224[/C][C]-0.7226[/C][C]0.23669[/C][/ROW]
[ROW][C]11[/C][C]0.058268[/C][C]0.4079[/C][C]0.34257[/C][/ROW]
[ROW][C]12[/C][C]-0.195676[/C][C]-1.3697[/C][C]0.088507[/C][/ROW]
[ROW][C]13[/C][C]0.057946[/C][C]0.4056[/C][C]0.343394[/C][/ROW]
[ROW][C]14[/C][C]-0.075408[/C][C]-0.5279[/C][C]0.299991[/C][/ROW]
[ROW][C]15[/C][C]-0.180018[/C][C]-1.2601[/C][C]0.106797[/C][/ROW]
[ROW][C]16[/C][C]0.046787[/C][C]0.3275[/C][C]0.372339[/C][/ROW]
[ROW][C]17[/C][C]-0.043912[/C][C]-0.3074[/C][C]0.379926[/C][/ROW]
[ROW][C]18[/C][C]-0.131852[/C][C]-0.923[/C][C]0.180275[/C][/ROW]
[ROW][C]19[/C][C]-0.035636[/C][C]-0.2495[/C][C]0.402026[/C][/ROW]
[ROW][C]20[/C][C]0.019847[/C][C]0.1389[/C][C]0.445038[/C][/ROW]
[ROW][C]21[/C][C]-0.116141[/C][C]-0.813[/C][C]0.210078[/C][/ROW]
[ROW][C]22[/C][C]0.12793[/C][C]0.8955[/C][C]0.187446[/C][/ROW]
[ROW][C]23[/C][C]0.048665[/C][C]0.3407[/C][C]0.367411[/C][/ROW]
[ROW][C]24[/C][C]0.089333[/C][C]0.6253[/C][C]0.267328[/C][/ROW]
[ROW][C]25[/C][C]-0.137636[/C][C]-0.9634[/C][C]0.170027[/C][/ROW]
[ROW][C]26[/C][C]-0.025419[/C][C]-0.1779[/C][C]0.429755[/C][/ROW]
[ROW][C]27[/C][C]-0.088259[/C][C]-0.6178[/C][C]0.269781[/C][/ROW]
[ROW][C]28[/C][C]0.014556[/C][C]0.1019[/C][C]0.459629[/C][/ROW]
[ROW][C]29[/C][C]-0.001327[/C][C]-0.0093[/C][C]0.496314[/C][/ROW]
[ROW][C]30[/C][C]0.023949[/C][C]0.1676[/C][C]0.433776[/C][/ROW]
[ROW][C]31[/C][C]0.007937[/C][C]0.0556[/C][C]0.477961[/C][/ROW]
[ROW][C]32[/C][C]-0.091536[/C][C]-0.6408[/C][C]0.262334[/C][/ROW]
[ROW][C]33[/C][C]0.1529[/C][C]1.0703[/C][C]0.144864[/C][/ROW]
[ROW][C]34[/C][C]0.02806[/C][C]0.1964[/C][C]0.422548[/C][/ROW]
[ROW][C]35[/C][C]-0.118484[/C][C]-0.8294[/C][C]0.205453[/C][/ROW]
[ROW][C]36[/C][C]-0.099842[/C][C]-0.6989[/C][C]0.243962[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59210&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59210&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
10.9058196.34070
2-0.015992-0.11190.455663
3-0.204313-1.43020.079504
4-0.077896-0.54530.29402
5-0.082942-0.58060.282087
60.0027280.01910.49242
70.0614910.43040.334383
8-0.018944-0.13260.447523
9-0.05006-0.35040.363763
10-0.103224-0.72260.23669
110.0582680.40790.34257
12-0.195676-1.36970.088507
130.0579460.40560.343394
14-0.075408-0.52790.299991
15-0.180018-1.26010.106797
160.0467870.32750.372339
17-0.043912-0.30740.379926
18-0.131852-0.9230.180275
19-0.035636-0.24950.402026
200.0198470.13890.445038
21-0.116141-0.8130.210078
220.127930.89550.187446
230.0486650.34070.367411
240.0893330.62530.267328
25-0.137636-0.96340.170027
26-0.025419-0.17790.429755
27-0.088259-0.61780.269781
280.0145560.10190.459629
29-0.001327-0.00930.496314
300.0239490.16760.433776
310.0079370.05560.477961
32-0.091536-0.64080.262334
330.15291.07030.144864
340.028060.19640.422548
35-0.118484-0.82940.205453
36-0.099842-0.69890.243962



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')