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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 12:43:08 -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/t12590918978d0rhdjlwd4kzw9.htm/, Retrieved Fri, 14 Jun 2024 17:48:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59252, Retrieved Fri, 14 Jun 2024 17:48:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact190
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 19:43:08] [fc845972e0ebdb725d2fb9537c0c51aa] [Current]
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Dataseries X:
111,4
87,4
96,8
114,1
110,3
103,9
101,6
94,6
95,9
104,7
102,8
98,1
113,9
80,9
95,7
113,2
105,9
108,8
102,3
99
100,7
115,5
100,7
109,9
114,6
85,4
100,5
114,8
116,5
112,9
102
106
105,3
118,8
106,1
109,3
117,2
92,5
104,2
112,5
122,4
113,3
100
110,7
112,8
109,8
117,3
109,1
115,9
96
99,8
116,8
115,7
99,4
94,3
91
93,2
103,1
94,1
91,8
102,7




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=59252&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=59252&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59252&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
1-0.625046-4.33043.8e-05
20.0302970.20990.417315
30.3684882.5530.006958
4-0.34364-2.38080.010646
50.0878610.60870.272791
60.1511331.04710.150153
7-0.260461-1.80450.038712
80.1903831.3190.096712
9-0.074048-0.5130.305146
10-0.086344-0.59820.276256
110.2175521.50720.069151
12-0.220404-1.5270.066662
130.0774680.53670.296972
140.0595270.41240.340937
15-0.046695-0.32350.373857
16-0.079101-0.5480.293106
170.1495241.03590.152712
18-0.070905-0.49120.312746
19-0.072049-0.49920.30997
200.1244830.86240.196366
210.0076980.05330.478844
22-0.250202-1.73340.044718
230.3824182.64950.005441
24-0.281624-1.95110.028445
250.0307980.21340.41597
260.1752421.21410.115322
27-0.200091-1.38630.086036
280.0507880.35190.363238
290.1172770.81250.210252
30-0.160022-1.10870.13655
310.0791430.54830.293008
320.0252720.17510.430872
33-0.126783-0.87840.192057
340.1660861.15070.127783
35-0.155533-1.07760.143308
360.0395390.27390.392654

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.625046 & -4.3304 & 3.8e-05 \tabularnewline
2 & 0.030297 & 0.2099 & 0.417315 \tabularnewline
3 & 0.368488 & 2.553 & 0.006958 \tabularnewline
4 & -0.34364 & -2.3808 & 0.010646 \tabularnewline
5 & 0.087861 & 0.6087 & 0.272791 \tabularnewline
6 & 0.151133 & 1.0471 & 0.150153 \tabularnewline
7 & -0.260461 & -1.8045 & 0.038712 \tabularnewline
8 & 0.190383 & 1.319 & 0.096712 \tabularnewline
9 & -0.074048 & -0.513 & 0.305146 \tabularnewline
10 & -0.086344 & -0.5982 & 0.276256 \tabularnewline
11 & 0.217552 & 1.5072 & 0.069151 \tabularnewline
12 & -0.220404 & -1.527 & 0.066662 \tabularnewline
13 & 0.077468 & 0.5367 & 0.296972 \tabularnewline
14 & 0.059527 & 0.4124 & 0.340937 \tabularnewline
15 & -0.046695 & -0.3235 & 0.373857 \tabularnewline
16 & -0.079101 & -0.548 & 0.293106 \tabularnewline
17 & 0.149524 & 1.0359 & 0.152712 \tabularnewline
18 & -0.070905 & -0.4912 & 0.312746 \tabularnewline
19 & -0.072049 & -0.4992 & 0.30997 \tabularnewline
20 & 0.124483 & 0.8624 & 0.196366 \tabularnewline
21 & 0.007698 & 0.0533 & 0.478844 \tabularnewline
22 & -0.250202 & -1.7334 & 0.044718 \tabularnewline
23 & 0.382418 & 2.6495 & 0.005441 \tabularnewline
24 & -0.281624 & -1.9511 & 0.028445 \tabularnewline
25 & 0.030798 & 0.2134 & 0.41597 \tabularnewline
26 & 0.175242 & 1.2141 & 0.115322 \tabularnewline
27 & -0.200091 & -1.3863 & 0.086036 \tabularnewline
28 & 0.050788 & 0.3519 & 0.363238 \tabularnewline
29 & 0.117277 & 0.8125 & 0.210252 \tabularnewline
30 & -0.160022 & -1.1087 & 0.13655 \tabularnewline
31 & 0.079143 & 0.5483 & 0.293008 \tabularnewline
32 & 0.025272 & 0.1751 & 0.430872 \tabularnewline
33 & -0.126783 & -0.8784 & 0.192057 \tabularnewline
34 & 0.166086 & 1.1507 & 0.127783 \tabularnewline
35 & -0.155533 & -1.0776 & 0.143308 \tabularnewline
36 & 0.039539 & 0.2739 & 0.392654 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59252&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]-0.625046[/C][C]-4.3304[/C][C]3.8e-05[/C][/ROW]
[ROW][C]2[/C][C]0.030297[/C][C]0.2099[/C][C]0.417315[/C][/ROW]
[ROW][C]3[/C][C]0.368488[/C][C]2.553[/C][C]0.006958[/C][/ROW]
[ROW][C]4[/C][C]-0.34364[/C][C]-2.3808[/C][C]0.010646[/C][/ROW]
[ROW][C]5[/C][C]0.087861[/C][C]0.6087[/C][C]0.272791[/C][/ROW]
[ROW][C]6[/C][C]0.151133[/C][C]1.0471[/C][C]0.150153[/C][/ROW]
[ROW][C]7[/C][C]-0.260461[/C][C]-1.8045[/C][C]0.038712[/C][/ROW]
[ROW][C]8[/C][C]0.190383[/C][C]1.319[/C][C]0.096712[/C][/ROW]
[ROW][C]9[/C][C]-0.074048[/C][C]-0.513[/C][C]0.305146[/C][/ROW]
[ROW][C]10[/C][C]-0.086344[/C][C]-0.5982[/C][C]0.276256[/C][/ROW]
[ROW][C]11[/C][C]0.217552[/C][C]1.5072[/C][C]0.069151[/C][/ROW]
[ROW][C]12[/C][C]-0.220404[/C][C]-1.527[/C][C]0.066662[/C][/ROW]
[ROW][C]13[/C][C]0.077468[/C][C]0.5367[/C][C]0.296972[/C][/ROW]
[ROW][C]14[/C][C]0.059527[/C][C]0.4124[/C][C]0.340937[/C][/ROW]
[ROW][C]15[/C][C]-0.046695[/C][C]-0.3235[/C][C]0.373857[/C][/ROW]
[ROW][C]16[/C][C]-0.079101[/C][C]-0.548[/C][C]0.293106[/C][/ROW]
[ROW][C]17[/C][C]0.149524[/C][C]1.0359[/C][C]0.152712[/C][/ROW]
[ROW][C]18[/C][C]-0.070905[/C][C]-0.4912[/C][C]0.312746[/C][/ROW]
[ROW][C]19[/C][C]-0.072049[/C][C]-0.4992[/C][C]0.30997[/C][/ROW]
[ROW][C]20[/C][C]0.124483[/C][C]0.8624[/C][C]0.196366[/C][/ROW]
[ROW][C]21[/C][C]0.007698[/C][C]0.0533[/C][C]0.478844[/C][/ROW]
[ROW][C]22[/C][C]-0.250202[/C][C]-1.7334[/C][C]0.044718[/C][/ROW]
[ROW][C]23[/C][C]0.382418[/C][C]2.6495[/C][C]0.005441[/C][/ROW]
[ROW][C]24[/C][C]-0.281624[/C][C]-1.9511[/C][C]0.028445[/C][/ROW]
[ROW][C]25[/C][C]0.030798[/C][C]0.2134[/C][C]0.41597[/C][/ROW]
[ROW][C]26[/C][C]0.175242[/C][C]1.2141[/C][C]0.115322[/C][/ROW]
[ROW][C]27[/C][C]-0.200091[/C][C]-1.3863[/C][C]0.086036[/C][/ROW]
[ROW][C]28[/C][C]0.050788[/C][C]0.3519[/C][C]0.363238[/C][/ROW]
[ROW][C]29[/C][C]0.117277[/C][C]0.8125[/C][C]0.210252[/C][/ROW]
[ROW][C]30[/C][C]-0.160022[/C][C]-1.1087[/C][C]0.13655[/C][/ROW]
[ROW][C]31[/C][C]0.079143[/C][C]0.5483[/C][C]0.293008[/C][/ROW]
[ROW][C]32[/C][C]0.025272[/C][C]0.1751[/C][C]0.430872[/C][/ROW]
[ROW][C]33[/C][C]-0.126783[/C][C]-0.8784[/C][C]0.192057[/C][/ROW]
[ROW][C]34[/C][C]0.166086[/C][C]1.1507[/C][C]0.127783[/C][/ROW]
[ROW][C]35[/C][C]-0.155533[/C][C]-1.0776[/C][C]0.143308[/C][/ROW]
[ROW][C]36[/C][C]0.039539[/C][C]0.2739[/C][C]0.392654[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59252&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59252&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
1-0.625046-4.33043.8e-05
20.0302970.20990.417315
30.3684882.5530.006958
4-0.34364-2.38080.010646
50.0878610.60870.272791
60.1511331.04710.150153
7-0.260461-1.80450.038712
80.1903831.3190.096712
9-0.074048-0.5130.305146
10-0.086344-0.59820.276256
110.2175521.50720.069151
12-0.220404-1.5270.066662
130.0774680.53670.296972
140.0595270.41240.340937
15-0.046695-0.32350.373857
16-0.079101-0.5480.293106
170.1495241.03590.152712
18-0.070905-0.49120.312746
19-0.072049-0.49920.30997
200.1244830.86240.196366
210.0076980.05330.478844
22-0.250202-1.73340.044718
230.3824182.64950.005441
24-0.281624-1.95110.028445
250.0307980.21340.41597
260.1752421.21410.115322
27-0.200091-1.38630.086036
280.0507880.35190.363238
290.1172770.81250.210252
30-0.160022-1.10870.13655
310.0791430.54830.293008
320.0252720.17510.430872
33-0.126783-0.87840.192057
340.1660861.15070.127783
35-0.155533-1.07760.143308
360.0395390.27390.392654







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.625046-4.33043.8e-05
2-0.591457-4.09778e-05
30.0730450.50610.307562
40.1734871.2020.11764
50.0412090.28550.388243
60.0282950.1960.422706
7-0.148304-1.02750.154673
8-0.056163-0.38910.349457
9-0.109857-0.76110.225157
10-0.154453-1.07010.144968
110.1202420.83310.204469
120.0783530.54280.294873
13-0.00299-0.02070.491778
14-0.155323-1.07610.143628
150.1001480.69380.245562
16-0.073828-0.51150.305675
17-0.073587-0.50980.306255
180.0727820.50420.308197
190.0119840.0830.467087
20-0.020889-0.14470.442767
210.1481561.02650.154911
22-0.260099-1.8020.038912
230.0649760.45020.327308
24-0.008812-0.06110.475786
250.0293660.20350.419819
26-0.024155-0.16730.4339
270.1019170.70610.24177
28-0.092648-0.64190.262001
29-0.088628-0.6140.271047
300.0802060.55570.290504
31-0.003887-0.02690.489314
32-0.061863-0.42860.335066
33-0.034708-0.24050.405497
34-0.07086-0.49090.312855
35-0.086905-0.60210.274972
36-0.1199-0.83070.205131

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.625046 & -4.3304 & 3.8e-05 \tabularnewline
2 & -0.591457 & -4.0977 & 8e-05 \tabularnewline
3 & 0.073045 & 0.5061 & 0.307562 \tabularnewline
4 & 0.173487 & 1.202 & 0.11764 \tabularnewline
5 & 0.041209 & 0.2855 & 0.388243 \tabularnewline
6 & 0.028295 & 0.196 & 0.422706 \tabularnewline
7 & -0.148304 & -1.0275 & 0.154673 \tabularnewline
8 & -0.056163 & -0.3891 & 0.349457 \tabularnewline
9 & -0.109857 & -0.7611 & 0.225157 \tabularnewline
10 & -0.154453 & -1.0701 & 0.144968 \tabularnewline
11 & 0.120242 & 0.8331 & 0.204469 \tabularnewline
12 & 0.078353 & 0.5428 & 0.294873 \tabularnewline
13 & -0.00299 & -0.0207 & 0.491778 \tabularnewline
14 & -0.155323 & -1.0761 & 0.143628 \tabularnewline
15 & 0.100148 & 0.6938 & 0.245562 \tabularnewline
16 & -0.073828 & -0.5115 & 0.305675 \tabularnewline
17 & -0.073587 & -0.5098 & 0.306255 \tabularnewline
18 & 0.072782 & 0.5042 & 0.308197 \tabularnewline
19 & 0.011984 & 0.083 & 0.467087 \tabularnewline
20 & -0.020889 & -0.1447 & 0.442767 \tabularnewline
21 & 0.148156 & 1.0265 & 0.154911 \tabularnewline
22 & -0.260099 & -1.802 & 0.038912 \tabularnewline
23 & 0.064976 & 0.4502 & 0.327308 \tabularnewline
24 & -0.008812 & -0.0611 & 0.475786 \tabularnewline
25 & 0.029366 & 0.2035 & 0.419819 \tabularnewline
26 & -0.024155 & -0.1673 & 0.4339 \tabularnewline
27 & 0.101917 & 0.7061 & 0.24177 \tabularnewline
28 & -0.092648 & -0.6419 & 0.262001 \tabularnewline
29 & -0.088628 & -0.614 & 0.271047 \tabularnewline
30 & 0.080206 & 0.5557 & 0.290504 \tabularnewline
31 & -0.003887 & -0.0269 & 0.489314 \tabularnewline
32 & -0.061863 & -0.4286 & 0.335066 \tabularnewline
33 & -0.034708 & -0.2405 & 0.405497 \tabularnewline
34 & -0.07086 & -0.4909 & 0.312855 \tabularnewline
35 & -0.086905 & -0.6021 & 0.274972 \tabularnewline
36 & -0.1199 & -0.8307 & 0.205131 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59252&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]-0.625046[/C][C]-4.3304[/C][C]3.8e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.591457[/C][C]-4.0977[/C][C]8e-05[/C][/ROW]
[ROW][C]3[/C][C]0.073045[/C][C]0.5061[/C][C]0.307562[/C][/ROW]
[ROW][C]4[/C][C]0.173487[/C][C]1.202[/C][C]0.11764[/C][/ROW]
[ROW][C]5[/C][C]0.041209[/C][C]0.2855[/C][C]0.388243[/C][/ROW]
[ROW][C]6[/C][C]0.028295[/C][C]0.196[/C][C]0.422706[/C][/ROW]
[ROW][C]7[/C][C]-0.148304[/C][C]-1.0275[/C][C]0.154673[/C][/ROW]
[ROW][C]8[/C][C]-0.056163[/C][C]-0.3891[/C][C]0.349457[/C][/ROW]
[ROW][C]9[/C][C]-0.109857[/C][C]-0.7611[/C][C]0.225157[/C][/ROW]
[ROW][C]10[/C][C]-0.154453[/C][C]-1.0701[/C][C]0.144968[/C][/ROW]
[ROW][C]11[/C][C]0.120242[/C][C]0.8331[/C][C]0.204469[/C][/ROW]
[ROW][C]12[/C][C]0.078353[/C][C]0.5428[/C][C]0.294873[/C][/ROW]
[ROW][C]13[/C][C]-0.00299[/C][C]-0.0207[/C][C]0.491778[/C][/ROW]
[ROW][C]14[/C][C]-0.155323[/C][C]-1.0761[/C][C]0.143628[/C][/ROW]
[ROW][C]15[/C][C]0.100148[/C][C]0.6938[/C][C]0.245562[/C][/ROW]
[ROW][C]16[/C][C]-0.073828[/C][C]-0.5115[/C][C]0.305675[/C][/ROW]
[ROW][C]17[/C][C]-0.073587[/C][C]-0.5098[/C][C]0.306255[/C][/ROW]
[ROW][C]18[/C][C]0.072782[/C][C]0.5042[/C][C]0.308197[/C][/ROW]
[ROW][C]19[/C][C]0.011984[/C][C]0.083[/C][C]0.467087[/C][/ROW]
[ROW][C]20[/C][C]-0.020889[/C][C]-0.1447[/C][C]0.442767[/C][/ROW]
[ROW][C]21[/C][C]0.148156[/C][C]1.0265[/C][C]0.154911[/C][/ROW]
[ROW][C]22[/C][C]-0.260099[/C][C]-1.802[/C][C]0.038912[/C][/ROW]
[ROW][C]23[/C][C]0.064976[/C][C]0.4502[/C][C]0.327308[/C][/ROW]
[ROW][C]24[/C][C]-0.008812[/C][C]-0.0611[/C][C]0.475786[/C][/ROW]
[ROW][C]25[/C][C]0.029366[/C][C]0.2035[/C][C]0.419819[/C][/ROW]
[ROW][C]26[/C][C]-0.024155[/C][C]-0.1673[/C][C]0.4339[/C][/ROW]
[ROW][C]27[/C][C]0.101917[/C][C]0.7061[/C][C]0.24177[/C][/ROW]
[ROW][C]28[/C][C]-0.092648[/C][C]-0.6419[/C][C]0.262001[/C][/ROW]
[ROW][C]29[/C][C]-0.088628[/C][C]-0.614[/C][C]0.271047[/C][/ROW]
[ROW][C]30[/C][C]0.080206[/C][C]0.5557[/C][C]0.290504[/C][/ROW]
[ROW][C]31[/C][C]-0.003887[/C][C]-0.0269[/C][C]0.489314[/C][/ROW]
[ROW][C]32[/C][C]-0.061863[/C][C]-0.4286[/C][C]0.335066[/C][/ROW]
[ROW][C]33[/C][C]-0.034708[/C][C]-0.2405[/C][C]0.405497[/C][/ROW]
[ROW][C]34[/C][C]-0.07086[/C][C]-0.4909[/C][C]0.312855[/C][/ROW]
[ROW][C]35[/C][C]-0.086905[/C][C]-0.6021[/C][C]0.274972[/C][/ROW]
[ROW][C]36[/C][C]-0.1199[/C][C]-0.8307[/C][C]0.205131[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59252&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59252&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
1-0.625046-4.33043.8e-05
2-0.591457-4.09778e-05
30.0730450.50610.307562
40.1734871.2020.11764
50.0412090.28550.388243
60.0282950.1960.422706
7-0.148304-1.02750.154673
8-0.056163-0.38910.349457
9-0.109857-0.76110.225157
10-0.154453-1.07010.144968
110.1202420.83310.204469
120.0783530.54280.294873
13-0.00299-0.02070.491778
14-0.155323-1.07610.143628
150.1001480.69380.245562
16-0.073828-0.51150.305675
17-0.073587-0.50980.306255
180.0727820.50420.308197
190.0119840.0830.467087
20-0.020889-0.14470.442767
210.1481561.02650.154911
22-0.260099-1.8020.038912
230.0649760.45020.327308
24-0.008812-0.06110.475786
250.0293660.20350.419819
26-0.024155-0.16730.4339
270.1019170.70610.24177
28-0.092648-0.64190.262001
29-0.088628-0.6140.271047
300.0802060.55570.290504
31-0.003887-0.02690.489314
32-0.061863-0.42860.335066
33-0.034708-0.24050.405497
34-0.07086-0.49090.312855
35-0.086905-0.60210.274972
36-0.1199-0.83070.205131



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')