Free Statistics

of Irreproducible Research!

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 14:08:45 -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/t1259096995v9422augditduds.htm/, Retrieved Sat, 25 May 2024 06:03:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59288, Retrieved Sat, 25 May 2024 06:03:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact170
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 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [workshop 8,1] [2009-11-24 21:08:45] [2210215221105fab636491031ce54076] [Current]
Feedback Forum

Post a new message
Dataseries X:
8,9
8,9
8,6
8,3
8,3
8,3
8,4
8,5
8,4
8,6
8,5
8,5
8,4
8,5
8,5
8,5
8,5
8,5
8,5
8,5
8,5
8,6
8,4
8,1
8,0
8,0
8,0
8,0
7,9
7,8
7,8
7,9
8,1
8,0
7,6
7,3
7,0
6,8
7,0
7,1
7,2
7,1
6,9
6,7
6,7
6,6
6,9
7,3
7,5
7,3
7,1
6,9
7,1
7,5
7,7
7,8
7,8
7,7
7,8
7,8
7,9




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=59288&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=59288&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59288&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
10.9410887.35010
20.8486166.62790
30.7700046.01390
40.7316715.71450
50.7206515.62850
60.7150445.58470
70.6848645.3491e-06
80.6265394.89344e-06
90.5511914.30493.1e-05
100.4658483.63840.000283
110.397823.10710.001434
120.3440152.68680.004641
130.2987792.33350.011466
140.2503881.95560.027549
150.189381.47910.07213
160.1164080.90920.183417
170.0428430.33460.369532
18-0.021143-0.16510.434694
19-0.06924-0.54080.295315
20-0.106446-0.83140.204504
21-0.148828-1.16240.124804
22-0.204121-1.59420.058026
23-0.255967-1.99920.025025
24-0.292347-2.28330.012955
25-0.312244-2.43870.008833
26-0.326427-2.54950.006659
27-0.34489-2.69370.004557
28-0.368229-2.8760.002771
29-0.384903-3.00620.001919
30-0.389383-3.04120.001735
31-0.38119-2.97720.002084
32-0.379422-2.96340.002167
33-0.394014-3.07730.001563
34-0.414437-3.23690.000978
35-0.42457-3.3160.000771
36-0.420426-3.28360.00085

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.941088 & 7.3501 & 0 \tabularnewline
2 & 0.848616 & 6.6279 & 0 \tabularnewline
3 & 0.770004 & 6.0139 & 0 \tabularnewline
4 & 0.731671 & 5.7145 & 0 \tabularnewline
5 & 0.720651 & 5.6285 & 0 \tabularnewline
6 & 0.715044 & 5.5847 & 0 \tabularnewline
7 & 0.684864 & 5.349 & 1e-06 \tabularnewline
8 & 0.626539 & 4.8934 & 4e-06 \tabularnewline
9 & 0.551191 & 4.3049 & 3.1e-05 \tabularnewline
10 & 0.465848 & 3.6384 & 0.000283 \tabularnewline
11 & 0.39782 & 3.1071 & 0.001434 \tabularnewline
12 & 0.344015 & 2.6868 & 0.004641 \tabularnewline
13 & 0.298779 & 2.3335 & 0.011466 \tabularnewline
14 & 0.250388 & 1.9556 & 0.027549 \tabularnewline
15 & 0.18938 & 1.4791 & 0.07213 \tabularnewline
16 & 0.116408 & 0.9092 & 0.183417 \tabularnewline
17 & 0.042843 & 0.3346 & 0.369532 \tabularnewline
18 & -0.021143 & -0.1651 & 0.434694 \tabularnewline
19 & -0.06924 & -0.5408 & 0.295315 \tabularnewline
20 & -0.106446 & -0.8314 & 0.204504 \tabularnewline
21 & -0.148828 & -1.1624 & 0.124804 \tabularnewline
22 & -0.204121 & -1.5942 & 0.058026 \tabularnewline
23 & -0.255967 & -1.9992 & 0.025025 \tabularnewline
24 & -0.292347 & -2.2833 & 0.012955 \tabularnewline
25 & -0.312244 & -2.4387 & 0.008833 \tabularnewline
26 & -0.326427 & -2.5495 & 0.006659 \tabularnewline
27 & -0.34489 & -2.6937 & 0.004557 \tabularnewline
28 & -0.368229 & -2.876 & 0.002771 \tabularnewline
29 & -0.384903 & -3.0062 & 0.001919 \tabularnewline
30 & -0.389383 & -3.0412 & 0.001735 \tabularnewline
31 & -0.38119 & -2.9772 & 0.002084 \tabularnewline
32 & -0.379422 & -2.9634 & 0.002167 \tabularnewline
33 & -0.394014 & -3.0773 & 0.001563 \tabularnewline
34 & -0.414437 & -3.2369 & 0.000978 \tabularnewline
35 & -0.42457 & -3.316 & 0.000771 \tabularnewline
36 & -0.420426 & -3.2836 & 0.00085 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59288&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]0.941088[/C][C]7.3501[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.848616[/C][C]6.6279[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.770004[/C][C]6.0139[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.731671[/C][C]5.7145[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.720651[/C][C]5.6285[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.715044[/C][C]5.5847[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.684864[/C][C]5.349[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.626539[/C][C]4.8934[/C][C]4e-06[/C][/ROW]
[ROW][C]9[/C][C]0.551191[/C][C]4.3049[/C][C]3.1e-05[/C][/ROW]
[ROW][C]10[/C][C]0.465848[/C][C]3.6384[/C][C]0.000283[/C][/ROW]
[ROW][C]11[/C][C]0.39782[/C][C]3.1071[/C][C]0.001434[/C][/ROW]
[ROW][C]12[/C][C]0.344015[/C][C]2.6868[/C][C]0.004641[/C][/ROW]
[ROW][C]13[/C][C]0.298779[/C][C]2.3335[/C][C]0.011466[/C][/ROW]
[ROW][C]14[/C][C]0.250388[/C][C]1.9556[/C][C]0.027549[/C][/ROW]
[ROW][C]15[/C][C]0.18938[/C][C]1.4791[/C][C]0.07213[/C][/ROW]
[ROW][C]16[/C][C]0.116408[/C][C]0.9092[/C][C]0.183417[/C][/ROW]
[ROW][C]17[/C][C]0.042843[/C][C]0.3346[/C][C]0.369532[/C][/ROW]
[ROW][C]18[/C][C]-0.021143[/C][C]-0.1651[/C][C]0.434694[/C][/ROW]
[ROW][C]19[/C][C]-0.06924[/C][C]-0.5408[/C][C]0.295315[/C][/ROW]
[ROW][C]20[/C][C]-0.106446[/C][C]-0.8314[/C][C]0.204504[/C][/ROW]
[ROW][C]21[/C][C]-0.148828[/C][C]-1.1624[/C][C]0.124804[/C][/ROW]
[ROW][C]22[/C][C]-0.204121[/C][C]-1.5942[/C][C]0.058026[/C][/ROW]
[ROW][C]23[/C][C]-0.255967[/C][C]-1.9992[/C][C]0.025025[/C][/ROW]
[ROW][C]24[/C][C]-0.292347[/C][C]-2.2833[/C][C]0.012955[/C][/ROW]
[ROW][C]25[/C][C]-0.312244[/C][C]-2.4387[/C][C]0.008833[/C][/ROW]
[ROW][C]26[/C][C]-0.326427[/C][C]-2.5495[/C][C]0.006659[/C][/ROW]
[ROW][C]27[/C][C]-0.34489[/C][C]-2.6937[/C][C]0.004557[/C][/ROW]
[ROW][C]28[/C][C]-0.368229[/C][C]-2.876[/C][C]0.002771[/C][/ROW]
[ROW][C]29[/C][C]-0.384903[/C][C]-3.0062[/C][C]0.001919[/C][/ROW]
[ROW][C]30[/C][C]-0.389383[/C][C]-3.0412[/C][C]0.001735[/C][/ROW]
[ROW][C]31[/C][C]-0.38119[/C][C]-2.9772[/C][C]0.002084[/C][/ROW]
[ROW][C]32[/C][C]-0.379422[/C][C]-2.9634[/C][C]0.002167[/C][/ROW]
[ROW][C]33[/C][C]-0.394014[/C][C]-3.0773[/C][C]0.001563[/C][/ROW]
[ROW][C]34[/C][C]-0.414437[/C][C]-3.2369[/C][C]0.000978[/C][/ROW]
[ROW][C]35[/C][C]-0.42457[/C][C]-3.316[/C][C]0.000771[/C][/ROW]
[ROW][C]36[/C][C]-0.420426[/C][C]-3.2836[/C][C]0.00085[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59288&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59288&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
10.9410887.35010
20.8486166.62790
30.7700046.01390
40.7316715.71450
50.7206515.62850
60.7150445.58470
70.6848645.3491e-06
80.6265394.89344e-06
90.5511914.30493.1e-05
100.4658483.63840.000283
110.397823.10710.001434
120.3440152.68680.004641
130.2987792.33350.011466
140.2503881.95560.027549
150.189381.47910.07213
160.1164080.90920.183417
170.0428430.33460.369532
18-0.021143-0.16510.434694
19-0.06924-0.54080.295315
20-0.106446-0.83140.204504
21-0.148828-1.16240.124804
22-0.204121-1.59420.058026
23-0.255967-1.99920.025025
24-0.292347-2.28330.012955
25-0.312244-2.43870.008833
26-0.326427-2.54950.006659
27-0.34489-2.69370.004557
28-0.368229-2.8760.002771
29-0.384903-3.00620.001919
30-0.389383-3.04120.001735
31-0.38119-2.97720.002084
32-0.379422-2.96340.002167
33-0.394014-3.07730.001563
34-0.414437-3.23690.000978
35-0.42457-3.3160.000771
36-0.420426-3.28360.00085







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9410887.35010
2-0.323821-2.52910.007018
30.1711191.33650.093178
40.245381.91650.029996
50.0658290.51410.304506
60.0245840.1920.424188
7-0.149789-1.16990.123298
8-0.102858-0.80330.212447
9-0.106063-0.82840.205342
10-0.217454-1.69840.047267
110.0442490.34560.365417
12-0.116021-0.90610.184211
13-0.037724-0.29460.384638
14-0.022983-0.17950.429068
15-0.100904-0.78810.216849
16-0.027381-0.21390.415688
17-0.040426-0.31570.376639
18-0.020284-0.15840.437325
190.045360.35430.362178
20-0.041421-0.32350.373709
21-0.061117-0.47730.317413
22-0.080685-0.63020.265468
230.0828490.64710.260008
240.0669750.52310.301404
250.0017790.01390.494479
26-0.018669-0.14580.442276
27-0.027701-0.21630.414718
280.0044890.03510.486074
290.0707070.55220.291401
300.0256840.20060.420839
310.0418590.32690.37242
32-0.178586-1.39480.084067
33-0.1418-1.10750.136215
34-0.022438-0.17520.430733
35-0.008745-0.06830.472885
36-0.025423-0.19860.421633

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.941088 & 7.3501 & 0 \tabularnewline
2 & -0.323821 & -2.5291 & 0.007018 \tabularnewline
3 & 0.171119 & 1.3365 & 0.093178 \tabularnewline
4 & 0.24538 & 1.9165 & 0.029996 \tabularnewline
5 & 0.065829 & 0.5141 & 0.304506 \tabularnewline
6 & 0.024584 & 0.192 & 0.424188 \tabularnewline
7 & -0.149789 & -1.1699 & 0.123298 \tabularnewline
8 & -0.102858 & -0.8033 & 0.212447 \tabularnewline
9 & -0.106063 & -0.8284 & 0.205342 \tabularnewline
10 & -0.217454 & -1.6984 & 0.047267 \tabularnewline
11 & 0.044249 & 0.3456 & 0.365417 \tabularnewline
12 & -0.116021 & -0.9061 & 0.184211 \tabularnewline
13 & -0.037724 & -0.2946 & 0.384638 \tabularnewline
14 & -0.022983 & -0.1795 & 0.429068 \tabularnewline
15 & -0.100904 & -0.7881 & 0.216849 \tabularnewline
16 & -0.027381 & -0.2139 & 0.415688 \tabularnewline
17 & -0.040426 & -0.3157 & 0.376639 \tabularnewline
18 & -0.020284 & -0.1584 & 0.437325 \tabularnewline
19 & 0.04536 & 0.3543 & 0.362178 \tabularnewline
20 & -0.041421 & -0.3235 & 0.373709 \tabularnewline
21 & -0.061117 & -0.4773 & 0.317413 \tabularnewline
22 & -0.080685 & -0.6302 & 0.265468 \tabularnewline
23 & 0.082849 & 0.6471 & 0.260008 \tabularnewline
24 & 0.066975 & 0.5231 & 0.301404 \tabularnewline
25 & 0.001779 & 0.0139 & 0.494479 \tabularnewline
26 & -0.018669 & -0.1458 & 0.442276 \tabularnewline
27 & -0.027701 & -0.2163 & 0.414718 \tabularnewline
28 & 0.004489 & 0.0351 & 0.486074 \tabularnewline
29 & 0.070707 & 0.5522 & 0.291401 \tabularnewline
30 & 0.025684 & 0.2006 & 0.420839 \tabularnewline
31 & 0.041859 & 0.3269 & 0.37242 \tabularnewline
32 & -0.178586 & -1.3948 & 0.084067 \tabularnewline
33 & -0.1418 & -1.1075 & 0.136215 \tabularnewline
34 & -0.022438 & -0.1752 & 0.430733 \tabularnewline
35 & -0.008745 & -0.0683 & 0.472885 \tabularnewline
36 & -0.025423 & -0.1986 & 0.421633 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59288&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]0.941088[/C][C]7.3501[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.323821[/C][C]-2.5291[/C][C]0.007018[/C][/ROW]
[ROW][C]3[/C][C]0.171119[/C][C]1.3365[/C][C]0.093178[/C][/ROW]
[ROW][C]4[/C][C]0.24538[/C][C]1.9165[/C][C]0.029996[/C][/ROW]
[ROW][C]5[/C][C]0.065829[/C][C]0.5141[/C][C]0.304506[/C][/ROW]
[ROW][C]6[/C][C]0.024584[/C][C]0.192[/C][C]0.424188[/C][/ROW]
[ROW][C]7[/C][C]-0.149789[/C][C]-1.1699[/C][C]0.123298[/C][/ROW]
[ROW][C]8[/C][C]-0.102858[/C][C]-0.8033[/C][C]0.212447[/C][/ROW]
[ROW][C]9[/C][C]-0.106063[/C][C]-0.8284[/C][C]0.205342[/C][/ROW]
[ROW][C]10[/C][C]-0.217454[/C][C]-1.6984[/C][C]0.047267[/C][/ROW]
[ROW][C]11[/C][C]0.044249[/C][C]0.3456[/C][C]0.365417[/C][/ROW]
[ROW][C]12[/C][C]-0.116021[/C][C]-0.9061[/C][C]0.184211[/C][/ROW]
[ROW][C]13[/C][C]-0.037724[/C][C]-0.2946[/C][C]0.384638[/C][/ROW]
[ROW][C]14[/C][C]-0.022983[/C][C]-0.1795[/C][C]0.429068[/C][/ROW]
[ROW][C]15[/C][C]-0.100904[/C][C]-0.7881[/C][C]0.216849[/C][/ROW]
[ROW][C]16[/C][C]-0.027381[/C][C]-0.2139[/C][C]0.415688[/C][/ROW]
[ROW][C]17[/C][C]-0.040426[/C][C]-0.3157[/C][C]0.376639[/C][/ROW]
[ROW][C]18[/C][C]-0.020284[/C][C]-0.1584[/C][C]0.437325[/C][/ROW]
[ROW][C]19[/C][C]0.04536[/C][C]0.3543[/C][C]0.362178[/C][/ROW]
[ROW][C]20[/C][C]-0.041421[/C][C]-0.3235[/C][C]0.373709[/C][/ROW]
[ROW][C]21[/C][C]-0.061117[/C][C]-0.4773[/C][C]0.317413[/C][/ROW]
[ROW][C]22[/C][C]-0.080685[/C][C]-0.6302[/C][C]0.265468[/C][/ROW]
[ROW][C]23[/C][C]0.082849[/C][C]0.6471[/C][C]0.260008[/C][/ROW]
[ROW][C]24[/C][C]0.066975[/C][C]0.5231[/C][C]0.301404[/C][/ROW]
[ROW][C]25[/C][C]0.001779[/C][C]0.0139[/C][C]0.494479[/C][/ROW]
[ROW][C]26[/C][C]-0.018669[/C][C]-0.1458[/C][C]0.442276[/C][/ROW]
[ROW][C]27[/C][C]-0.027701[/C][C]-0.2163[/C][C]0.414718[/C][/ROW]
[ROW][C]28[/C][C]0.004489[/C][C]0.0351[/C][C]0.486074[/C][/ROW]
[ROW][C]29[/C][C]0.070707[/C][C]0.5522[/C][C]0.291401[/C][/ROW]
[ROW][C]30[/C][C]0.025684[/C][C]0.2006[/C][C]0.420839[/C][/ROW]
[ROW][C]31[/C][C]0.041859[/C][C]0.3269[/C][C]0.37242[/C][/ROW]
[ROW][C]32[/C][C]-0.178586[/C][C]-1.3948[/C][C]0.084067[/C][/ROW]
[ROW][C]33[/C][C]-0.1418[/C][C]-1.1075[/C][C]0.136215[/C][/ROW]
[ROW][C]34[/C][C]-0.022438[/C][C]-0.1752[/C][C]0.430733[/C][/ROW]
[ROW][C]35[/C][C]-0.008745[/C][C]-0.0683[/C][C]0.472885[/C][/ROW]
[ROW][C]36[/C][C]-0.025423[/C][C]-0.1986[/C][C]0.421633[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59288&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59288&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
10.9410887.35010
2-0.323821-2.52910.007018
30.1711191.33650.093178
40.245381.91650.029996
50.0658290.51410.304506
60.0245840.1920.424188
7-0.149789-1.16990.123298
8-0.102858-0.80330.212447
9-0.106063-0.82840.205342
10-0.217454-1.69840.047267
110.0442490.34560.365417
12-0.116021-0.90610.184211
13-0.037724-0.29460.384638
14-0.022983-0.17950.429068
15-0.100904-0.78810.216849
16-0.027381-0.21390.415688
17-0.040426-0.31570.376639
18-0.020284-0.15840.437325
190.045360.35430.362178
20-0.041421-0.32350.373709
21-0.061117-0.47730.317413
22-0.080685-0.63020.265468
230.0828490.64710.260008
240.0669750.52310.301404
250.0017790.01390.494479
26-0.018669-0.14580.442276
27-0.027701-0.21630.414718
280.0044890.03510.486074
290.0707070.55220.291401
300.0256840.20060.420839
310.0418590.32690.37242
32-0.178586-1.39480.084067
33-0.1418-1.10750.136215
34-0.022438-0.17520.430733
35-0.008745-0.06830.472885
36-0.025423-0.19860.421633



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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')