## 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]
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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 Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 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 Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135

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

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

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

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

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]*sqrtna<-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]*sqrtna<-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')