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Description of Statistical Computation

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 computationFri, 27 Nov 2009 05:40:33 -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/27/t1259325682p46gcn4zguzkkop.htm/, Retrieved Sun, 28 Apr 2024 21:21:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60659, Retrieved Sun, 28 Apr 2024 21:21:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact116

Tree of Dependent Computations

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] [2009-11-27 12:40:33] [0bdf648420800d03e6dbfbd39fe2311c] [Current]
-   P             [(Partial) Autocorrelation Function] [Workshop 8] [2009-11-27 12:52:23] [dc3c82a565f0b2cd85906905748a1f2c]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
62
64
62
64
64
69
69
65
56
58
53
62
55
60
59
58
53
57
57
53
54
53
57
57
55
49
50
49
54
58
58
52
56
52
59
53
52
53
51
50
56
52
46
48
46
48
48
49
53
48
51
48
50
55
52
53
52
55
53
53
56
54
52
55
54
59
56
56
51
53
52
51
46
49
46
55
57
53
52
53
50
54
53
50
51
52
47
51
49
53
52
45
53
51
48
48
48
48
40
43
40
39
39
36
41
39
40
39
46
40
37
37
44
41
40
36
38
43
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45
46

Tables (Output of Computation)





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=60659&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=60659&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60659&T=0

As an alternative you can also use a QR Code:  
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
10.8435059.27860
20.795738.7530
30.7244567.9690
40.7042627.74690
50.6607447.26820
60.6123816.73620
70.5425855.96840
80.507175.57890
90.4657175.12291e-06
100.4409634.85062e-06
110.4280134.70813e-06
120.3988264.38711.2e-05
130.3470793.81790.000107
140.3000183.30020.000635
150.2772493.04970.001407
160.2633622.8970.002237
170.2490782.73990.003539
180.1940572.13460.017404
190.1556871.71260.044677
200.108691.19560.117097
210.0807740.88850.188013
220.0672210.73940.23054
230.0916071.00770.157811
240.0649140.71410.238284
250.0649280.71420.238235
260.0582070.64030.261603
270.0747440.82220.206294
280.0722640.79490.214112
290.0767110.84380.200216
300.0421220.46330.321974
310.0176060.19370.423379
32-0.001746-0.01920.492353
33-0.023545-0.2590.398038
34-0.046949-0.51640.303244
35-0.04881-0.53690.296159
36-0.070085-0.77090.221125

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.843505 & 9.2786 & 0 \tabularnewline
2 & 0.79573 & 8.753 & 0 \tabularnewline
3 & 0.724456 & 7.969 & 0 \tabularnewline
4 & 0.704262 & 7.7469 & 0 \tabularnewline
5 & 0.660744 & 7.2682 & 0 \tabularnewline
6 & 0.612381 & 6.7362 & 0 \tabularnewline
7 & 0.542585 & 5.9684 & 0 \tabularnewline
8 & 0.50717 & 5.5789 & 0 \tabularnewline
9 & 0.465717 & 5.1229 & 1e-06 \tabularnewline
10 & 0.440963 & 4.8506 & 2e-06 \tabularnewline
11 & 0.428013 & 4.7081 & 3e-06 \tabularnewline
12 & 0.398826 & 4.3871 & 1.2e-05 \tabularnewline
13 & 0.347079 & 3.8179 & 0.000107 \tabularnewline
14 & 0.300018 & 3.3002 & 0.000635 \tabularnewline
15 & 0.277249 & 3.0497 & 0.001407 \tabularnewline
16 & 0.263362 & 2.897 & 0.002237 \tabularnewline
17 & 0.249078 & 2.7399 & 0.003539 \tabularnewline
18 & 0.194057 & 2.1346 & 0.017404 \tabularnewline
19 & 0.155687 & 1.7126 & 0.044677 \tabularnewline
20 & 0.10869 & 1.1956 & 0.117097 \tabularnewline
21 & 0.080774 & 0.8885 & 0.188013 \tabularnewline
22 & 0.067221 & 0.7394 & 0.23054 \tabularnewline
23 & 0.091607 & 1.0077 & 0.157811 \tabularnewline
24 & 0.064914 & 0.7141 & 0.238284 \tabularnewline
25 & 0.064928 & 0.7142 & 0.238235 \tabularnewline
26 & 0.058207 & 0.6403 & 0.261603 \tabularnewline
27 & 0.074744 & 0.8222 & 0.206294 \tabularnewline
28 & 0.072264 & 0.7949 & 0.214112 \tabularnewline
29 & 0.076711 & 0.8438 & 0.200216 \tabularnewline
30 & 0.042122 & 0.4633 & 0.321974 \tabularnewline
31 & 0.017606 & 0.1937 & 0.423379 \tabularnewline
32 & -0.001746 & -0.0192 & 0.492353 \tabularnewline
33 & -0.023545 & -0.259 & 0.398038 \tabularnewline
34 & -0.046949 & -0.5164 & 0.303244 \tabularnewline
35 & -0.04881 & -0.5369 & 0.296159 \tabularnewline
36 & -0.070085 & -0.7709 & 0.221125 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60659&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]0.843505[/C][C]9.2786[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.79573[/C][C]8.753[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.724456[/C][C]7.969[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.704262[/C][C]7.7469[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.660744[/C][C]7.2682[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.612381[/C][C]6.7362[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.542585[/C][C]5.9684[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.50717[/C][C]5.5789[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.465717[/C][C]5.1229[/C][C]1e-06[/C][/ROW]
[ROW][C]10[/C][C]0.440963[/C][C]4.8506[/C][C]2e-06[/C][/ROW]
[ROW][C]11[/C][C]0.428013[/C][C]4.7081[/C][C]3e-06[/C][/ROW]
[ROW][C]12[/C][C]0.398826[/C][C]4.3871[/C][C]1.2e-05[/C][/ROW]
[ROW][C]13[/C][C]0.347079[/C][C]3.8179[/C][C]0.000107[/C][/ROW]
[ROW][C]14[/C][C]0.300018[/C][C]3.3002[/C][C]0.000635[/C][/ROW]
[ROW][C]15[/C][C]0.277249[/C][C]3.0497[/C][C]0.001407[/C][/ROW]
[ROW][C]16[/C][C]0.263362[/C][C]2.897[/C][C]0.002237[/C][/ROW]
[ROW][C]17[/C][C]0.249078[/C][C]2.7399[/C][C]0.003539[/C][/ROW]
[ROW][C]18[/C][C]0.194057[/C][C]2.1346[/C][C]0.017404[/C][/ROW]
[ROW][C]19[/C][C]0.155687[/C][C]1.7126[/C][C]0.044677[/C][/ROW]
[ROW][C]20[/C][C]0.10869[/C][C]1.1956[/C][C]0.117097[/C][/ROW]
[ROW][C]21[/C][C]0.080774[/C][C]0.8885[/C][C]0.188013[/C][/ROW]
[ROW][C]22[/C][C]0.067221[/C][C]0.7394[/C][C]0.23054[/C][/ROW]
[ROW][C]23[/C][C]0.091607[/C][C]1.0077[/C][C]0.157811[/C][/ROW]
[ROW][C]24[/C][C]0.064914[/C][C]0.7141[/C][C]0.238284[/C][/ROW]
[ROW][C]25[/C][C]0.064928[/C][C]0.7142[/C][C]0.238235[/C][/ROW]
[ROW][C]26[/C][C]0.058207[/C][C]0.6403[/C][C]0.261603[/C][/ROW]
[ROW][C]27[/C][C]0.074744[/C][C]0.8222[/C][C]0.206294[/C][/ROW]
[ROW][C]28[/C][C]0.072264[/C][C]0.7949[/C][C]0.214112[/C][/ROW]
[ROW][C]29[/C][C]0.076711[/C][C]0.8438[/C][C]0.200216[/C][/ROW]
[ROW][C]30[/C][C]0.042122[/C][C]0.4633[/C][C]0.321974[/C][/ROW]
[ROW][C]31[/C][C]0.017606[/C][C]0.1937[/C][C]0.423379[/C][/ROW]
[ROW][C]32[/C][C]-0.001746[/C][C]-0.0192[/C][C]0.492353[/C][/ROW]
[ROW][C]33[/C][C]-0.023545[/C][C]-0.259[/C][C]0.398038[/C][/ROW]
[ROW][C]34[/C][C]-0.046949[/C][C]-0.5164[/C][C]0.303244[/C][/ROW]
[ROW][C]35[/C][C]-0.04881[/C][C]-0.5369[/C][C]0.296159[/C][/ROW]
[ROW][C]36[/C][C]-0.070085[/C][C]-0.7709[/C][C]0.221125[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60659&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60659&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8435059.27860
20.795738.7530
30.7244567.9690
40.7042627.74690
50.6607447.26820
60.6123816.73620
70.5425855.96840
80.507175.57890
90.4657175.12291e-06
100.4409634.85062e-06
110.4280134.70813e-06
120.3988264.38711.2e-05
130.3470793.81790.000107
140.3000183.30020.000635
150.2772493.04970.001407
160.2633622.8970.002237
170.2490782.73990.003539
180.1940572.13460.017404
190.1556871.71260.044677
200.108691.19560.117097
210.0807740.88850.188013
220.0672210.73940.23054
230.0916071.00770.157811
240.0649140.71410.238284
250.0649280.71420.238235
260.0582070.64030.261603
270.0747440.82220.206294
280.0722640.79490.214112
290.0767110.84380.200216
300.0421220.46330.321974
310.0176060.19370.423379
32-0.001746-0.01920.492353
33-0.023545-0.2590.398038
34-0.046949-0.51640.303244
35-0.04881-0.53690.296159
36-0.070085-0.77090.221125






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8435059.27860
20.2919553.21150.000846
30.0111760.12290.451181
40.1421831.5640.060213
50.0179360.19730.421962
6-0.054825-0.60310.273794
7-0.10748-1.18230.119706
80.0270980.29810.383078
9-0.000278-0.00310.498784
100.0249820.27480.39197
110.0987231.0860.139828
12-0.008829-0.09710.461396
13-0.117476-1.29220.099369
14-0.077675-0.85440.197279
150.0309880.34090.366896
160.0314850.34630.364845
170.0294610.32410.373222
18-0.101802-1.11980.132503
19-0.04165-0.45820.323831
20-0.076991-0.84690.19936
21-0.042536-0.46790.320349
220.0570820.62790.265625
230.2006082.20670.014612
24-0.02477-0.27250.392861
250.0309850.34080.366911
260.0389140.42810.334685
27-0.003392-0.03730.485148
28-0.075906-0.8350.202691
290.0178210.1960.422456
30-0.063621-0.69980.24269
31-0.085778-0.94360.173638
32-0.001915-0.02110.491613
33-0.05197-0.57170.284302
34-0.086017-0.94620.172968
350.0657390.72310.235497
360.0219330.24130.404879

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.843505 & 9.2786 & 0 \tabularnewline
2 & 0.291955 & 3.2115 & 0.000846 \tabularnewline
3 & 0.011176 & 0.1229 & 0.451181 \tabularnewline
4 & 0.142183 & 1.564 & 0.060213 \tabularnewline
5 & 0.017936 & 0.1973 & 0.421962 \tabularnewline
6 & -0.054825 & -0.6031 & 0.273794 \tabularnewline
7 & -0.10748 & -1.1823 & 0.119706 \tabularnewline
8 & 0.027098 & 0.2981 & 0.383078 \tabularnewline
9 & -0.000278 & -0.0031 & 0.498784 \tabularnewline
10 & 0.024982 & 0.2748 & 0.39197 \tabularnewline
11 & 0.098723 & 1.086 & 0.139828 \tabularnewline
12 & -0.008829 & -0.0971 & 0.461396 \tabularnewline
13 & -0.117476 & -1.2922 & 0.099369 \tabularnewline
14 & -0.077675 & -0.8544 & 0.197279 \tabularnewline
15 & 0.030988 & 0.3409 & 0.366896 \tabularnewline
16 & 0.031485 & 0.3463 & 0.364845 \tabularnewline
17 & 0.029461 & 0.3241 & 0.373222 \tabularnewline
18 & -0.101802 & -1.1198 & 0.132503 \tabularnewline
19 & -0.04165 & -0.4582 & 0.323831 \tabularnewline
20 & -0.076991 & -0.8469 & 0.19936 \tabularnewline
21 & -0.042536 & -0.4679 & 0.320349 \tabularnewline
22 & 0.057082 & 0.6279 & 0.265625 \tabularnewline
23 & 0.200608 & 2.2067 & 0.014612 \tabularnewline
24 & -0.02477 & -0.2725 & 0.392861 \tabularnewline
25 & 0.030985 & 0.3408 & 0.366911 \tabularnewline
26 & 0.038914 & 0.4281 & 0.334685 \tabularnewline
27 & -0.003392 & -0.0373 & 0.485148 \tabularnewline
28 & -0.075906 & -0.835 & 0.202691 \tabularnewline
29 & 0.017821 & 0.196 & 0.422456 \tabularnewline
30 & -0.063621 & -0.6998 & 0.24269 \tabularnewline
31 & -0.085778 & -0.9436 & 0.173638 \tabularnewline
32 & -0.001915 & -0.0211 & 0.491613 \tabularnewline
33 & -0.05197 & -0.5717 & 0.284302 \tabularnewline
34 & -0.086017 & -0.9462 & 0.172968 \tabularnewline
35 & 0.065739 & 0.7231 & 0.235497 \tabularnewline
36 & 0.021933 & 0.2413 & 0.404879 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60659&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]0.843505[/C][C]9.2786[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.291955[/C][C]3.2115[/C][C]0.000846[/C][/ROW]
[ROW][C]3[/C][C]0.011176[/C][C]0.1229[/C][C]0.451181[/C][/ROW]
[ROW][C]4[/C][C]0.142183[/C][C]1.564[/C][C]0.060213[/C][/ROW]
[ROW][C]5[/C][C]0.017936[/C][C]0.1973[/C][C]0.421962[/C][/ROW]
[ROW][C]6[/C][C]-0.054825[/C][C]-0.6031[/C][C]0.273794[/C][/ROW]
[ROW][C]7[/C][C]-0.10748[/C][C]-1.1823[/C][C]0.119706[/C][/ROW]
[ROW][C]8[/C][C]0.027098[/C][C]0.2981[/C][C]0.383078[/C][/ROW]
[ROW][C]9[/C][C]-0.000278[/C][C]-0.0031[/C][C]0.498784[/C][/ROW]
[ROW][C]10[/C][C]0.024982[/C][C]0.2748[/C][C]0.39197[/C][/ROW]
[ROW][C]11[/C][C]0.098723[/C][C]1.086[/C][C]0.139828[/C][/ROW]
[ROW][C]12[/C][C]-0.008829[/C][C]-0.0971[/C][C]0.461396[/C][/ROW]
[ROW][C]13[/C][C]-0.117476[/C][C]-1.2922[/C][C]0.099369[/C][/ROW]
[ROW][C]14[/C][C]-0.077675[/C][C]-0.8544[/C][C]0.197279[/C][/ROW]
[ROW][C]15[/C][C]0.030988[/C][C]0.3409[/C][C]0.366896[/C][/ROW]
[ROW][C]16[/C][C]0.031485[/C][C]0.3463[/C][C]0.364845[/C][/ROW]
[ROW][C]17[/C][C]0.029461[/C][C]0.3241[/C][C]0.373222[/C][/ROW]
[ROW][C]18[/C][C]-0.101802[/C][C]-1.1198[/C][C]0.132503[/C][/ROW]
[ROW][C]19[/C][C]-0.04165[/C][C]-0.4582[/C][C]0.323831[/C][/ROW]
[ROW][C]20[/C][C]-0.076991[/C][C]-0.8469[/C][C]0.19936[/C][/ROW]
[ROW][C]21[/C][C]-0.042536[/C][C]-0.4679[/C][C]0.320349[/C][/ROW]
[ROW][C]22[/C][C]0.057082[/C][C]0.6279[/C][C]0.265625[/C][/ROW]
[ROW][C]23[/C][C]0.200608[/C][C]2.2067[/C][C]0.014612[/C][/ROW]
[ROW][C]24[/C][C]-0.02477[/C][C]-0.2725[/C][C]0.392861[/C][/ROW]
[ROW][C]25[/C][C]0.030985[/C][C]0.3408[/C][C]0.366911[/C][/ROW]
[ROW][C]26[/C][C]0.038914[/C][C]0.4281[/C][C]0.334685[/C][/ROW]
[ROW][C]27[/C][C]-0.003392[/C][C]-0.0373[/C][C]0.485148[/C][/ROW]
[ROW][C]28[/C][C]-0.075906[/C][C]-0.835[/C][C]0.202691[/C][/ROW]
[ROW][C]29[/C][C]0.017821[/C][C]0.196[/C][C]0.422456[/C][/ROW]
[ROW][C]30[/C][C]-0.063621[/C][C]-0.6998[/C][C]0.24269[/C][/ROW]
[ROW][C]31[/C][C]-0.085778[/C][C]-0.9436[/C][C]0.173638[/C][/ROW]
[ROW][C]32[/C][C]-0.001915[/C][C]-0.0211[/C][C]0.491613[/C][/ROW]
[ROW][C]33[/C][C]-0.05197[/C][C]-0.5717[/C][C]0.284302[/C][/ROW]
[ROW][C]34[/C][C]-0.086017[/C][C]-0.9462[/C][C]0.172968[/C][/ROW]
[ROW][C]35[/C][C]0.065739[/C][C]0.7231[/C][C]0.235497[/C][/ROW]
[ROW][C]36[/C][C]0.021933[/C][C]0.2413[/C][C]0.404879[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60659&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60659&T=2

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8435059.27860
20.2919553.21150.000846
30.0111760.12290.451181
40.1421831.5640.060213
50.0179360.19730.421962
6-0.054825-0.60310.273794
7-0.10748-1.18230.119706
80.0270980.29810.383078
9-0.000278-0.00310.498784
100.0249820.27480.39197
110.0987231.0860.139828
12-0.008829-0.09710.461396
13-0.117476-1.29220.099369
14-0.077675-0.85440.197279
150.0309880.34090.366896
160.0314850.34630.364845
170.0294610.32410.373222
18-0.101802-1.11980.132503
19-0.04165-0.45820.323831
20-0.076991-0.84690.19936
21-0.042536-0.46790.320349
220.0570820.62790.265625
230.2006082.20670.014612
24-0.02477-0.27250.392861
250.0309850.34080.366911
260.0389140.42810.334685
27-0.003392-0.03730.485148
28-0.075906-0.8350.202691
290.0178210.1960.422456
30-0.063621-0.69980.24269
31-0.085778-0.94360.173638
32-0.001915-0.02110.491613
33-0.05197-0.57170.284302
34-0.086017-0.94620.172968
350.0657390.72310.235497
360.0219330.24130.404879


Figures (Output of Computation)

Input Parameters & R Code

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')