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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 12:48:20 -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/t12593514109mqbgs92fw7g0hx.htm/, Retrieved Sun, 28 Apr 2024 21:47:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61197, Retrieved Sun, 28 Apr 2024 21:47:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact132

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 12:19:56] [b98453cac15ba1066b407e146608df68]
- R  D        [(Partial) Autocorrelation Function] [] [2009-11-27 14:50:28] [ebaba662b71f11af5e14072490c15c50]
-    D            [(Partial) Autocorrelation Function] [] [2009-11-27 19:48:20] [479db4778e5b462dda1f74ecdd6ccff3] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528
534
518
506
502
516

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=61197&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=61197&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61197&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
10.9589197.42780
20.9173997.10610
30.8721426.75560
40.8278646.41260
50.78086.04810
60.7326895.67540
70.6846055.30291e-06
80.6335884.90784e-06
90.5731124.43932e-05
100.5043813.90690.00012
110.4381643.3940.000613
120.3654762.8310.003153
130.3072192.37970.010261
140.2530731.96030.027305
150.19371.50040.069378
160.1379371.06850.144798
170.0822870.63740.263147
180.0295920.22920.40974
19-0.021507-0.16660.434125
20-0.069282-0.53670.296745
21-0.117834-0.91270.182517
22-0.155338-1.20320.116804
23-0.195459-1.5140.067636
24-0.23805-1.84390.035067
25-0.270829-2.09780.02007
26-0.299591-2.32060.011862
27-0.318398-2.46630.008263
28-0.342958-2.65650.00505
29-0.368696-2.85590.002943
30-0.397097-3.07590.001579
31-0.420883-3.26010.000919
32-0.443589-3.4360.000539
33-0.459894-3.56230.000364
34-0.462825-3.5850.000339
35-0.461721-3.57650.000348
36-0.452951-3.50850.00043

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958919 & 7.4278 & 0 \tabularnewline
2 & 0.917399 & 7.1061 & 0 \tabularnewline
3 & 0.872142 & 6.7556 & 0 \tabularnewline
4 & 0.827864 & 6.4126 & 0 \tabularnewline
5 & 0.7808 & 6.0481 & 0 \tabularnewline
6 & 0.732689 & 5.6754 & 0 \tabularnewline
7 & 0.684605 & 5.3029 & 1e-06 \tabularnewline
8 & 0.633588 & 4.9078 & 4e-06 \tabularnewline
9 & 0.573112 & 4.4393 & 2e-05 \tabularnewline
10 & 0.504381 & 3.9069 & 0.00012 \tabularnewline
11 & 0.438164 & 3.394 & 0.000613 \tabularnewline
12 & 0.365476 & 2.831 & 0.003153 \tabularnewline
13 & 0.307219 & 2.3797 & 0.010261 \tabularnewline
14 & 0.253073 & 1.9603 & 0.027305 \tabularnewline
15 & 0.1937 & 1.5004 & 0.069378 \tabularnewline
16 & 0.137937 & 1.0685 & 0.144798 \tabularnewline
17 & 0.082287 & 0.6374 & 0.263147 \tabularnewline
18 & 0.029592 & 0.2292 & 0.40974 \tabularnewline
19 & -0.021507 & -0.1666 & 0.434125 \tabularnewline
20 & -0.069282 & -0.5367 & 0.296745 \tabularnewline
21 & -0.117834 & -0.9127 & 0.182517 \tabularnewline
22 & -0.155338 & -1.2032 & 0.116804 \tabularnewline
23 & -0.195459 & -1.514 & 0.067636 \tabularnewline
24 & -0.23805 & -1.8439 & 0.035067 \tabularnewline
25 & -0.270829 & -2.0978 & 0.02007 \tabularnewline
26 & -0.299591 & -2.3206 & 0.011862 \tabularnewline
27 & -0.318398 & -2.4663 & 0.008263 \tabularnewline
28 & -0.342958 & -2.6565 & 0.00505 \tabularnewline
29 & -0.368696 & -2.8559 & 0.002943 \tabularnewline
30 & -0.397097 & -3.0759 & 0.001579 \tabularnewline
31 & -0.420883 & -3.2601 & 0.000919 \tabularnewline
32 & -0.443589 & -3.436 & 0.000539 \tabularnewline
33 & -0.459894 & -3.5623 & 0.000364 \tabularnewline
34 & -0.462825 & -3.585 & 0.000339 \tabularnewline
35 & -0.461721 & -3.5765 & 0.000348 \tabularnewline
36 & -0.452951 & -3.5085 & 0.00043 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61197&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]0.958919[/C][C]7.4278[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.917399[/C][C]7.1061[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.872142[/C][C]6.7556[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.827864[/C][C]6.4126[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.7808[/C][C]6.0481[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.732689[/C][C]5.6754[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.684605[/C][C]5.3029[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.633588[/C][C]4.9078[/C][C]4e-06[/C][/ROW]
[ROW][C]9[/C][C]0.573112[/C][C]4.4393[/C][C]2e-05[/C][/ROW]
[ROW][C]10[/C][C]0.504381[/C][C]3.9069[/C][C]0.00012[/C][/ROW]
[ROW][C]11[/C][C]0.438164[/C][C]3.394[/C][C]0.000613[/C][/ROW]
[ROW][C]12[/C][C]0.365476[/C][C]2.831[/C][C]0.003153[/C][/ROW]
[ROW][C]13[/C][C]0.307219[/C][C]2.3797[/C][C]0.010261[/C][/ROW]
[ROW][C]14[/C][C]0.253073[/C][C]1.9603[/C][C]0.027305[/C][/ROW]
[ROW][C]15[/C][C]0.1937[/C][C]1.5004[/C][C]0.069378[/C][/ROW]
[ROW][C]16[/C][C]0.137937[/C][C]1.0685[/C][C]0.144798[/C][/ROW]
[ROW][C]17[/C][C]0.082287[/C][C]0.6374[/C][C]0.263147[/C][/ROW]
[ROW][C]18[/C][C]0.029592[/C][C]0.2292[/C][C]0.40974[/C][/ROW]
[ROW][C]19[/C][C]-0.021507[/C][C]-0.1666[/C][C]0.434125[/C][/ROW]
[ROW][C]20[/C][C]-0.069282[/C][C]-0.5367[/C][C]0.296745[/C][/ROW]
[ROW][C]21[/C][C]-0.117834[/C][C]-0.9127[/C][C]0.182517[/C][/ROW]
[ROW][C]22[/C][C]-0.155338[/C][C]-1.2032[/C][C]0.116804[/C][/ROW]
[ROW][C]23[/C][C]-0.195459[/C][C]-1.514[/C][C]0.067636[/C][/ROW]
[ROW][C]24[/C][C]-0.23805[/C][C]-1.8439[/C][C]0.035067[/C][/ROW]
[ROW][C]25[/C][C]-0.270829[/C][C]-2.0978[/C][C]0.02007[/C][/ROW]
[ROW][C]26[/C][C]-0.299591[/C][C]-2.3206[/C][C]0.011862[/C][/ROW]
[ROW][C]27[/C][C]-0.318398[/C][C]-2.4663[/C][C]0.008263[/C][/ROW]
[ROW][C]28[/C][C]-0.342958[/C][C]-2.6565[/C][C]0.00505[/C][/ROW]
[ROW][C]29[/C][C]-0.368696[/C][C]-2.8559[/C][C]0.002943[/C][/ROW]
[ROW][C]30[/C][C]-0.397097[/C][C]-3.0759[/C][C]0.001579[/C][/ROW]
[ROW][C]31[/C][C]-0.420883[/C][C]-3.2601[/C][C]0.000919[/C][/ROW]
[ROW][C]32[/C][C]-0.443589[/C][C]-3.436[/C][C]0.000539[/C][/ROW]
[ROW][C]33[/C][C]-0.459894[/C][C]-3.5623[/C][C]0.000364[/C][/ROW]
[ROW][C]34[/C][C]-0.462825[/C][C]-3.585[/C][C]0.000339[/C][/ROW]
[ROW][C]35[/C][C]-0.461721[/C][C]-3.5765[/C][C]0.000348[/C][/ROW]
[ROW][C]36[/C][C]-0.452951[/C][C]-3.5085[/C][C]0.00043[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61197&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61197&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
10.9589197.42780
20.9173997.10610
30.8721426.75560
40.8278646.41260
50.78086.04810
60.7326895.67540
70.6846055.30291e-06
80.6335884.90784e-06
90.5731124.43932e-05
100.5043813.90690.00012
110.4381643.3940.000613
120.3654762.8310.003153
130.3072192.37970.010261
140.2530731.96030.027305
150.19371.50040.069378
160.1379371.06850.144798
170.0822870.63740.263147
180.0295920.22920.40974
19-0.021507-0.16660.434125
20-0.069282-0.53670.296745
21-0.117834-0.91270.182517
22-0.155338-1.20320.116804
23-0.195459-1.5140.067636
24-0.23805-1.84390.035067
25-0.270829-2.09780.02007
26-0.299591-2.32060.011862
27-0.318398-2.46630.008263
28-0.342958-2.65650.00505
29-0.368696-2.85590.002943
30-0.397097-3.07590.001579
31-0.420883-3.26010.000919
32-0.443589-3.4360.000539
33-0.459894-3.56230.000364
34-0.462825-3.5850.000339
35-0.461721-3.57650.000348
36-0.452951-3.50850.00043






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9589197.42780
2-0.026428-0.20470.419247
3-0.068095-0.52750.299909
4-0.011578-0.08970.464418
5-0.057082-0.44220.329984
6-0.040457-0.31340.377541
7-0.024347-0.18860.425524
8-0.065178-0.50490.30775
9-0.150065-1.16240.124839
10-0.142973-1.10750.136256
11-0.011005-0.08520.466175
12-0.128466-0.99510.161843
130.1313111.01710.156588
140.0261240.20240.420163
15-0.129987-1.00690.159019
160.0109840.08510.466239
17-0.029766-0.23060.409219
18-0.005852-0.04530.481998
19-0.009067-0.07020.47212
20-0.006179-0.04790.480993
21-0.096041-0.74390.229912
220.0407770.31590.376603
23-0.058897-0.45620.324942
24-0.127483-0.98750.163686
250.0984510.76260.224345
260.0250580.19410.423378
270.0227580.17630.430333
28-0.111665-0.8650.195255
29-0.082162-0.63640.263459
30-0.112136-0.86860.194264
31-0.002479-0.01920.492371
320.0062610.04850.480741
33-0.028267-0.2190.413714
340.1418931.09910.138057
350.0004330.00340.498668
36-0.013264-0.10270.459255

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958919 & 7.4278 & 0 \tabularnewline
2 & -0.026428 & -0.2047 & 0.419247 \tabularnewline
3 & -0.068095 & -0.5275 & 0.299909 \tabularnewline
4 & -0.011578 & -0.0897 & 0.464418 \tabularnewline
5 & -0.057082 & -0.4422 & 0.329984 \tabularnewline
6 & -0.040457 & -0.3134 & 0.377541 \tabularnewline
7 & -0.024347 & -0.1886 & 0.425524 \tabularnewline
8 & -0.065178 & -0.5049 & 0.30775 \tabularnewline
9 & -0.150065 & -1.1624 & 0.124839 \tabularnewline
10 & -0.142973 & -1.1075 & 0.136256 \tabularnewline
11 & -0.011005 & -0.0852 & 0.466175 \tabularnewline
12 & -0.128466 & -0.9951 & 0.161843 \tabularnewline
13 & 0.131311 & 1.0171 & 0.156588 \tabularnewline
14 & 0.026124 & 0.2024 & 0.420163 \tabularnewline
15 & -0.129987 & -1.0069 & 0.159019 \tabularnewline
16 & 0.010984 & 0.0851 & 0.466239 \tabularnewline
17 & -0.029766 & -0.2306 & 0.409219 \tabularnewline
18 & -0.005852 & -0.0453 & 0.481998 \tabularnewline
19 & -0.009067 & -0.0702 & 0.47212 \tabularnewline
20 & -0.006179 & -0.0479 & 0.480993 \tabularnewline
21 & -0.096041 & -0.7439 & 0.229912 \tabularnewline
22 & 0.040777 & 0.3159 & 0.376603 \tabularnewline
23 & -0.058897 & -0.4562 & 0.324942 \tabularnewline
24 & -0.127483 & -0.9875 & 0.163686 \tabularnewline
25 & 0.098451 & 0.7626 & 0.224345 \tabularnewline
26 & 0.025058 & 0.1941 & 0.423378 \tabularnewline
27 & 0.022758 & 0.1763 & 0.430333 \tabularnewline
28 & -0.111665 & -0.865 & 0.195255 \tabularnewline
29 & -0.082162 & -0.6364 & 0.263459 \tabularnewline
30 & -0.112136 & -0.8686 & 0.194264 \tabularnewline
31 & -0.002479 & -0.0192 & 0.492371 \tabularnewline
32 & 0.006261 & 0.0485 & 0.480741 \tabularnewline
33 & -0.028267 & -0.219 & 0.413714 \tabularnewline
34 & 0.141893 & 1.0991 & 0.138057 \tabularnewline
35 & 0.000433 & 0.0034 & 0.498668 \tabularnewline
36 & -0.013264 & -0.1027 & 0.459255 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61197&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]0.958919[/C][C]7.4278[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.026428[/C][C]-0.2047[/C][C]0.419247[/C][/ROW]
[ROW][C]3[/C][C]-0.068095[/C][C]-0.5275[/C][C]0.299909[/C][/ROW]
[ROW][C]4[/C][C]-0.011578[/C][C]-0.0897[/C][C]0.464418[/C][/ROW]
[ROW][C]5[/C][C]-0.057082[/C][C]-0.4422[/C][C]0.329984[/C][/ROW]
[ROW][C]6[/C][C]-0.040457[/C][C]-0.3134[/C][C]0.377541[/C][/ROW]
[ROW][C]7[/C][C]-0.024347[/C][C]-0.1886[/C][C]0.425524[/C][/ROW]
[ROW][C]8[/C][C]-0.065178[/C][C]-0.5049[/C][C]0.30775[/C][/ROW]
[ROW][C]9[/C][C]-0.150065[/C][C]-1.1624[/C][C]0.124839[/C][/ROW]
[ROW][C]10[/C][C]-0.142973[/C][C]-1.1075[/C][C]0.136256[/C][/ROW]
[ROW][C]11[/C][C]-0.011005[/C][C]-0.0852[/C][C]0.466175[/C][/ROW]
[ROW][C]12[/C][C]-0.128466[/C][C]-0.9951[/C][C]0.161843[/C][/ROW]
[ROW][C]13[/C][C]0.131311[/C][C]1.0171[/C][C]0.156588[/C][/ROW]
[ROW][C]14[/C][C]0.026124[/C][C]0.2024[/C][C]0.420163[/C][/ROW]
[ROW][C]15[/C][C]-0.129987[/C][C]-1.0069[/C][C]0.159019[/C][/ROW]
[ROW][C]16[/C][C]0.010984[/C][C]0.0851[/C][C]0.466239[/C][/ROW]
[ROW][C]17[/C][C]-0.029766[/C][C]-0.2306[/C][C]0.409219[/C][/ROW]
[ROW][C]18[/C][C]-0.005852[/C][C]-0.0453[/C][C]0.481998[/C][/ROW]
[ROW][C]19[/C][C]-0.009067[/C][C]-0.0702[/C][C]0.47212[/C][/ROW]
[ROW][C]20[/C][C]-0.006179[/C][C]-0.0479[/C][C]0.480993[/C][/ROW]
[ROW][C]21[/C][C]-0.096041[/C][C]-0.7439[/C][C]0.229912[/C][/ROW]
[ROW][C]22[/C][C]0.040777[/C][C]0.3159[/C][C]0.376603[/C][/ROW]
[ROW][C]23[/C][C]-0.058897[/C][C]-0.4562[/C][C]0.324942[/C][/ROW]
[ROW][C]24[/C][C]-0.127483[/C][C]-0.9875[/C][C]0.163686[/C][/ROW]
[ROW][C]25[/C][C]0.098451[/C][C]0.7626[/C][C]0.224345[/C][/ROW]
[ROW][C]26[/C][C]0.025058[/C][C]0.1941[/C][C]0.423378[/C][/ROW]
[ROW][C]27[/C][C]0.022758[/C][C]0.1763[/C][C]0.430333[/C][/ROW]
[ROW][C]28[/C][C]-0.111665[/C][C]-0.865[/C][C]0.195255[/C][/ROW]
[ROW][C]29[/C][C]-0.082162[/C][C]-0.6364[/C][C]0.263459[/C][/ROW]
[ROW][C]30[/C][C]-0.112136[/C][C]-0.8686[/C][C]0.194264[/C][/ROW]
[ROW][C]31[/C][C]-0.002479[/C][C]-0.0192[/C][C]0.492371[/C][/ROW]
[ROW][C]32[/C][C]0.006261[/C][C]0.0485[/C][C]0.480741[/C][/ROW]
[ROW][C]33[/C][C]-0.028267[/C][C]-0.219[/C][C]0.413714[/C][/ROW]
[ROW][C]34[/C][C]0.141893[/C][C]1.0991[/C][C]0.138057[/C][/ROW]
[ROW][C]35[/C][C]0.000433[/C][C]0.0034[/C][C]0.498668[/C][/ROW]
[ROW][C]36[/C][C]-0.013264[/C][C]-0.1027[/C][C]0.459255[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61197&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61197&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
10.9589197.42780
2-0.026428-0.20470.419247
3-0.068095-0.52750.299909
4-0.011578-0.08970.464418
5-0.057082-0.44220.329984
6-0.040457-0.31340.377541
7-0.024347-0.18860.425524
8-0.065178-0.50490.30775
9-0.150065-1.16240.124839
10-0.142973-1.10750.136256
11-0.011005-0.08520.466175
12-0.128466-0.99510.161843
130.1313111.01710.156588
140.0261240.20240.420163
15-0.129987-1.00690.159019
160.0109840.08510.466239
17-0.029766-0.23060.409219
18-0.005852-0.04530.481998
19-0.009067-0.07020.47212
20-0.006179-0.04790.480993
21-0.096041-0.74390.229912
220.0407770.31590.376603
23-0.058897-0.45620.324942
24-0.127483-0.98750.163686
250.0984510.76260.224345
260.0250580.19410.423378
270.0227580.17630.430333
28-0.111665-0.8650.195255
29-0.082162-0.63640.263459
30-0.112136-0.86860.194264
31-0.002479-0.01920.492371
320.0062610.04850.480741
33-0.028267-0.2190.413714
340.1418931.09910.138057
350.0004330.00340.498668
36-0.013264-0.10270.459255


Figures (Output of Computation)

Input Parameters & R Code

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')