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Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationWed, 02 Jun 2010 21:52:38 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Jun/02/t1275515620ea76ifs8orsco4c.htm/, Retrieved Fri, 19 Apr 2024 17:34:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=77331, Retrieved Fri, 19 Apr 2024 17:34:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W21
Estimated Impact150
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [] [2010-06-02 21:52:38] [ba71a47f11e8062985d77fe3913d8d26] [Current]
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Dataseries X:
20
25
15
15
25
25
25
21
30
25
20
40
13
30
25
20
25
20
25
20
20
15
15
12
20
5
20
15
25
22
20
22
25
20
20
35
30
25
20
20
20
25
25
15
20
35
25
25
30
23
10
22
25
25
22
30
20
25
25
22
25
25
25
22
25
12
18
20
20
22
30
25
22
20
50
30
25
20
30
22
25
30
22
25
22
22
25
25
25
20
22
15
20
30
20
25
30
35
22
12
30
15
10
30
9
25
20
20
35
25
35
30
12
25
15
25
25
20
20
6
15
40
20
40
25
25
20
15
15
22
24
22
20
25
25
25
35
40
20
22
22
20
25
25
18
25
20
25
30
20
22
35
22
25
25
25
25
22
23
35
15
25
18
22
25
25
28
30
20
25
25
30
22
30
10
10
25
20
22
25
25
15
22
25
25
28
22
30
25
20
25
25
20
30
20
30
50
19
20
28
20
25
35
25
25
15
16
20
20
25
30
20
25
25
25
20
20
25
25
30
22
20
25
25
18
18
20
25
25
30
25
20
25
20
20
20
22
18
22
20
15
25
25
20
25
15
22
25
25
15
12
25
30
22
15
22
25
12
18
30
25
25
40
24
25
15
25
20
25
25
25
20
30
20
25
30
22
25
25
25
50
19
50
25
35
20
20
20
20
20
25
25
25
20
20
20
20
25
18
25
22
22
30
30
8
20
25
30
50
22
20
10
25
25
25
25
18
25
20
25
30
18
20
25
22
22
20
20
25
20
20
20
20
25
20
10
20
25
30
25
50
30
30
50
15
25
25
22
20
22
30
25
18
22
22
30
40
25
20
10
20
9
15
20
15
20
30
12
15
12
20
15
12
25
20
25
25
25
30
20
25
15
15
22
10
15
10
20
25
20
20
38
20
20
20
40
25
25
30
25
10
20
25
12
15
25
20
22
22
20
25
25
25
15
40
20
20
16
25
15
20
25
20
30
50
20
25
20
30
30
25
25
12
25
25
25
20
20
20
15
20
25
15
25
50
30
20
20
25
12
15
20
20
35
22
15
18
30
22
12
12
20
20
15
25
15
20
20
25
18
30
20
25
25
25
20
20
25
20
22
15
15
22
20
10
25
20
20
15
12
20
5
20
15
15
25
25
25
15
25
22
25
20
18
22
25
35
25
25
25
35
30
22
30
50
15
25
24
20
25
25
25
12
15
22
25
25
25
25
15
20
20
15
35
30
20
22
65
20
25
22
20
25
25
20
25
15
20
12
15
10
25
15
30
35
25
25
25
25
25
40
40
25
25
20
25
25
22
25
30
25
25
30
25
25
30
25
25
20
22
22
20
25
22
25
22
40
25
25
25
22
20
35
20
35
25
22
25
25
25
25
25
40
25
30
25
20
25
25
30
22
22
20
15
15
25
25
20
20
15
25
15
20
22
25
15
15
18
5
15
25
18
40
25
25
20
30
20
25
25
25
22
22
25
25
30
25
25
25
25
20
20
25
25
25
25
20
30
25
22
30
20
20
30
25
25
30
20
25
25
24
25
30
18
15
22
22
25
22
22
25
15
20
22
18
35
20
20
20
25
25
30
15
25
22
26
25
20
25
25
25
22
25
25
20
22
30
15
30
25
20
25
25
35
22
20
25
20
20
18
20
22
25
10
20
25
20
20
30
25
20
15
20
25
10
20
25
22
22
25
25
15
25
20
10
25
16
25
35
25
15
25
25
30
25
10
22
20
25
20
20
25
22
18
30
19
25
20
25
20
25
20
22
12
30
12
22
25
25
25
25
30
30
10
22
22
25
20
22
20
25
20
15
25
20
25
20
30
15
40
25
20
22
22
30
20
40
20
25
20
25
20
50
50
25
25
40
30
22
30
20
25
25
30
25
25
20
18
18
28
25
22
15
40
40
12
12
18
12
25
26
18
25
22
15
25
15
15
15
25
15
12
22
20
20
25
20
12
9
15
12
15
25
20
20
15
15
30
21
25
22
22
50
15
25
15
25
22
18
50
20
50
20
20
30
25
20
22
25
50
40
25
25
25
25
30
40
25
30
20




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=77331&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=77331&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=77331&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'RServer@AstonUniversity' @ vre.aston.ac.uk







Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.503443-15.09490
20.0093720.2810.389381
30.0361951.08520.139051
4-0.037852-1.13490.128353
5-0.012622-0.37840.352596
6-0.00866-0.25970.39759
70.0421371.26340.103385
8-0.013541-0.4060.34242
9-0.055354-1.65970.048662
100.1087413.26040.000577
11-0.083886-2.51520.006035
12-0.006045-0.18130.428101
130.054591.63680.051011
14-0.031612-0.94780.171731
15-0.002278-0.06830.472776
16-0.030978-0.92880.176614
170.0763262.28850.01117
18-0.020907-0.62690.265458
19-0.056027-1.67990.046663
200.0861382.58270.00498
21-0.05604-1.68030.046626
22-0.048882-1.46560.071549
230.1096343.28720.000526
24-0.060493-1.81380.035021
25-0.023133-0.69360.244052
260.0451271.35310.088187
27-0.024117-0.72310.2349
280.0092560.27750.390721
290.0179160.53720.295634

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.503443 & -15.0949 & 0 \tabularnewline
2 & 0.009372 & 0.281 & 0.389381 \tabularnewline
3 & 0.036195 & 1.0852 & 0.139051 \tabularnewline
4 & -0.037852 & -1.1349 & 0.128353 \tabularnewline
5 & -0.012622 & -0.3784 & 0.352596 \tabularnewline
6 & -0.00866 & -0.2597 & 0.39759 \tabularnewline
7 & 0.042137 & 1.2634 & 0.103385 \tabularnewline
8 & -0.013541 & -0.406 & 0.34242 \tabularnewline
9 & -0.055354 & -1.6597 & 0.048662 \tabularnewline
10 & 0.108741 & 3.2604 & 0.000577 \tabularnewline
11 & -0.083886 & -2.5152 & 0.006035 \tabularnewline
12 & -0.006045 & -0.1813 & 0.428101 \tabularnewline
13 & 0.05459 & 1.6368 & 0.051011 \tabularnewline
14 & -0.031612 & -0.9478 & 0.171731 \tabularnewline
15 & -0.002278 & -0.0683 & 0.472776 \tabularnewline
16 & -0.030978 & -0.9288 & 0.176614 \tabularnewline
17 & 0.076326 & 2.2885 & 0.01117 \tabularnewline
18 & -0.020907 & -0.6269 & 0.265458 \tabularnewline
19 & -0.056027 & -1.6799 & 0.046663 \tabularnewline
20 & 0.086138 & 2.5827 & 0.00498 \tabularnewline
21 & -0.05604 & -1.6803 & 0.046626 \tabularnewline
22 & -0.048882 & -1.4656 & 0.071549 \tabularnewline
23 & 0.109634 & 3.2872 & 0.000526 \tabularnewline
24 & -0.060493 & -1.8138 & 0.035021 \tabularnewline
25 & -0.023133 & -0.6936 & 0.244052 \tabularnewline
26 & 0.045127 & 1.3531 & 0.088187 \tabularnewline
27 & -0.024117 & -0.7231 & 0.2349 \tabularnewline
28 & 0.009256 & 0.2775 & 0.390721 \tabularnewline
29 & 0.017916 & 0.5372 & 0.295634 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=77331&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]-0.503443[/C][C]-15.0949[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.009372[/C][C]0.281[/C][C]0.389381[/C][/ROW]
[ROW][C]3[/C][C]0.036195[/C][C]1.0852[/C][C]0.139051[/C][/ROW]
[ROW][C]4[/C][C]-0.037852[/C][C]-1.1349[/C][C]0.128353[/C][/ROW]
[ROW][C]5[/C][C]-0.012622[/C][C]-0.3784[/C][C]0.352596[/C][/ROW]
[ROW][C]6[/C][C]-0.00866[/C][C]-0.2597[/C][C]0.39759[/C][/ROW]
[ROW][C]7[/C][C]0.042137[/C][C]1.2634[/C][C]0.103385[/C][/ROW]
[ROW][C]8[/C][C]-0.013541[/C][C]-0.406[/C][C]0.34242[/C][/ROW]
[ROW][C]9[/C][C]-0.055354[/C][C]-1.6597[/C][C]0.048662[/C][/ROW]
[ROW][C]10[/C][C]0.108741[/C][C]3.2604[/C][C]0.000577[/C][/ROW]
[ROW][C]11[/C][C]-0.083886[/C][C]-2.5152[/C][C]0.006035[/C][/ROW]
[ROW][C]12[/C][C]-0.006045[/C][C]-0.1813[/C][C]0.428101[/C][/ROW]
[ROW][C]13[/C][C]0.05459[/C][C]1.6368[/C][C]0.051011[/C][/ROW]
[ROW][C]14[/C][C]-0.031612[/C][C]-0.9478[/C][C]0.171731[/C][/ROW]
[ROW][C]15[/C][C]-0.002278[/C][C]-0.0683[/C][C]0.472776[/C][/ROW]
[ROW][C]16[/C][C]-0.030978[/C][C]-0.9288[/C][C]0.176614[/C][/ROW]
[ROW][C]17[/C][C]0.076326[/C][C]2.2885[/C][C]0.01117[/C][/ROW]
[ROW][C]18[/C][C]-0.020907[/C][C]-0.6269[/C][C]0.265458[/C][/ROW]
[ROW][C]19[/C][C]-0.056027[/C][C]-1.6799[/C][C]0.046663[/C][/ROW]
[ROW][C]20[/C][C]0.086138[/C][C]2.5827[/C][C]0.00498[/C][/ROW]
[ROW][C]21[/C][C]-0.05604[/C][C]-1.6803[/C][C]0.046626[/C][/ROW]
[ROW][C]22[/C][C]-0.048882[/C][C]-1.4656[/C][C]0.071549[/C][/ROW]
[ROW][C]23[/C][C]0.109634[/C][C]3.2872[/C][C]0.000526[/C][/ROW]
[ROW][C]24[/C][C]-0.060493[/C][C]-1.8138[/C][C]0.035021[/C][/ROW]
[ROW][C]25[/C][C]-0.023133[/C][C]-0.6936[/C][C]0.244052[/C][/ROW]
[ROW][C]26[/C][C]0.045127[/C][C]1.3531[/C][C]0.088187[/C][/ROW]
[ROW][C]27[/C][C]-0.024117[/C][C]-0.7231[/C][C]0.2349[/C][/ROW]
[ROW][C]28[/C][C]0.009256[/C][C]0.2775[/C][C]0.390721[/C][/ROW]
[ROW][C]29[/C][C]0.017916[/C][C]0.5372[/C][C]0.295634[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=77331&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=77331&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
1-0.503443-15.09490
20.0093720.2810.389381
30.0361951.08520.139051
4-0.037852-1.13490.128353
5-0.012622-0.37840.352596
6-0.00866-0.25970.39759
70.0421371.26340.103385
8-0.013541-0.4060.34242
9-0.055354-1.65970.048662
100.1087413.26040.000577
11-0.083886-2.51520.006035
12-0.006045-0.18130.428101
130.054591.63680.051011
14-0.031612-0.94780.171731
15-0.002278-0.06830.472776
16-0.030978-0.92880.176614
170.0763262.28850.01117
18-0.020907-0.62690.265458
19-0.056027-1.67990.046663
200.0861382.58270.00498
21-0.05604-1.68030.046626
22-0.048882-1.46560.071549
230.1096343.28720.000526
24-0.060493-1.81380.035021
25-0.023133-0.69360.244052
260.0451271.35310.088187
27-0.024117-0.72310.2349
280.0092560.27750.390721
290.0179160.53720.295634







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.503443-15.09490
2-0.32695-9.80310
3-0.183196-5.49280
4-0.154449-4.63092e-06
5-0.154941-4.64562e-06
6-0.165705-4.96840
7-0.094916-2.84590.002265
8-0.065806-1.97310.024395
9-0.143289-4.29631e-05
10-0.015461-0.46360.321535
11-0.058559-1.75580.039732
12-0.099293-2.97710.001494
13-0.04243-1.27220.101816
14-0.042564-1.27620.101107
15-0.049098-1.47210.070671
16-0.111311-3.33750.00044
17-0.027311-0.81890.20654
180.0121770.36510.357564
19-0.05472-1.64070.050606
200.0122780.36810.356429
21-0.002392-0.07170.471423
22-0.095783-2.87190.002088
230.0087480.26230.396572
24-0.004724-0.14170.443692
25-0.062316-1.86850.031012
26-0.021068-0.63170.263875
27-0.051648-1.54860.060917
28-0.036835-1.10440.134847
290.0260620.78140.217377

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.503443 & -15.0949 & 0 \tabularnewline
2 & -0.32695 & -9.8031 & 0 \tabularnewline
3 & -0.183196 & -5.4928 & 0 \tabularnewline
4 & -0.154449 & -4.6309 & 2e-06 \tabularnewline
5 & -0.154941 & -4.6456 & 2e-06 \tabularnewline
6 & -0.165705 & -4.9684 & 0 \tabularnewline
7 & -0.094916 & -2.8459 & 0.002265 \tabularnewline
8 & -0.065806 & -1.9731 & 0.024395 \tabularnewline
9 & -0.143289 & -4.2963 & 1e-05 \tabularnewline
10 & -0.015461 & -0.4636 & 0.321535 \tabularnewline
11 & -0.058559 & -1.7558 & 0.039732 \tabularnewline
12 & -0.099293 & -2.9771 & 0.001494 \tabularnewline
13 & -0.04243 & -1.2722 & 0.101816 \tabularnewline
14 & -0.042564 & -1.2762 & 0.101107 \tabularnewline
15 & -0.049098 & -1.4721 & 0.070671 \tabularnewline
16 & -0.111311 & -3.3375 & 0.00044 \tabularnewline
17 & -0.027311 & -0.8189 & 0.20654 \tabularnewline
18 & 0.012177 & 0.3651 & 0.357564 \tabularnewline
19 & -0.05472 & -1.6407 & 0.050606 \tabularnewline
20 & 0.012278 & 0.3681 & 0.356429 \tabularnewline
21 & -0.002392 & -0.0717 & 0.471423 \tabularnewline
22 & -0.095783 & -2.8719 & 0.002088 \tabularnewline
23 & 0.008748 & 0.2623 & 0.396572 \tabularnewline
24 & -0.004724 & -0.1417 & 0.443692 \tabularnewline
25 & -0.062316 & -1.8685 & 0.031012 \tabularnewline
26 & -0.021068 & -0.6317 & 0.263875 \tabularnewline
27 & -0.051648 & -1.5486 & 0.060917 \tabularnewline
28 & -0.036835 & -1.1044 & 0.134847 \tabularnewline
29 & 0.026062 & 0.7814 & 0.217377 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=77331&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]-0.503443[/C][C]-15.0949[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.32695[/C][C]-9.8031[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]-0.183196[/C][C]-5.4928[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]-0.154449[/C][C]-4.6309[/C][C]2e-06[/C][/ROW]
[ROW][C]5[/C][C]-0.154941[/C][C]-4.6456[/C][C]2e-06[/C][/ROW]
[ROW][C]6[/C][C]-0.165705[/C][C]-4.9684[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]-0.094916[/C][C]-2.8459[/C][C]0.002265[/C][/ROW]
[ROW][C]8[/C][C]-0.065806[/C][C]-1.9731[/C][C]0.024395[/C][/ROW]
[ROW][C]9[/C][C]-0.143289[/C][C]-4.2963[/C][C]1e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.015461[/C][C]-0.4636[/C][C]0.321535[/C][/ROW]
[ROW][C]11[/C][C]-0.058559[/C][C]-1.7558[/C][C]0.039732[/C][/ROW]
[ROW][C]12[/C][C]-0.099293[/C][C]-2.9771[/C][C]0.001494[/C][/ROW]
[ROW][C]13[/C][C]-0.04243[/C][C]-1.2722[/C][C]0.101816[/C][/ROW]
[ROW][C]14[/C][C]-0.042564[/C][C]-1.2762[/C][C]0.101107[/C][/ROW]
[ROW][C]15[/C][C]-0.049098[/C][C]-1.4721[/C][C]0.070671[/C][/ROW]
[ROW][C]16[/C][C]-0.111311[/C][C]-3.3375[/C][C]0.00044[/C][/ROW]
[ROW][C]17[/C][C]-0.027311[/C][C]-0.8189[/C][C]0.20654[/C][/ROW]
[ROW][C]18[/C][C]0.012177[/C][C]0.3651[/C][C]0.357564[/C][/ROW]
[ROW][C]19[/C][C]-0.05472[/C][C]-1.6407[/C][C]0.050606[/C][/ROW]
[ROW][C]20[/C][C]0.012278[/C][C]0.3681[/C][C]0.356429[/C][/ROW]
[ROW][C]21[/C][C]-0.002392[/C][C]-0.0717[/C][C]0.471423[/C][/ROW]
[ROW][C]22[/C][C]-0.095783[/C][C]-2.8719[/C][C]0.002088[/C][/ROW]
[ROW][C]23[/C][C]0.008748[/C][C]0.2623[/C][C]0.396572[/C][/ROW]
[ROW][C]24[/C][C]-0.004724[/C][C]-0.1417[/C][C]0.443692[/C][/ROW]
[ROW][C]25[/C][C]-0.062316[/C][C]-1.8685[/C][C]0.031012[/C][/ROW]
[ROW][C]26[/C][C]-0.021068[/C][C]-0.6317[/C][C]0.263875[/C][/ROW]
[ROW][C]27[/C][C]-0.051648[/C][C]-1.5486[/C][C]0.060917[/C][/ROW]
[ROW][C]28[/C][C]-0.036835[/C][C]-1.1044[/C][C]0.134847[/C][/ROW]
[ROW][C]29[/C][C]0.026062[/C][C]0.7814[/C][C]0.217377[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=77331&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=77331&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
1-0.503443-15.09490
2-0.32695-9.80310
3-0.183196-5.49280
4-0.154449-4.63092e-06
5-0.154941-4.64562e-06
6-0.165705-4.96840
7-0.094916-2.84590.002265
8-0.065806-1.97310.024395
9-0.143289-4.29631e-05
10-0.015461-0.46360.321535
11-0.058559-1.75580.039732
12-0.099293-2.97710.001494
13-0.04243-1.27220.101816
14-0.042564-1.27620.101107
15-0.049098-1.47210.070671
16-0.111311-3.33750.00044
17-0.027311-0.81890.20654
180.0121770.36510.357564
19-0.05472-1.64070.050606
200.0122780.36810.356429
21-0.002392-0.07170.471423
22-0.095783-2.87190.002088
230.0087480.26230.396572
24-0.004724-0.14170.443692
25-0.062316-1.86850.031012
26-0.021068-0.63170.263875
27-0.051648-1.54860.060917
28-0.036835-1.10440.134847
290.0260620.78140.217377



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