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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, 26 Apr 2017 06:17:34 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2017/Apr/26/t1493184084cicy9ezapwsapt1.htm/, Retrieved Fri, 17 May 2024 23:11:24 +0200
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Fri, 17 May 2024 23:11:24 +0200
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Original text written by user:
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User-defined keywords
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-0.171916667
-0.23725
-0.231083333
-0.223833333
-0.2485
-0.314958333
-0.342695652
-0.313041667
-0.29052
-0.264125
-0.307458333
-0.445041667
-0.4425
-0.386291667
-0.317416667
-0.300458333
-0.3385
-0.307416667
-0.338583333
-0.543541667
-0.693833333
-0.599958333
-0.566
-0.562291667
-0.7675
-0.7425
-0.722166667
-0.759208333
-0.672666667
-0.703041667
-0.786625
-0.848458333
-0.76
-0.694541667
-0.692083333
-0.665666667
-0.6646
-0.628
-0.674791667
-0.632625
-0.588791667
-0.535166667
-0.490916667
-0.440166667
-0.4072806
-0.4059465
-0.3423544
-0.354625
-0.364
-0.320875
-0.3352
-0.349061958
-0.354843058
-0.34384
-0.29225
-0.35716
-0.352041667
-0.335291667
-0.35175
-0.350416667
-0.322083333
-0.323291667
-0.354708333
-0.394916667
-0.399
-0.368041667
-0.402291667
-0.387916667
-0.334583333
-0.335266667
-0.261875
-0.255458333
-0.245583333
-0.244291667
-0.25575
-0.24925
-0.291291667
-0.316208333
-0.310583333
-0.305416667
-0.302708333
-0.322208333
-0.344083333
-0.344833333
-0.338875
-0.358666667
-0.360666667
-0.321541667
-0.2125
-0.242791667
-0.310375
-0.35
-0.373333333
-0.297307692
-0.288041667
-0.27375
-0.257833333
-0.274125
-0.275333333
-0.344666667
-0.341375
-0.41275
-0.4765
-0.430666667
-0.365782609
-0.352083333
-0.352857143
-0.340390308
-0.371815775
-0.392012567
-0.397163675
-0.400795392
-0.410727025
-0.418472217
-0.3926055
-0.387824975
-0.397534258
-0.415211083
-0.431776158
-0.456494067
-0.485177217
-0.5028911
-0.504409434
-0.505927769
-0.507446103
-0.508964437
-0.510482771
-0.512001106
-0.51351944
-0.515037774
-0.516556108
-0.518074443
-0.519592777
-0.521111111
-0.504833333
-0.501625
-0.509625
-0.48575
-0.488291667
-0.498958333
-0.476625
-0.48525
-0.485625
-0.448208333
-0.476666667
-0.424875
-0.339416667
-0.300416667
-0.309583333
-0.30725
-0.356916667
-0.388
-0.353
-0.40328
-0.414083333
-0.348291667
-0.343541667
-0.388708333
-0.386916667
-0.398666667
-0.366833333
-0.330375
-0.34575
-0.317958333
-0.319375
-0.342833333
-0.402041667
-0.425791667
-0.393458333
-0.354291667
-0.353166667
-0.246833333
-0.184458333
-0.105208333
-0.051083333
-0.040416667
-0.07975
-0.144041667
-0.230458333
-0.232583333
-0.188916667
-0.008857143
0.097046258
0.091376333
0.082630567
0.07988825
0.062063192
0.114571429
0.057625
0.028166667
0.00725
-0.014875
-0.023375
-0.056291667
-0.094791667
-0.116
-0.13476
-0.174291667
-0.192708333
-0.186458333
-0.17175
-0.158125
-0.09625
-0.109125
-0.133458333
-0.127041667
-0.12425
-0.117041667
-0.113833333
-0.161208333
-0.162583333
0.012958333
-0.048
-0.13875
-0.167083333
-0.197333333
-0.128125
-0.104666667
-0.035
0.005041667
0.072916667
0.060541667
0.068958333
0.050666667
0.096958333
0.109208333
0.085291667
0.015708333
0.020041667
-0.018291667
-0.038541667
0.039625
0.091291667
0.063833333
0.118416667
0.131125
0.169708333
0.167708333
0.143958333
0.116875
0.073458333
0.064125
0.014708333
0.068291667
0.088083333
0.066333333
0.05575
0.055166667
0.052875
0.033916667
0.027083333
-0.006291667
-0.01675
-0.015916667
-0.026166667
-0.051
-0.07408
-0.111625
-0.099083333
-0.116166667
-0.141416667
-0.184458333
-0.222125
-0.182583333
-0.141541667
-0.144041667




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net

\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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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 time3 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.98599147.11140
20.96832846.26740
30.95382645.57450
40.94100844.96210
50.92969544.42150
60.91800743.86310
70.90627943.30270
80.89434942.73270
90.88171942.12920
100.86893941.51860
110.8574340.96860
120.84704840.47260
130.83673539.97980
140.826839.50510
150.81799539.08440
160.80941338.67440
170.8010638.27530
180.79175337.83060
190.78235537.38150
200.77359936.96310
210.76535936.56940
220.75598436.12150
230.74632835.66010
240.73744435.23560
250.72963934.86270
260.72189334.49260
270.7138434.10780
280.7053733.70310
290.69683633.29530
300.68794432.87050
310.67934432.45960
320.67161732.09040
330.66439831.74540

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.985991 & 47.1114 & 0 \tabularnewline
2 & 0.968328 & 46.2674 & 0 \tabularnewline
3 & 0.953826 & 45.5745 & 0 \tabularnewline
4 & 0.941008 & 44.9621 & 0 \tabularnewline
5 & 0.929695 & 44.4215 & 0 \tabularnewline
6 & 0.918007 & 43.8631 & 0 \tabularnewline
7 & 0.906279 & 43.3027 & 0 \tabularnewline
8 & 0.894349 & 42.7327 & 0 \tabularnewline
9 & 0.881719 & 42.1292 & 0 \tabularnewline
10 & 0.868939 & 41.5186 & 0 \tabularnewline
11 & 0.85743 & 40.9686 & 0 \tabularnewline
12 & 0.847048 & 40.4726 & 0 \tabularnewline
13 & 0.836735 & 39.9798 & 0 \tabularnewline
14 & 0.8268 & 39.5051 & 0 \tabularnewline
15 & 0.817995 & 39.0844 & 0 \tabularnewline
16 & 0.809413 & 38.6744 & 0 \tabularnewline
17 & 0.80106 & 38.2753 & 0 \tabularnewline
18 & 0.791753 & 37.8306 & 0 \tabularnewline
19 & 0.782355 & 37.3815 & 0 \tabularnewline
20 & 0.773599 & 36.9631 & 0 \tabularnewline
21 & 0.765359 & 36.5694 & 0 \tabularnewline
22 & 0.755984 & 36.1215 & 0 \tabularnewline
23 & 0.746328 & 35.6601 & 0 \tabularnewline
24 & 0.737444 & 35.2356 & 0 \tabularnewline
25 & 0.729639 & 34.8627 & 0 \tabularnewline
26 & 0.721893 & 34.4926 & 0 \tabularnewline
27 & 0.71384 & 34.1078 & 0 \tabularnewline
28 & 0.70537 & 33.7031 & 0 \tabularnewline
29 & 0.696836 & 33.2953 & 0 \tabularnewline
30 & 0.687944 & 32.8705 & 0 \tabularnewline
31 & 0.679344 & 32.4596 & 0 \tabularnewline
32 & 0.671617 & 32.0904 & 0 \tabularnewline
33 & 0.664398 & 31.7454 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]0.985991[/C][C]47.1114[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.968328[/C][C]46.2674[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.953826[/C][C]45.5745[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.941008[/C][C]44.9621[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.929695[/C][C]44.4215[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.918007[/C][C]43.8631[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.906279[/C][C]43.3027[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.894349[/C][C]42.7327[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.881719[/C][C]42.1292[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.868939[/C][C]41.5186[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.85743[/C][C]40.9686[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.847048[/C][C]40.4726[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.836735[/C][C]39.9798[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.8268[/C][C]39.5051[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.817995[/C][C]39.0844[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.809413[/C][C]38.6744[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.80106[/C][C]38.2753[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.791753[/C][C]37.8306[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.782355[/C][C]37.3815[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.773599[/C][C]36.9631[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.765359[/C][C]36.5694[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.755984[/C][C]36.1215[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.746328[/C][C]35.6601[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.737444[/C][C]35.2356[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.729639[/C][C]34.8627[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.721893[/C][C]34.4926[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.71384[/C][C]34.1078[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.70537[/C][C]33.7031[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]0.696836[/C][C]33.2953[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]0.687944[/C][C]32.8705[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]0.679344[/C][C]32.4596[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]0.671617[/C][C]32.0904[/C][C]0[/C][/ROW]
[ROW][C]33[/C][C]0.664398[/C][C]31.7454[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
10.98599147.11140
20.96832846.26740
30.95382645.57450
40.94100844.96210
50.92969544.42150
60.91800743.86310
70.90627943.30270
80.89434942.73270
90.88171942.12920
100.86893941.51860
110.8574340.96860
120.84704840.47260
130.83673539.97980
140.826839.50510
150.81799539.08440
160.80941338.67440
170.8010638.27530
180.79175337.83060
190.78235537.38150
200.77359936.96310
210.76535936.56940
220.75598436.12150
230.74632835.66010
240.73744435.23560
250.72963934.86270
260.72189334.49260
270.7138434.10780
280.7053733.70310
290.69683633.29530
300.68794432.87050
310.67934432.45960
320.67161732.09040
330.66439831.74540







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.98599147.11140
2-0.13842-6.61380
30.1240735.92830
40.0201510.96280.167873
50.0516042.46570.006874
6-0.025286-1.20820.11355
70.0125060.59760.275098
8-0.015624-0.74650.22772
9-0.026116-1.24780.10611
10-0.008669-0.41420.339382
110.0366841.75280.039886
120.0192050.91760.17946
13-0.004262-0.20370.41932
140.0195820.93570.174774
150.0387231.85020.032206
16-0.0017-0.08120.467642
170.0143210.68430.246937
18-0.037491-1.79130.036687
190.0071760.34290.365864
200.0076140.36380.358011
210.01110.53040.297955
22-0.050006-2.38930.00848
230.0036430.1740.430923
240.0166450.79530.213264
250.0308641.47470.070214
26-0.008024-0.38340.350732
27-0.001013-0.04840.480708
28-0.015662-0.74840.227162
29-0.001434-0.06850.472687
30-0.019483-0.93090.175994
310.0124380.59430.276186
320.0125230.59830.274838
330.006790.32440.372818

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.985991 & 47.1114 & 0 \tabularnewline
2 & -0.13842 & -6.6138 & 0 \tabularnewline
3 & 0.124073 & 5.9283 & 0 \tabularnewline
4 & 0.020151 & 0.9628 & 0.167873 \tabularnewline
5 & 0.051604 & 2.4657 & 0.006874 \tabularnewline
6 & -0.025286 & -1.2082 & 0.11355 \tabularnewline
7 & 0.012506 & 0.5976 & 0.275098 \tabularnewline
8 & -0.015624 & -0.7465 & 0.22772 \tabularnewline
9 & -0.026116 & -1.2478 & 0.10611 \tabularnewline
10 & -0.008669 & -0.4142 & 0.339382 \tabularnewline
11 & 0.036684 & 1.7528 & 0.039886 \tabularnewline
12 & 0.019205 & 0.9176 & 0.17946 \tabularnewline
13 & -0.004262 & -0.2037 & 0.41932 \tabularnewline
14 & 0.019582 & 0.9357 & 0.174774 \tabularnewline
15 & 0.038723 & 1.8502 & 0.032206 \tabularnewline
16 & -0.0017 & -0.0812 & 0.467642 \tabularnewline
17 & 0.014321 & 0.6843 & 0.246937 \tabularnewline
18 & -0.037491 & -1.7913 & 0.036687 \tabularnewline
19 & 0.007176 & 0.3429 & 0.365864 \tabularnewline
20 & 0.007614 & 0.3638 & 0.358011 \tabularnewline
21 & 0.0111 & 0.5304 & 0.297955 \tabularnewline
22 & -0.050006 & -2.3893 & 0.00848 \tabularnewline
23 & 0.003643 & 0.174 & 0.430923 \tabularnewline
24 & 0.016645 & 0.7953 & 0.213264 \tabularnewline
25 & 0.030864 & 1.4747 & 0.070214 \tabularnewline
26 & -0.008024 & -0.3834 & 0.350732 \tabularnewline
27 & -0.001013 & -0.0484 & 0.480708 \tabularnewline
28 & -0.015662 & -0.7484 & 0.227162 \tabularnewline
29 & -0.001434 & -0.0685 & 0.472687 \tabularnewline
30 & -0.019483 & -0.9309 & 0.175994 \tabularnewline
31 & 0.012438 & 0.5943 & 0.276186 \tabularnewline
32 & 0.012523 & 0.5983 & 0.274838 \tabularnewline
33 & 0.00679 & 0.3244 & 0.372818 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]0.985991[/C][C]47.1114[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.13842[/C][C]-6.6138[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.124073[/C][C]5.9283[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.020151[/C][C]0.9628[/C][C]0.167873[/C][/ROW]
[ROW][C]5[/C][C]0.051604[/C][C]2.4657[/C][C]0.006874[/C][/ROW]
[ROW][C]6[/C][C]-0.025286[/C][C]-1.2082[/C][C]0.11355[/C][/ROW]
[ROW][C]7[/C][C]0.012506[/C][C]0.5976[/C][C]0.275098[/C][/ROW]
[ROW][C]8[/C][C]-0.015624[/C][C]-0.7465[/C][C]0.22772[/C][/ROW]
[ROW][C]9[/C][C]-0.026116[/C][C]-1.2478[/C][C]0.10611[/C][/ROW]
[ROW][C]10[/C][C]-0.008669[/C][C]-0.4142[/C][C]0.339382[/C][/ROW]
[ROW][C]11[/C][C]0.036684[/C][C]1.7528[/C][C]0.039886[/C][/ROW]
[ROW][C]12[/C][C]0.019205[/C][C]0.9176[/C][C]0.17946[/C][/ROW]
[ROW][C]13[/C][C]-0.004262[/C][C]-0.2037[/C][C]0.41932[/C][/ROW]
[ROW][C]14[/C][C]0.019582[/C][C]0.9357[/C][C]0.174774[/C][/ROW]
[ROW][C]15[/C][C]0.038723[/C][C]1.8502[/C][C]0.032206[/C][/ROW]
[ROW][C]16[/C][C]-0.0017[/C][C]-0.0812[/C][C]0.467642[/C][/ROW]
[ROW][C]17[/C][C]0.014321[/C][C]0.6843[/C][C]0.246937[/C][/ROW]
[ROW][C]18[/C][C]-0.037491[/C][C]-1.7913[/C][C]0.036687[/C][/ROW]
[ROW][C]19[/C][C]0.007176[/C][C]0.3429[/C][C]0.365864[/C][/ROW]
[ROW][C]20[/C][C]0.007614[/C][C]0.3638[/C][C]0.358011[/C][/ROW]
[ROW][C]21[/C][C]0.0111[/C][C]0.5304[/C][C]0.297955[/C][/ROW]
[ROW][C]22[/C][C]-0.050006[/C][C]-2.3893[/C][C]0.00848[/C][/ROW]
[ROW][C]23[/C][C]0.003643[/C][C]0.174[/C][C]0.430923[/C][/ROW]
[ROW][C]24[/C][C]0.016645[/C][C]0.7953[/C][C]0.213264[/C][/ROW]
[ROW][C]25[/C][C]0.030864[/C][C]1.4747[/C][C]0.070214[/C][/ROW]
[ROW][C]26[/C][C]-0.008024[/C][C]-0.3834[/C][C]0.350732[/C][/ROW]
[ROW][C]27[/C][C]-0.001013[/C][C]-0.0484[/C][C]0.480708[/C][/ROW]
[ROW][C]28[/C][C]-0.015662[/C][C]-0.7484[/C][C]0.227162[/C][/ROW]
[ROW][C]29[/C][C]-0.001434[/C][C]-0.0685[/C][C]0.472687[/C][/ROW]
[ROW][C]30[/C][C]-0.019483[/C][C]-0.9309[/C][C]0.175994[/C][/ROW]
[ROW][C]31[/C][C]0.012438[/C][C]0.5943[/C][C]0.276186[/C][/ROW]
[ROW][C]32[/C][C]0.012523[/C][C]0.5983[/C][C]0.274838[/C][/ROW]
[ROW][C]33[/C][C]0.00679[/C][C]0.3244[/C][C]0.372818[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
10.98599147.11140
2-0.13842-6.61380
30.1240735.92830
40.0201510.96280.167873
50.0516042.46570.006874
6-0.025286-1.20820.11355
70.0125060.59760.275098
8-0.015624-0.74650.22772
9-0.026116-1.24780.10611
10-0.008669-0.41420.339382
110.0366841.75280.039886
120.0192050.91760.17946
13-0.004262-0.20370.41932
140.0195820.93570.174774
150.0387231.85020.032206
16-0.0017-0.08120.467642
170.0143210.68430.246937
18-0.037491-1.79130.036687
190.0071760.34290.365864
200.0076140.36380.358011
210.01110.53040.297955
22-0.050006-2.38930.00848
230.0036430.1740.430923
240.0166450.79530.213264
250.0308641.47470.070214
26-0.008024-0.38340.350732
27-0.001013-0.04840.480708
28-0.015662-0.74840.227162
29-0.001434-0.06850.472687
30-0.019483-0.93090.175994
310.0124380.59430.276186
320.0125230.59830.274838
330.006790.32440.372818



Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;
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 (par8 != '') par8 <- as.numeric(par8)
x <- na.omit(x)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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')