Totaal invoer
| Summary of compuational transaction | |
| Raw Input | view raw input (R code) |
| Raw Output | view raw output of R engine |
| Computing time | 4 seconds |
| R Server | 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 |
| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 7.4162 | 0 |
| 1 | 0.317427 | 2.3541 | 0.011083 |
| 2 | 0.362662 | 2.6896 | 0.004726 |
| 3 | 0.403545 | 2.9928 | 0.002067 |
| 4 | 0.059231 | 0.4393 | 0.331093 |
| 5 | 0.037652 | 0.2792 | 0.390555 |
| 6 | 0.103725 | 0.7692 | 0.222519 |
| 7 | -0.16338 | -1.2117 | 0.884588 |
| 8 | 0.072115 | 0.5348 | 0.297466 |
| 9 | 0.043933 | 0.3258 | 0.372899 |
| 10 | -0.156215 | -1.1585 | 0.874172 |
| 11 | -0.0321 | -0.2381 | 0.59364 |
| 12 | -0.145959 | -1.0825 | 0.858115 |
| 13 | -0.118224 | -0.8768 | 0.807788 |
| 14 | 0.034588 | 0.2565 | 0.399258 |
| 15 | -0.052749 | -0.3912 | 0.651419 |
| 16 | -0.03615 | -0.2681 | 0.605186 |
| 17 | 0.166283 | 1.2332 | 0.111375 |
| 18 | 0.095364 | 0.7072 | 0.241203 |
| 19 | -0.025815 | -0.1915 | 0.575561 |
| 20 | -0.004206 | -0.0312 | 0.512385 |
| 21 | -0.019764 | -0.1466 | 0.557999 |
| 22 | -0.13844 | -1.0267 | 0.845471 |
| 23 | -0.020648 | -0.1531 | 0.560573 |
| 24 | -0.167246 | -1.2403 | 0.889941 |
| 25 | -0.154838 | -1.1483 | 0.872095 |
| 26 | 0.003938 | 0.0292 | 0.488403 |
| 27 | -0.172026 | -1.2758 | 0.896303 |
| 28 | -0.156391 | -1.1598 | 0.874435 |
| 29 | -0.081667 | -0.6057 | 0.726383 |
| 30 | -0.245501 | -1.8207 | 0.962952 |
| 31 | -0.118293 | -0.8773 | 0.807925 |
| 32 | -0.085363 | -0.6331 | 0.735343 |
| 33 | -0.224549 | -1.6653 | 0.94923 |
| 34 | -0.021975 | -0.163 | 0.564431 |
| 35 | 0.03009 | 0.2232 | 0.412122 |
| 36 | -0.0698 | -0.5177 | 0.696611 |
| 37 | 0.094321 | 0.6995 | 0.243594 |
| 38 | 0.010293 | 0.0763 | 0.469715 |
| 39 | 0.011436 | 0.0848 | 0.466359 |
| 40 | 0.09297 | 0.6895 | 0.24671 |
| 41 | 0.014998 | 0.1112 | 0.455919 |
| 42 | 0.026129 | 0.1938 | 0.423533 |
| 43 | 0.107258 | 0.7954 | 0.214887 |
| 44 | 0.057547 | 0.4268 | 0.335603 |
| 45 | 0.041123 | 0.305 | 0.380768 |
| 46 | 0.039717 | 0.2945 | 0.384724 |
| 47 | -0.036554 | -0.2711 | 0.606333 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.317427 | 2.3541 | 0.011083 |
| 1 | 0.291248 | 2.16 | 0.017576 |
| 2 | 0.278876 | 2.0682 | 0.021668 |
| 3 | -0.22422 | -1.6629 | 0.948985 |
| 4 | -0.179119 | -1.3284 | 0.905231 |
| 5 | 0.081135 | 0.6017 | 0.274919 |
| 6 | -0.121676 | -0.9024 | 0.814603 |
| 7 | 0.190136 | 1.4101 | 0.082072 |
| 8 | 0.064041 | 0.4749 | 0.318356 |
| 9 | -0.193542 | -1.4353 | 0.921575 |
| 10 | -0.152535 | -1.1312 | 0.868566 |
| 11 | -0.146048 | -1.0831 | 0.858259 |
| 12 | 0.195399 | 1.4491 | 0.076492 |
| 13 | 0.241072 | 1.7878 | 0.039656 |
| 14 | 0.046278 | 0.3432 | 0.366376 |
| 15 | -0.20374 | -1.511 | 0.931741 |
| 16 | -0.056136 | -0.4163 | 0.6606 |
| 17 | 0.19481 | 1.4448 | 0.077101 |
| 18 | -0.070181 | -0.5205 | 0.697591 |
| 19 | -0.178278 | -1.3221 | 0.904204 |
| 20 | 0.013544 | 0.1004 | 0.460179 |
| 21 | -0.114065 | -0.8459 | 0.799371 |
| 22 | 0.083413 | 0.6186 | 0.269365 |
| 23 | -0.090667 | -0.6724 | 0.747929 |
| 24 | -0.05881 | -0.4361 | 0.667781 |
| 25 | 0.084409 | 0.626 | 0.266955 |
| 26 | -0.15857 | -1.176 | 0.877667 |
| 27 | -0.019981 | -0.1482 | 0.558629 |
| 28 | 0.003155 | 0.0234 | 0.490709 |
| 29 | -0.073919 | -0.5482 | 0.707113 |
| 30 | -0.092916 | -0.6891 | 0.753165 |
| 31 | -0.101484 | -0.7526 | 0.772559 |
| 32 | 0.108808 | 0.8069 | 0.211589 |
| 33 | 0.033333 | 0.2472 | 0.402836 |
| 34 | 0.01005 | 0.0745 | 0.470427 |
| 35 | -0.044811 | -0.3323 | 0.629547 |
| 36 | 0.030229 | 0.2242 | 0.411723 |
| 37 | 0.045819 | 0.3398 | 0.367651 |
| 38 | -0.042233 | -0.3132 | 0.622346 |
| 39 | -0.039018 | -0.2894 | 0.613305 |
| 40 | 0.081735 | 0.6062 | 0.273451 |
| 41 | 0.05478 | 0.4063 | 0.343066 |
| 42 | -0.029884 | -0.2216 | 0.587287 |
| 43 | -0.052589 | -0.39 | 0.650982 |
| 44 | -0.010874 | -0.0806 | 0.531992 |
| 45 | -0.031755 | -0.2355 | 0.592652 |
| 46 | -0.042199 | -0.313 | 0.622252 |
| 47 | 0.020545 | 0.1524 | 0.439727 |
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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 (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='lags',ylab='ACF')
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('http://www.xycoon.com/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 1:par1) {
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(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('http://www.xycoon.com/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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')
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This work is licensed under a
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Software written by Ed van Stee & Patrick Wessa
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