| Summary of compuational transaction | |
| Raw Input | view raw input (R code) |
| Raw Output | view raw output of R engine |
| Computing time | 1 seconds |
| R Server | 'Gwilym Jenkins' @ 72.249.127.135 |
| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 9.5394 | 0 |
| 1 | -0.172791 | -1.6483 | 0.948633 |
| 2 | -0.234252 | -2.2346 | 0.986055 |
| 3 | -0.0455 | -0.434 | 0.667359 |
| 4 | 0.104836 | 1.0001 | 0.159964 |
| 5 | -0.147573 | -1.4078 | 0.918696 |
| 6 | 0.100887 | 0.9624 | 0.1692 |
| 7 | -0.174432 | -1.664 | 0.950221 |
| 8 | 0.165892 | 1.5825 | 0.058501 |
| 9 | -0.114505 | -1.0923 | 0.86121 |
| 10 | -0.15797 | -1.5069 | 0.932355 |
| 11 | 0.085503 | 0.8156 | 0.208416 |
| 12 | 0.169332 | 1.6153 | 0.054852 |
| 13 | -0.069115 | -0.6593 | 0.744322 |
| 14 | 0.098306 | 0.9378 | 0.175419 |
| 15 | -0.066339 | -0.6328 | 0.735786 |
| 16 | 0.020696 | 0.1974 | 0.421968 |
| 17 | -0.030474 | -0.2907 | 0.61403 |
| 18 | -0.07746 | -0.7389 | 0.769073 |
| 19 | 0.01534 | 0.1463 | 0.441992 |
| 20 | 0.178714 | 1.7048 | 0.045819 |
| 21 | -0.121689 | -1.1608 | 0.875629 |
| 22 | 0.021049 | 0.2008 | 0.420654 |
| 23 | 0.038931 | 0.3714 | 0.355608 |
| 24 | 0.04006 | 0.3822 | 0.35162 |
| 25 | -0.177613 | -1.6943 | 0.953188 |
| 26 | 0.118852 | 1.1338 | 0.129933 |
| 27 | -0.070637 | -0.6738 | 0.748938 |
| 28 | 0.130719 | 1.247 | 0.107802 |
| 29 | -0.223942 | -2.1363 | 0.982329 |
| 30 | 0.017242 | 0.1645 | 0.434861 |
| 31 | 0.016875 | 0.161 | 0.436233 |
| 32 | 0.195751 | 1.8673 | 0.032536 |
| 33 | -0.151126 | -1.4416 | 0.923583 |
| 34 | 0.074142 | 0.7073 | 0.240602 |
| 35 | -0.023726 | -0.2263 | 0.589274 |
| 36 | 0.133329 | 1.2719 | 0.103329 |
| 37 | -0.049357 | -0.4708 | 0.680558 |
| 38 | -0.082459 | -0.7866 | 0.783224 |
| 39 | -0.067537 | -0.6443 | 0.739487 |
| 40 | 0.093056 | 0.8877 | 0.188523 |
| 41 | -0.103837 | -0.9905 | 0.837732 |
| 42 | 0.060274 | 0.575 | 0.283364 |
| 43 | -0.017942 | -0.1712 | 0.567758 |
| 44 | 0.033586 | 0.3204 | 0.374703 |
| 45 | -0.054408 | -0.519 | 0.697497 |
| 46 | -0.020917 | -0.1995 | 0.578857 |
| 47 | -0.013594 | -0.1297 | 0.551447 |
| 48 | 0.13876 | 1.3237 | 0.094462 |
| 49 | -0.010939 | -0.1044 | 0.541441 |
| 50 | -0.045964 | -0.4385 | 0.668955 |
| 51 | -0.001723 | -0.0164 | 0.506539 |
| 52 | 0.001559 | 0.0149 | 0.494085 |
| 53 | -0.086896 | -0.8289 | 0.795344 |
| 54 | 0.114706 | 1.0942 | 0.138373 |
| 55 | 0.03848 | 0.3671 | 0.357206 |
| 56 | -0.053364 | -0.5091 | 0.69403 |
| 57 | -0.084438 | -0.8055 | 0.788682 |
| 58 | 0.08556 | 0.8162 | 0.208261 |
| 59 | -0.022834 | -0.2178 | 0.585972 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.172791 | -1.6483 | 0.948633 |
| 1 | -0.272238 | -2.597 | 0.994516 |
| 2 | -0.160354 | -1.5297 | 0.935217 |
| 3 | -0.007873 | -0.0751 | 0.529853 |
| 4 | -0.19807 | -1.8895 | 0.968993 |
| 5 | 0.046283 | 0.4415 | 0.329945 |
| 6 | -0.254744 | -2.4301 | 0.991472 |
| 7 | 0.099916 | 0.9531 | 0.171522 |
| 8 | -0.190462 | -1.8169 | 0.963738 |
| 9 | -0.267856 | -2.5552 | 0.993864 |
| 10 | -0.033672 | -0.3212 | 0.625605 |
| 11 | -0.089816 | -0.8568 | 0.803093 |
| 12 | 0.016472 | 0.1571 | 0.437745 |
| 13 | 0.052068 | 0.4967 | 0.310301 |
| 14 | -0.036683 | -0.3499 | 0.636403 |
| 15 | 0.048347 | 0.4612 | 0.322876 |
| 16 | -0.076557 | -0.7303 | 0.766461 |
| 17 | -0.087357 | -0.8333 | 0.796581 |
| 18 | -0.041045 | -0.3915 | 0.651845 |
| 19 | 0.072118 | 0.688 | 0.246613 |
| 20 | 0.023887 | 0.2279 | 0.41013 |
| 21 | 0.094618 | 0.9026 | 0.18456 |
| 22 | 0.114771 | 1.0948 | 0.138236 |
| 23 | 0.138066 | 1.3171 | 0.095562 |
| 24 | -0.134131 | -1.2795 | 0.898018 |
| 25 | 0.113673 | 1.0844 | 0.140532 |
| 26 | -0.113074 | -1.0787 | 0.858205 |
| 27 | 0.119188 | 1.137 | 0.129265 |
| 28 | -0.153548 | -1.4648 | 0.926783 |
| 29 | -0.020209 | -0.1928 | 0.57622 |
| 30 | -0.020442 | -0.195 | 0.577088 |
| 31 | 0.069868 | 0.6665 | 0.25339 |
| 32 | 0.017211 | 0.1642 | 0.434975 |
| 33 | -0.069756 | -0.6654 | 0.74627 |
| 34 | -0.005449 | -0.052 | 0.520672 |
| 35 | 0.065017 | 0.6202 | 0.268329 |
| 36 | 0.102733 | 0.98 | 0.16484 |
| 37 | -0.06288 | -0.5998 | 0.724948 |
| 38 | -0.033243 | -0.3171 | 0.624059 |
| 39 | -0.059971 | -0.5721 | 0.715665 |
| 40 | -0.012849 | -0.1226 | 0.548642 |
| 41 | 0.055612 | 0.5305 | 0.298526 |
| 42 | -0.072695 | -0.6935 | 0.75511 |
| 43 | 0.053443 | 0.5098 | 0.305709 |
| 44 | -0.075948 | -0.7245 | 0.76469 |
| 45 | -0.079171 | -0.7552 | 0.773972 |
| 46 | -0.086158 | -0.8219 | 0.793357 |
| 47 | -0.053044 | -0.506 | 0.692961 |
| 48 | 0.080325 | 0.7662 | 0.222756 |
| 49 | -0.092482 | -0.8822 | 0.810009 |
| 50 | 0.104526 | 0.9971 | 0.160677 |
| 51 | -0.080441 | -0.7674 | 0.777574 |
| 52 | -0.023965 | -0.2286 | 0.590157 |
| 53 | 0.005841 | 0.0557 | 0.477843 |
| 54 | 0.049543 | 0.4726 | 0.31881 |
| 55 | -0.131605 | -1.2554 | 0.893731 |
| 56 | 0.025214 | 0.2405 | 0.40523 |
| 57 | 0.008455 | 0.0807 | 0.467947 |
| 58 | 0.061835 | 0.5899 | 0.27837 |
| 59 | -0.002801 | -0.0267 | 0.510628 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/04/t1196803817tsk8dec174i02xu/2hsex1196804520.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/04/t1196803817tsk8dec174i02xu/2hsex1196804520.ps (open in new window) |
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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