Workshop 5 Q1
| 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 | 6.9282 | 0 |
| 1 | -0.519363 | -3.5983 | 0.999622 |
| 2 | 0.124836 | 0.8649 | 0.195701 |
| 3 | 0.120872 | 0.8374 | 0.203251 |
| 4 | -0.143455 | -0.9939 | 0.837369 |
| 5 | 0.073666 | 0.5104 | 0.306064 |
| 6 | -0.046771 | -0.324 | 0.626341 |
| 7 | -0.022123 | -0.1533 | 0.560586 |
| 8 | 0.18003 | 1.2473 | 0.109172 |
| 9 | -0.218877 | -1.5164 | 0.932015 |
| 10 | 0.041645 | 0.2885 | 0.387093 |
| 11 | 0.135596 | 0.9394 | 0.176105 |
| 12 | -0.303472 | -2.1025 | 0.979611 |
| 13 | 0.237282 | 1.6439 | 0.053362 |
| 14 | -0.084767 | -0.5873 | 0.720116 |
| 15 | 0.055141 | 0.382 | 0.352065 |
| 16 | -0.141903 | -0.9831 | 0.834765 |
| 17 | 0.028541 | 0.1977 | 0.422041 |
| 18 | 0.034544 | 0.2393 | 0.405936 |
| 19 | -0.067403 | -0.467 | 0.678688 |
| 20 | -0.054678 | -0.3788 | 0.646754 |
| 21 | 0.190257 | 1.3181 | 0.096857 |
| 22 | -0.182977 | -1.2677 | 0.894491 |
| 23 | 0.151036 | 1.0464 | 0.150307 |
| 24 | -0.21258 | -1.4728 | 0.926333 |
| 25 | 0.154516 | 1.0705 | 0.144869 |
| 26 | 0.053231 | 0.3688 | 0.35695 |
| 27 | -0.231494 | -1.6038 | 0.942345 |
| 28 | 0.258901 | 1.7937 | 0.039579 |
| 29 | -0.062889 | -0.4357 | 0.667498 |
| 30 | -0.055162 | -0.3822 | 0.647991 |
| 31 | 0.076582 | 0.5306 | 0.299079 |
| 32 | 0.016048 | 0.1112 | 0.455967 |
| 33 | -0.035879 | -0.2486 | 0.597626 |
| 34 | 0.106597 | 0.7385 | 0.231895 |
| 35 | -0.119564 | -0.8284 | 0.794217 |
| 36 | 0.101998 | 0.7067 | 0.241596 |
| 37 | -0.105963 | -0.7341 | 0.766781 |
| 38 | -0.057204 | -0.3963 | 0.653188 |
| 39 | 0.167632 | 1.1614 | 0.125613 |
| 40 | -0.175682 | -1.2172 | 0.885253 |
| 41 | 0.025062 | 0.1736 | 0.431442 |
| 42 | 0.065445 | 0.4534 | 0.326146 |
| 43 | -0.049493 | -0.3429 | 0.633414 |
| 44 | -0.000835 | -0.0058 | 0.502295 |
| 45 | -0.001158 | -0.008 | 0.503183 |
| 46 | 0.005064 | 0.0351 | 0.486079 |
| 47 | -0.010831 | -0.075 | 0.529753 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.519363 | -3.5983 | 0.999622 |
| 1 | -0.198425 | -1.3747 | 0.9122 |
| 2 | 0.13616 | 0.9433 | 0.175114 |
| 3 | 0.019492 | 0.135 | 0.446571 |
| 4 | -0.010139 | -0.0702 | 0.527855 |
| 5 | -0.062731 | -0.4346 | 0.667105 |
| 6 | -0.068775 | -0.4765 | 0.682055 |
| 7 | 0.199811 | 1.3843 | 0.08633 |
| 8 | -0.020261 | -0.1404 | 0.555524 |
| 9 | -0.169106 | -1.1716 | 0.876429 |
| 10 | 0.053639 | 0.3716 | 0.355905 |
| 11 | -0.180401 | -1.2499 | 0.891293 |
| 12 | -0.006372 | -0.0441 | 0.517514 |
| 13 | 0.039174 | 0.2714 | 0.393621 |
| 14 | 0.129752 | 0.8989 | 0.186584 |
| 15 | -0.226225 | -1.5673 | 0.938196 |
| 16 | -0.169571 | -1.1748 | 0.87707 |
| 17 | -0.01668 | -0.1156 | 0.545759 |
| 18 | 0.002643 | 0.0183 | 0.492733 |
| 19 | -0.058114 | -0.4026 | 0.655494 |
| 20 | 0.069479 | 0.4814 | 0.316223 |
| 21 | -0.107383 | -0.744 | 0.769739 |
| 22 | 0.112418 | 0.7789 | 0.219944 |
| 23 | -0.215654 | -1.4941 | 0.929152 |
| 24 | -0.008717 | -0.0604 | 0.523953 |
| 25 | 0.164414 | 1.1391 | 0.130159 |
| 26 | -0.078655 | -0.5449 | 0.705839 |
| 27 | -0.100536 | -0.6965 | 0.755274 |
| 28 | 0.065222 | 0.4519 | 0.326697 |
| 29 | 0.113104 | 0.7836 | 0.21856 |
| 30 | -0.00315 | -0.0218 | 0.50866 |
| 31 | 0.055193 | 0.3824 | 0.35193 |
| 32 | 0.027028 | 0.1873 | 0.426124 |
| 33 | 0.02056 | 0.1424 | 0.443662 |
| 34 | 0.065714 | 0.4553 | 0.325481 |
| 35 | -0.182772 | -1.2663 | 0.894238 |
| 36 | -0.032049 | -0.222 | 0.587389 |
| 37 | -0.053811 | -0.3728 | 0.644536 |
| 38 | 0.027891 | 0.1932 | 0.423796 |
| 39 | -0.133275 | -0.9234 | 0.819779 |
| 40 | -0.03922 | -0.2717 | 0.6065 |
| 41 | 0.017284 | 0.1197 | 0.452592 |
| 42 | -0.006253 | -0.0433 | 0.517189 |
| 43 | 0.01176 | 0.0815 | 0.467701 |
| 44 | 0.095424 | 0.6611 | 0.255849 |
| 45 | -0.027053 | -0.1874 | 0.573943 |
| 46 | -0.110891 | -0.7683 | 0.776957 |
| 47 | NA | NA | NA |
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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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