Workshop 5: Q1
| Summary of compuational transaction | |
| Raw Input | view raw input (R code) |
| Raw Output | view raw output of R engine |
| Computing time | 2 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 | 0.885562 | 6.1354 | 0 |
| 2 | 0.760176 | 5.2667 | 2e-06 |
| 3 | 0.625421 | 4.333 | 3.7e-05 |
| 4 | 0.529415 | 3.6679 | 0.000306 |
| 5 | 0.467592 | 3.2396 | 0.001088 |
| 6 | 0.421827 | 2.9225 | 0.002641 |
| 7 | 0.338473 | 2.345 | 0.011605 |
| 8 | 0.237142 | 1.643 | 0.053463 |
| 9 | 0.098746 | 0.6841 | 0.24859 |
| 10 | -0.076932 | -0.533 | 0.701754 |
| 11 | -0.208513 | -1.4446 | 0.92247 |
| 12 | -0.299753 | -2.0767 | 0.978399 |
| 13 | -0.289141 | -2.0032 | 0.974592 |
| 14 | -0.295998 | -2.0507 | 0.977113 |
| 15 | -0.319807 | -2.2157 | 0.984255 |
| 16 | -0.356695 | -2.4713 | 0.991468 |
| 17 | -0.387173 | -2.6824 | 0.995003 |
| 18 | -0.397866 | -2.7565 | 0.995882 |
| 19 | -0.364767 | -2.5272 | 0.992577 |
| 20 | -0.311613 | -2.1589 | 0.982057 |
| 21 | -0.262829 | -1.8209 | 0.962573 |
| 22 | -0.215008 | -1.4896 | 0.928567 |
| 23 | -0.198601 | -1.3759 | 0.912388 |
| 24 | -0.200236 | -1.3873 | 0.914117 |
| 25 | -0.1888 | -1.308 | 0.901456 |
| 26 | -0.136944 | -0.9488 | 0.826256 |
| 27 | -0.08216 | -0.5692 | 0.714069 |
| 28 | -0.039073 | -0.2707 | 0.606111 |
| 29 | 6e-06 | 0 | 0.499982 |
| 30 | -0.013218 | -0.0916 | 0.536292 |
| 31 | -0.027485 | -0.1904 | 0.575108 |
| 32 | -0.050442 | -0.3495 | 0.635868 |
| 33 | -0.064206 | -0.4448 | 0.67078 |
| 34 | -0.055991 | -0.3879 | 0.650104 |
| 35 | -0.016451 | -0.114 | 0.545134 |
| 36 | 0.005965 | 0.0413 | 0.483604 |
| 37 | 0.016009 | 0.1109 | 0.456074 |
| 38 | -0.007362 | -0.051 | 0.520235 |
| 39 | -0.018641 | -0.1291 | 0.55111 |
| 40 | -0.019112 | -0.1324 | 0.552393 |
| 41 | -0.027761 | -0.1923 | 0.575853 |
| 42 | -0.010986 | -0.0761 | 0.530177 |
| 43 | 0.001115 | 0.0077 | 0.496933 |
| 44 | 0.010601 | 0.0734 | 0.470879 |
| 45 | 0.022693 | 0.1572 | 0.437865 |
| 46 | 0.022101 | 0.1531 | 0.439472 |
| 47 | 0.000717 | 0.005 | 0.498027 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.885562 | 6.1354 | 0 |
| 1 | -0.111427 | -0.772 | 0.778047 |
| 2 | -0.113081 | -0.7834 | 0.781393 |
| 3 | 0.104434 | 0.7235 | 0.236429 |
| 4 | 0.084716 | 0.5869 | 0.28 |
| 5 | -0.001675 | -0.0116 | 0.504604 |
| 6 | -0.216732 | -1.5016 | 0.93012 |
| 7 | -0.10275 | -0.7119 | 0.760006 |
| 8 | -0.200325 | -1.3879 | 0.914211 |
| 9 | -0.33468 | -2.3187 | 0.987643 |
| 10 | 0.008721 | 0.0604 | 0.476037 |
| 11 | -0.0045 | -0.0312 | 0.512371 |
| 12 | 0.343888 | 2.3825 | 0.010601 |
| 13 | -0.173815 | -1.2042 | 0.882797 |
| 14 | -0.099416 | -0.6888 | 0.75286 |
| 15 | 0.132407 | 0.9173 | 0.181774 |
| 16 | 0.039524 | 0.2738 | 0.392694 |
| 17 | 0.043066 | 0.2984 | 0.383354 |
| 18 | -0.031017 | -0.2149 | 0.584618 |
| 19 | 0.017666 | 0.1224 | 0.45155 |
| 20 | -0.186988 | -1.2955 | 0.899326 |
| 21 | -0.195082 | -1.3516 | 0.908575 |
| 22 | 0.033039 | 0.2289 | 0.409958 |
| 23 | -0.074705 | -0.5176 | 0.696434 |
| 24 | 0.128866 | 0.8928 | 0.188207 |
| 25 | 0.018101 | 0.1254 | 0.450363 |
| 26 | -0.071855 | -0.4978 | 0.689559 |
| 27 | -0.027263 | -0.1889 | 0.574508 |
| 28 | 0.133161 | 0.9226 | 0.180423 |
| 29 | -0.107403 | -0.7441 | 0.76978 |
| 30 | 0.006521 | 0.0452 | 0.482077 |
| 31 | -0.099471 | -0.6892 | 0.752978 |
| 32 | -0.161353 | -1.1179 | 0.86541 |
| 33 | -0.034888 | -0.2417 | 0.594984 |
| 34 | 0.099559 | 0.6898 | 0.246831 |
| 35 | 0.040902 | 0.2834 | 0.389053 |
| 36 | 0.07877 | 0.5457 | 0.293887 |
| 37 | -0.064957 | -0.45 | 0.672644 |
| 38 | 0.089707 | 0.6215 | 0.268603 |
| 39 | -0.062501 | -0.433 | 0.666531 |
| 40 | -0.047045 | -0.3259 | 0.627056 |
| 41 | -0.042396 | -0.2937 | 0.614885 |
| 42 | -0.042041 | -0.2913 | 0.61395 |
| 43 | -0.082297 | -0.5702 | 0.714388 |
| 44 | -0.081009 | -0.5612 | 0.711381 |
| 45 | -0.002969 | -0.0206 | 0.508162 |
| 46 | 0.0435 | 0.3014 | 0.382214 |
| 47 | NA | NA | NA |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/06/t1196952192q7cfpfwbirmt184/1y8vn1196952520.png (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/06/t1196952192q7cfpfwbirmt184/29dwu1196952520.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/06/t1196952192q7cfpfwbirmt184/29dwu1196952520.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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