Q2
| 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 | 6.8557 | 0 |
| 1 | -0.490556 | -3.3631 | 0.99923 |
| 2 | 0.041357 | 0.2835 | 0.389007 |
| 3 | 0.099405 | 0.6815 | 0.249453 |
| 4 | -0.1563 | -1.0715 | 0.855301 |
| 5 | 0.105662 | 0.7244 | 0.236211 |
| 6 | -0.088792 | -0.6087 | 0.727182 |
| 7 | -0.015336 | -0.1051 | 0.541643 |
| 8 | 0.173029 | 1.1862 | 0.120747 |
| 9 | -0.200536 | -1.3748 | 0.912145 |
| 10 | 0.045698 | 0.3133 | 0.377724 |
| 11 | 0.149907 | 1.0277 | 0.154673 |
| 12 | -0.281481 | -1.9297 | 0.970156 |
| 13 | 0.190879 | 1.3086 | 0.098517 |
| 14 | -0.059214 | -0.406 | 0.656689 |
| 15 | 0.063782 | 0.4373 | 0.331959 |
| 16 | -0.17905 | -1.2275 | 0.887127 |
| 17 | 0.038787 | 0.2659 | 0.395736 |
| 18 | 0.083802 | 0.5745 | 0.28418 |
| 19 | -0.069089 | -0.4737 | 0.68103 |
| 20 | -0.054232 | -0.3718 | 0.644143 |
| 21 | 0.165646 | 1.1356 | 0.130939 |
| 22 | -0.135923 | -0.9318 | 0.821909 |
| 23 | 0.133663 | 0.9163 | 0.182082 |
| 24 | -0.193566 | -1.327 | 0.904544 |
| 25 | 0.141101 | 0.9673 | 0.169163 |
| 26 | 0.076295 | 0.5231 | 0.301698 |
| 27 | -0.257544 | -1.7656 | 0.958023 |
| 28 | 0.236452 | 1.621 | 0.055851 |
| 29 | -0.048445 | -0.3321 | 0.629364 |
| 30 | -0.040197 | -0.2756 | 0.607959 |
| 31 | 0.059373 | 0.407 | 0.342913 |
| 32 | 0.039739 | 0.2724 | 0.393239 |
| 33 | -0.035711 | -0.2448 | 0.59617 |
| 34 | 0.049687 | 0.3406 | 0.367447 |
| 35 | -0.097731 | -0.67 | 0.746934 |
| 36 | 0.034571 | 0.237 | 0.406842 |
| 37 | -0.045278 | -0.3104 | 0.621189 |
| 38 | -0.057046 | -0.3911 | 0.65125 |
| 39 | 0.176181 | 1.2078 | 0.116577 |
| 40 | -0.09832 | -0.674 | 0.748209 |
| 41 | -0.048772 | -0.3344 | 0.630204 |
| 42 | 0.07487 | 0.5133 | 0.30508 |
| 43 | -0.007387 | -0.0506 | 0.520088 |
| 44 | -0.019011 | -0.1303 | 0.55157 |
| 45 | -0.009709 | -0.0666 | 0.526394 |
| 46 | 0.009342 | 0.064 | 0.474602 |
| 47 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.490556 | -3.3631 | 0.99923 |
| 1 | -0.262444 | -1.7992 | 0.960798 |
| 2 | -0.005269 | -0.0361 | 0.514332 |
| 3 | -0.121914 | -0.8358 | 0.796251 |
| 4 | -0.02624 | -0.1799 | 0.570994 |
| 5 | -0.097783 | -0.6704 | 0.747048 |
| 6 | -0.117199 | -0.8035 | 0.787127 |
| 7 | 0.118822 | 0.8146 | 0.209704 |
| 8 | -0.050061 | -0.3432 | 0.633511 |
| 9 | -0.109598 | -0.7514 | 0.771911 |
| 10 | 0.115215 | 0.7899 | 0.216784 |
| 11 | -0.159527 | -1.0937 | 0.860161 |
| 12 | -0.058711 | -0.4025 | 0.655431 |
| 13 | -0.020215 | -0.1386 | 0.554815 |
| 14 | 0.107056 | 0.7339 | 0.233315 |
| 15 | -0.265003 | -1.8168 | 0.962184 |
| 16 | -0.165314 | -1.1333 | 0.868589 |
| 17 | -0.046671 | -0.32 | 0.624792 |
| 18 | -0.075667 | -0.5187 | 0.696814 |
| 19 | -0.145352 | -0.9965 | 0.83794 |
| 20 | 0.034145 | 0.2341 | 0.407968 |
| 21 | -0.130467 | -0.8944 | 0.812177 |
| 22 | 0.090927 | 0.6234 | 0.268029 |
| 23 | -0.197537 | -1.3542 | 0.908933 |
| 24 | -0.03735 | -0.2561 | 0.600488 |
| 25 | 0.0699 | 0.4792 | 0.317005 |
| 26 | -0.108997 | -0.7472 | 0.770682 |
| 27 | -0.141821 | -0.9723 | 0.832054 |
| 28 | 0.011099 | 0.0761 | 0.469835 |
| 29 | 0.039701 | 0.2722 | 0.393339 |
| 30 | -0.039117 | -0.2682 | 0.605129 |
| 31 | 0.066832 | 0.4582 | 0.32447 |
| 32 | 0.062287 | 0.427 | 0.335659 |
| 33 | 0.022798 | 0.1563 | 0.438234 |
| 34 | 0.089234 | 0.6118 | 0.271824 |
| 35 | -0.214903 | -1.4733 | 0.926332 |
| 36 | -0.065807 | -0.4512 | 0.673022 |
| 37 | -0.069905 | -0.4792 | 0.683007 |
| 38 | 0.063236 | 0.4335 | 0.333309 |
| 39 | -0.092731 | -0.6357 | 0.735984 |
| 40 | -0.038527 | -0.2641 | 0.603583 |
| 41 | 0.005364 | 0.0368 | 0.485412 |
| 42 | -0.01123 | -0.077 | 0.530519 |
| 43 | 0.003972 | 0.0272 | 0.489197 |
| 44 | 0.078675 | 0.5394 | 0.29609 |
| 45 | -0.012353 | -0.0847 | 0.533565 |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/06/t1196955266kjft48tzncs8q9z/2f41b1196955953.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/06/t1196955266kjft48tzncs8q9z/2f41b1196955953.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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