totale uitvoer ACF EN PACF
| 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 | 7.8102 | 0 |
| 1 | 0.566446 | 4.4241 | 2e-05 |
| 2 | 0.410465 | 3.2058 | 0.001072 |
| 3 | 0.506342 | 3.9547 | 0.000101 |
| 4 | 0.5232 | 4.0863 | 6.5e-05 |
| 5 | 0.457511 | 3.5733 | 0.000348 |
| 6 | 0.55264 | 4.3163 | 3e-05 |
| 7 | 0.357248 | 2.7902 | 0.00351 |
| 8 | 0.430089 | 3.3591 | 0.000676 |
| 9 | 0.367899 | 2.8734 | 0.00279 |
| 10 | 0.179112 | 1.3989 | 0.083452 |
| 11 | 0.292841 | 2.2872 | 0.012835 |
| 12 | 0.564935 | 4.4123 | 2.1e-05 |
| 13 | 0.241784 | 1.8884 | 0.031866 |
| 14 | 0.14754 | 1.1523 | 0.126842 |
| 15 | 0.170331 | 1.3303 | 0.094182 |
| 16 | 0.150585 | 1.1761 | 0.122061 |
| 17 | 0.14796 | 1.1556 | 0.126174 |
| 18 | 0.182676 | 1.4267 | 0.079376 |
| 19 | 0.013107 | 0.1024 | 0.459398 |
| 20 | 0.075076 | 0.5864 | 0.279898 |
| 21 | 0.014067 | 0.1099 | 0.456437 |
| 22 | -0.162571 | -1.2697 | 0.895497 |
| 23 | -0.018918 | -0.1478 | 0.558487 |
| 24 | 0.135189 | 1.0559 | 0.147598 |
| 25 | -0.081769 | -0.6386 | 0.737275 |
| 26 | -0.127487 | -0.9957 | 0.838337 |
| 27 | -0.137694 | -1.0754 | 0.85679 |
| 28 | -0.144994 | -1.1324 | 0.86906 |
| 29 | -0.128897 | -1.0067 | 0.840977 |
| 30 | -0.127171 | -0.9932 | 0.837741 |
| 31 | -0.218722 | -1.7083 | 0.953665 |
| 32 | -0.135962 | -1.0619 | 0.853766 |
| 33 | -0.224122 | -1.7504 | 0.957465 |
| 34 | -0.3221 | -2.5157 | 0.992735 |
| 35 | -0.217428 | -1.6982 | 0.952714 |
| 36 | -0.113579 | -0.8871 | 0.810741 |
| 37 | -0.249025 | -1.9449 | 0.971803 |
| 38 | -0.283003 | -2.2103 | 0.984578 |
| 39 | -0.299624 | -2.3401 | 0.988718 |
| 40 | -0.266959 | -2.085 | 0.97937 |
| 41 | -0.269014 | -2.1011 | 0.980113 |
| 42 | -0.271806 | -2.1229 | 0.981084 |
| 43 | -0.315777 | -2.4663 | 0.991761 |
| 44 | -0.216632 | -1.6919 | 0.952121 |
| 45 | -0.268195 | -2.0947 | 0.979819 |
| 46 | -0.318023 | -2.4838 | 0.99212 |
| 47 | -0.24717 | -1.9305 | 0.970899 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.566446 | 4.4241 | 2e-05 |
| 1 | 0.131938 | 1.0305 | 0.153429 |
| 2 | 0.344329 | 2.6893 | 0.004611 |
| 3 | 0.199806 | 1.5605 | 0.061903 |
| 4 | 0.101364 | 0.7917 | 0.215809 |
| 5 | 0.293291 | 2.2907 | 0.012726 |
| 6 | -0.248276 | -1.9391 | 0.97144 |
| 7 | 0.262124 | 2.0473 | 0.022474 |
| 8 | -0.281235 | -2.1965 | 0.984067 |
| 9 | -0.269301 | -2.1033 | 0.980215 |
| 10 | 0.26087 | 2.0375 | 0.022974 |
| 11 | 0.311469 | 2.4327 | 0.008968 |
| 12 | -0.283189 | -2.2118 | 0.984631 |
| 13 | -0.068154 | -0.5323 | 0.701773 |
| 14 | -0.130898 | -1.0223 | 0.844673 |
| 15 | -0.07501 | -0.5858 | 0.719929 |
| 16 | -0.051057 | -0.3988 | 0.654272 |
| 17 | -0.039388 | -0.3076 | 0.620296 |
| 18 | 0.043102 | 0.3366 | 0.368774 |
| 19 | -0.159325 | -1.2444 | 0.890938 |
| 20 | 0.022105 | 0.1726 | 0.43175 |
| 21 | -0.047467 | -0.3707 | 0.643938 |
| 22 | 0.124755 | 0.9744 | 0.166862 |
| 23 | -0.047218 | -0.3688 | 0.643217 |
| 24 | 0.009101 | 0.0711 | 0.471783 |
| 25 | 0.007649 | 0.0597 | 0.47628 |
| 26 | -0.108747 | -0.8493 | 0.800494 |
| 27 | 0.08375 | 0.6541 | 0.257749 |
| 28 | -0.220244 | -1.7202 | 0.954764 |
| 29 | 0.045837 | 0.358 | 0.360789 |
| 30 | -0.000309 | -0.0024 | 0.500959 |
| 31 | -0.004352 | -0.034 | 0.513501 |
| 32 | 0.000353 | 0.0028 | 0.498905 |
| 33 | 0.059956 | 0.4683 | 0.32063 |
| 34 | -0.104713 | -0.8178 | 0.791683 |
| 35 | 0.022433 | 0.1752 | 0.430748 |
| 36 | -0.082908 | -0.6475 | 0.740142 |
| 37 | -0.073134 | -0.5712 | 0.715016 |
| 38 | 0.021117 | 0.1649 | 0.434772 |
| 39 | -0.088069 | -0.6878 | 0.75292 |
| 40 | 0.010903 | 0.0852 | 0.466208 |
| 41 | -0.050239 | -0.3924 | 0.651926 |
| 42 | 0.011773 | 0.092 | 0.463519 |
| 43 | 0.051996 | 0.4061 | 0.343043 |
| 44 | 0.126265 | 0.9862 | 0.163975 |
| 45 | -0.037702 | -0.2945 | 0.615299 |
| 46 | 0.062071 | 0.4848 | 0.31478 |
| 47 | -0.027252 | -0.2128 | 0.583921 |
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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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Software written by Ed van Stee & Patrick Wessa
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