paper
| 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 | 8.2462 | 0 |
| 1 | 0.131891 | 1.0876 | 0.140305 |
| 2 | 0.04042 | 0.3333 | 0.369964 |
| 3 | 0.253919 | 2.0939 | 0.020001 |
| 4 | -0.042946 | -0.3541 | 0.637837 |
| 5 | 0.088572 | 0.7304 | 0.233833 |
| 6 | 0.150826 | 1.2437 | 0.108933 |
| 7 | -0.158287 | -1.3053 | 0.901899 |
| 8 | 0.142164 | 1.1723 | 0.122582 |
| 9 | 0.207816 | 1.7137 | 0.04557 |
| 10 | -0.181946 | -1.5004 | 0.930926 |
| 11 | -0.0187 | -0.1542 | 0.561046 |
| 12 | -0.20381 | -1.6807 | 0.951291 |
| 13 | -0.229733 | -1.8944 | 0.968789 |
| 14 | 0.106346 | 0.877 | 0.1918 |
| 15 | -0.135452 | -1.117 | 0.86603 |
| 16 | -0.106481 | -0.8781 | 0.8085 |
| 17 | 0.251561 | 2.0744 | 0.020914 |
| 18 | -0.083006 | -0.6845 | 0.752004 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.131891 | 1.0876 | 0.140305 |
| 1 | 0.023432 | 0.1932 | 0.42368 |
| 2 | 0.250109 | 2.0624 | 0.021494 |
| 3 | -0.116002 | -0.9566 | 0.828916 |
| 4 | 0.112525 | 0.9279 | 0.178369 |
| 5 | 0.06428 | 0.5301 | 0.298897 |
| 6 | -0.165856 | -1.3677 | 0.912043 |
| 7 | 0.161978 | 1.3357 | 0.09305 |
| 8 | 0.136901 | 1.1289 | 0.131451 |
| 9 | -0.183924 | -1.5167 | 0.933008 |
| 10 | -0.077416 | -0.6384 | 0.737317 |
| 11 | -0.274373 | -2.2625 | 0.986569 |
| 12 | -0.063234 | -0.5214 | 0.698124 |
| 13 | 0.105461 | 0.8697 | 0.193775 |
| 14 | -0.053958 | -0.4449 | 0.671114 |
| 15 | 0.061738 | 0.5091 | 0.306163 |
| 16 | 0.203567 | 1.6787 | 0.048905 |
| 17 | -0.071674 | -0.591 | 0.721774 |
| 18 | -0.182491 | -1.5049 | 0.931505 |
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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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