qqfqsf
| 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 | 9.6954 | 0 |
| 1 | 0.477958 | 4.634 | 6e-06 |
| 2 | 0.370911 | 3.5961 | 0.000259 |
| 3 | 0.182327 | 1.7677 | 0.040176 |
| 4 | -0.026156 | -0.2536 | 0.599818 |
| 5 | 0.05994 | 0.5811 | 0.281269 |
| 6 | 0.093037 | 0.902 | 0.184673 |
| 7 | 0.034749 | 0.3369 | 0.368472 |
| 8 | 0.12517 | 1.2136 | 0.113978 |
| 9 | 0.01241 | 0.1203 | 0.452243 |
| 10 | -0.259754 | -2.5184 | 0.993261 |
| 11 | -0.371105 | -3.598 | 0.999743 |
| 12 | -0.525719 | -5.097 | 0.999999 |
| 13 | -0.362478 | -3.5144 | 0.99966 |
| 14 | -0.135688 | -1.3155 | 0.904237 |
| 15 | -0.001863 | -0.0181 | 0.507186 |
| 16 | 0.011759 | 0.114 | 0.454736 |
| 17 | 0.05207 | 0.5048 | 0.307428 |
| 18 | 0.019949 | 0.1934 | 0.423528 |
| 19 | -0.074018 | -0.7176 | 0.762619 |
| 20 | 0.011171 | 0.1083 | 0.456992 |
| 21 | 0.038545 | 0.3737 | 0.35473 |
| 22 | 0.137222 | 1.3304 | 0.093299 |
| 23 | 0.39055 | 3.7865 | 0.000135 |
| 24 | 0.327998 | 3.1801 | 0.000997 |
| 25 | 0.268956 | 2.6076 | 0.005302 |
| 26 | 0.188758 | 1.8301 | 0.035204 |
| 27 | -0.047495 | -0.4605 | 0.676883 |
| 28 | -0.018433 | -0.1787 | 0.570725 |
| 29 | -0.004547 | -0.0441 | 0.517534 |
| 30 | -0.096281 | -0.9335 | 0.823518 |
| 31 | 0.009097 | 0.0882 | 0.464951 |
| 32 | -0.041478 | -0.4021 | 0.655755 |
| 33 | -0.11572 | -1.1219 | 0.867628 |
| 34 | -0.189225 | -1.8346 | 0.965136 |
| 35 | -0.328446 | -3.1844 | 0.999016 |
| 36 | -0.433312 | -4.2011 | 0.99997 |
| 37 | -0.335002 | -3.248 | 0.999194 |
| 38 | -0.21805 | -2.1141 | 0.981422 |
| 39 | -0.139865 | -1.356 | 0.910833 |
| 40 | -0.011747 | -0.1139 | 0.545218 |
| 41 | -0.04 | -0.3878 | 0.650485 |
| 42 | -0.054054 | -0.5241 | 0.699269 |
| 43 | -0.003859 | -0.0374 | 0.514883 |
| 44 | -0.103566 | -1.0041 | 0.841048 |
| 45 | -0.055465 | -0.5378 | 0.703991 |
| 46 | 0.116941 | 1.1338 | 0.129884 |
| 47 | 0.160722 | 1.5583 | 0.061266 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.477958 | 4.634 | 6e-06 |
| 1 | 0.18465 | 1.7902 | 0.038317 |
| 2 | -0.067726 | -0.6566 | 0.743487 |
| 3 | -0.195998 | -1.9003 | 0.969769 |
| 4 | 0.159324 | 1.5447 | 0.062889 |
| 5 | 0.142756 | 1.3841 | 0.084808 |
| 6 | -0.105175 | -1.0197 | 0.844759 |
| 7 | 0.054798 | 0.5313 | 0.298238 |
| 8 | -0.049574 | -0.4806 | 0.684055 |
| 9 | -0.387077 | -3.7528 | 0.999849 |
| 10 | -0.288084 | -2.7931 | 0.996837 |
| 11 | -0.184384 | -1.7877 | 0.961474 |
| 12 | 0.149852 | 1.4529 | 0.074795 |
| 13 | 0.195099 | 1.8916 | 0.030815 |
| 14 | 0.147607 | 1.4311 | 0.077859 |
| 15 | -0.098797 | -0.9579 | 0.829707 |
| 16 | 0.026109 | 0.2531 | 0.400356 |
| 17 | 0.188447 | 1.8271 | 0.035432 |
| 18 | -0.062589 | -0.6068 | 0.727285 |
| 19 | 0.045524 | 0.4414 | 0.329978 |
| 20 | 0.032883 | 0.3188 | 0.375286 |
| 21 | -0.185557 | -1.799 | 0.962389 |
| 22 | 0.078809 | 0.7641 | 0.223365 |
| 23 | 0.056731 | 0.55 | 0.291803 |
| 24 | 0.084133 | 0.8157 | 0.208366 |
| 25 | 0.062461 | 0.6056 | 0.273127 |
| 26 | -0.128707 | -1.2479 | 0.89241 |
| 27 | -0.054612 | -0.5295 | 0.701139 |
| 28 | 0.038675 | 0.375 | 0.354263 |
| 29 | -0.046857 | -0.4543 | 0.674669 |
| 30 | -0.084238 | -0.8167 | 0.791922 |
| 31 | -0.083127 | -0.8059 | 0.788847 |
| 32 | 0.018857 | 0.1828 | 0.427663 |
| 33 | -0.136998 | -1.3282 | 0.906343 |
| 34 | -0.019258 | -0.1867 | 0.573857 |
| 35 | -0.117401 | -1.1382 | 0.871044 |
| 36 | -0.098616 | -0.9561 | 0.829268 |
| 37 | 0.070072 | 0.6794 | 0.249284 |
| 38 | -0.017572 | -0.1704 | 0.567457 |
| 39 | 0.059103 | 0.573 | 0.283999 |
| 40 | -0.024246 | -0.2351 | 0.592667 |
| 41 | -0.071171 | -0.69 | 0.754062 |
| 42 | 0.001463 | 0.0142 | 0.494358 |
| 43 | -0.163146 | -1.5818 | 0.941468 |
| 44 | 0.008412 | 0.0816 | 0.467587 |
| 45 | 0.013764 | 0.1334 | 0.447062 |
| 46 | -0.040267 | -0.3904 | 0.651439 |
| 47 | -0.135326 | -1.312 | 0.903648 |
 |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/13/t11975531965wn2ck3az5vjqba/1ccmk1197554116.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/13/t11975531965wn2ck3az5vjqba/1ccmk1197554116.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/13/t11975531965wn2ck3az5vjqba/2vt0o1197554116.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/13/t11975531965wn2ck3az5vjqba/2vt0o1197554116.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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