autocorrelation personen
| 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 | 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 |
| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 10.247 | 0 |
| 1 | -0.353209 | -3.6193 | 0.999772 |
| 2 | -0.012486 | -0.1279 | 0.550781 |
| 3 | 0.009765 | 0.1001 | 0.460245 |
| 4 | -0.052063 | -0.5335 | 0.702589 |
| 5 | 0.045933 | 0.4707 | 0.319425 |
| 6 | -0.2622 | -2.6867 | 0.995805 |
| 7 | 0.006912 | 0.0708 | 0.471833 |
| 8 | -0.003138 | -0.0322 | 0.512795 |
| 9 | 0.035286 | 0.3616 | 0.3592 |
| 10 | -0.058591 | -0.6004 | 0.725226 |
| 11 | -0.247437 | -2.5355 | 0.993648 |
| 12 | 0.777121 | 7.9631 | 0 |
| 13 | -0.261647 | -2.6811 | 0.995738 |
| 14 | -0.003528 | -0.0362 | 0.514385 |
| 15 | -0.011318 | -0.116 | 0.546053 |
| 16 | -0.0194 | -0.1988 | 0.578593 |
| 17 | 0.021225 | 0.2175 | 0.414122 |
| 18 | -0.225358 | -2.3092 | 0.988556 |
| 19 | 0.031569 | 0.3235 | 0.373485 |
| 20 | -0.032385 | -0.3318 | 0.629666 |
| 21 | 0.052454 | 0.5375 | 0.296031 |
| 22 | -0.07644 | -0.7833 | 0.782386 |
| 23 | -0.184663 | -1.8922 | 0.969393 |
| 24 | 0.649265 | 6.653 | 0 |
| 25 | -0.211557 | -2.1678 | 0.983784 |
| 26 | -0.013366 | -0.137 | 0.554336 |
| 27 | -0.00338 | -0.0346 | 0.513781 |
| 28 | -0.031713 | -0.325 | 0.627072 |
| 29 | 0.036253 | 0.3715 | 0.355511 |
| 30 | -0.196933 | -2.018 | 0.976927 |
| 31 | 0.017053 | 0.1747 | 0.43081 |
| 32 | -0.005929 | -0.0608 | 0.524166 |
| 33 | 0.025878 | 0.2652 | 0.395699 |
| 34 | -0.05389 | -0.5522 | 0.709011 |
| 35 | -0.158764 | -1.6269 | 0.946617 |
| 36 | 0.530023 | 5.4311 | 0 |
| 37 | -0.149671 | -1.5337 | 0.935941 |
| 38 | -0.033228 | -0.3405 | 0.632913 |
| 39 | 0.013199 | 0.1353 | 0.446336 |
| 40 | -0.047482 | -0.4865 | 0.686202 |
| 41 | 0.03459 | 0.3544 | 0.36186 |
| 42 | -0.155033 | -1.5886 | 0.942423 |
| 43 | -0.006498 | -0.0666 | 0.526482 |
| 44 | 0.028507 | 0.2921 | 0.385388 |
| 45 | 0.008618 | 0.0883 | 0.464898 |
| 46 | -0.047076 | -0.4824 | 0.684732 |
| 47 | -0.152602 | -1.5637 | 0.939553 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.353209 | -3.6193 | 0.999772 |
| 1 | -0.156805 | -1.6068 | 0.944446 |
| 2 | -0.059413 | -0.6088 | 0.728014 |
| 3 | -0.083728 | -0.858 | 0.803566 |
| 4 | -0.005824 | -0.0597 | 0.523737 |
| 5 | -0.302111 | -3.0957 | 0.998741 |
| 6 | -0.270648 | -2.7733 | 0.996716 |
| 7 | -0.236537 | -2.4238 | 0.991465 |
| 8 | -0.155915 | -1.5977 | 0.943437 |
| 9 | -0.264406 | -2.7094 | 0.996063 |
| 10 | -0.735842 | -7.5401 | 1 |
| 11 | 0.261473 | 2.6793 | 0.004283 |
| 12 | 0.117598 | 1.205 | 0.115452 |
| 13 | -0.053141 | -0.5445 | 0.706387 |
| 14 | -0.122966 | -1.26 | 0.894774 |
| 15 | 0.045422 | 0.4654 | 0.32129 |
| 16 | -0.098173 | -1.006 | 0.841629 |
| 17 | -0.086138 | -0.8827 | 0.81028 |
| 18 | 0.144897 | 1.4848 | 0.070302 |
| 19 | -0.014908 | -0.1528 | 0.560562 |
| 20 | -0.135524 | -1.3887 | 0.91607 |
| 21 | -0.044703 | -0.4581 | 0.676075 |
| 22 | -0.037086 | -0.38 | 0.64765 |
| 23 | 0.02427 | 0.2487 | 0.402043 |
| 24 | 0.047718 | 0.489 | 0.312943 |
| 25 | -0.009764 | -0.1001 | 0.539754 |
| 26 | -0.025705 | -0.2634 | 0.603619 |
| 27 | -0.088825 | -0.9102 | 0.817596 |
| 28 | 0.028458 | 0.2916 | 0.385582 |
| 29 | 0.056851 | 0.5825 | 0.280723 |
| 30 | -0.03619 | -0.3708 | 0.644245 |
| 31 | 0.034286 | 0.3513 | 0.363022 |
| 32 | -0.034409 | -0.3526 | 0.637448 |
| 33 | 0.043499 | 0.4457 | 0.328353 |
| 34 | -0.006062 | -0.0621 | 0.524706 |
| 35 | -0.001376 | -0.0141 | 0.50561 |
| 36 | 0.021036 | 0.2156 | 0.414876 |
| 37 | -0.031667 | -0.3245 | 0.626894 |
| 38 | 0.013617 | 0.1395 | 0.44465 |
| 39 | -0.022998 | -0.2357 | 0.59292 |
| 40 | -0.05009 | -0.5133 | 0.69558 |
| 41 | -0.02158 | -0.2211 | 0.58729 |
| 42 | -0.078794 | -0.8074 | 0.78937 |
| 43 | -0.003139 | -0.0322 | 0.512798 |
| 44 | -0.005803 | -0.0595 | 0.523653 |
| 45 | -0.041767 | -0.428 | 0.665229 |
| 46 | -0.150969 | -1.547 | 0.93756 |
| 47 | -0.032779 | -0.3359 | 0.631185 |
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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')
Copyright
This work is licensed under a
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Software written by Ed van Stee & Patrick Wessa
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