Tijdreeks 2: omzetcijfers volgens BTW (D=1;d=1)
| 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 | 8.2462 | 0 |
| 1 | -0.577365 | -4.7611 | 0.999995 |
| 2 | 0.133957 | 1.1046 | 0.136605 |
| 3 | 0.04141 | 0.3415 | 0.366901 |
| 4 | -0.078871 | -0.6504 | 0.741184 |
| 5 | 0.092136 | 0.7598 | 0.225007 |
| 6 | -0.076401 | -0.63 | 0.734603 |
| 7 | 0.046877 | 0.3866 | 0.350146 |
| 8 | -0.113828 | -0.9387 | 0.824384 |
| 9 | 0.235728 | 1.9439 | 0.028025 |
| 10 | -0.259838 | -2.1427 | 0.982139 |
| 11 | 0.227284 | 1.8742 | 0.032597 |
| 12 | -0.295131 | -2.4337 | 0.991211 |
| 13 | 0.082835 | 0.6831 | 0.24844 |
| 14 | 0.064681 | 0.5334 | 0.297758 |
| 15 | -0.019947 | -0.1645 | 0.565082 |
| 16 | -0.030673 | -0.2529 | 0.59946 |
| 17 | -0.083638 | -0.6897 | 0.753634 |
| 18 | 0.291866 | 2.4068 | 0.009407 |
| 19 | -0.309962 | -2.556 | 0.993586 |
| 20 | 0.21264 | 1.7535 | 0.042014 |
| 21 | -0.120448 | -0.9932 | 0.837942 |
| 22 | -0.016974 | -0.14 | 0.555451 |
| 23 | 0.173917 | 1.4342 | 0.078055 |
| 24 | -0.079215 | -0.6532 | 0.742093 |
| 25 | -0.025247 | -0.2082 | 0.582148 |
| 26 | 0.071272 | 0.5877 | 0.279332 |
| 27 | -0.007317 | -0.0603 | 0.523969 |
| 28 | -0.147821 | -1.219 | 0.886465 |
| 29 | 0.257661 | 2.1247 | 0.018623 |
| 30 | -0.290346 | -2.3943 | 0.990291 |
| 31 | 0.181875 | 1.4998 | 0.06915 |
| 32 | -0.026901 | -0.2218 | 0.587443 |
| 33 | -0.007582 | -0.0625 | 0.524834 |
| 34 | -0.038643 | -0.3187 | 0.62452 |
| 35 | -0.054023 | -0.4455 | 0.671307 |
| 36 | 0.035992 | 0.2968 | 0.383762 |
| 37 | -0.021161 | -0.1745 | 0.569004 |
| 38 | 0.064277 | 0.53 | 0.298905 |
| 39 | -0.151723 | -1.2511 | 0.892414 |
| 40 | 0.237526 | 1.9587 | 0.027126 |
| 41 | -0.161137 | -1.3288 | 0.905817 |
| 42 | 0.036262 | 0.299 | 0.382916 |
| 43 | 0.023745 | 0.1958 | 0.422672 |
| 44 | -0.00698 | -0.0576 | 0.522866 |
| 45 | -0.035028 | -0.2888 | 0.613212 |
| 46 | 0.039425 | 0.3251 | 0.373049 |
| 47 | 0.109786 | 0.9053 | 0.184247 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.577365 | -4.7611 | 0.999995 |
| 1 | -0.299097 | -2.4664 | 0.991913 |
| 2 | -0.050746 | -0.4185 | 0.661537 |
| 3 | -0.051726 | -0.4265 | 0.664471 |
| 4 | 0.047188 | 0.3891 | 0.349199 |
| 5 | -0.001896 | -0.0156 | 0.506213 |
| 6 | 0.013808 | 0.1139 | 0.454842 |
| 7 | -0.156839 | -1.2933 | 0.899863 |
| 8 | 0.154082 | 1.2706 | 0.104102 |
| 9 | -0.057454 | -0.4738 | 0.681412 |
| 10 | 0.118263 | 0.9752 | 0.166454 |
| 11 | -0.278937 | -2.3002 | 0.987744 |
| 12 | -0.320266 | -2.641 | 0.994877 |
| 13 | -0.231813 | -1.9116 | 0.969927 |
| 14 | 0.082585 | 0.681 | 0.249087 |
| 15 | 0.023687 | 0.1953 | 0.422859 |
| 16 | -0.138608 | -1.143 | 0.871475 |
| 17 | 0.17433 | 1.4376 | 0.077573 |
| 18 | 0.030444 | 0.251 | 0.401267 |
| 19 | 0.016868 | 0.1391 | 0.444894 |
| 20 | 0.064971 | 0.5358 | 0.296934 |
| 21 | -0.105941 | -0.8736 | 0.807298 |
| 22 | 0.073338 | 0.6048 | 0.273675 |
| 23 | 0.065232 | 0.5379 | 0.296195 |
| 24 | -0.089964 | -0.7419 | 0.769638 |
| 25 | 0.048442 | 0.3995 | 0.345401 |
| 26 | 0.094306 | 0.7777 | 0.219731 |
| 27 | -0.152427 | -1.2569 | 0.893464 |
| 28 | -0.004934 | -0.0407 | 0.516168 |
| 29 | 0.045382 | 0.3742 | 0.354698 |
| 30 | 0.094526 | 0.7795 | 0.219201 |
| 31 | -0.024899 | -0.2053 | 0.581034 |
| 32 | 0.090528 | 0.7465 | 0.228965 |
| 33 | -0.086941 | -0.7169 | 0.762064 |
| 34 | -0.119257 | -0.9834 | 0.835556 |
| 35 | -0.160884 | -1.3267 | 0.905475 |
| 36 | -0.02891 | -0.2384 | 0.593855 |
| 37 | -0.0058 | -0.0478 | 0.519003 |
| 38 | -0.008001 | -0.066 | 0.526206 |
| 39 | 0.108417 | 0.894 | 0.187229 |
| 40 | 0.019526 | 0.161 | 0.436278 |
| 41 | -0.02093 | -0.1726 | 0.56826 |
| 42 | 0.046688 | 0.385 | 0.35072 |
| 43 | 0.016011 | 0.132 | 0.447674 |
| 44 | 0.020938 | 0.1727 | 0.431717 |
| 45 | -0.067299 | -0.555 | 0.709629 |
| 46 | -0.043582 | -0.3594 | 0.63979 |
| 47 | -0.076774 | -0.6331 | 0.735602 |
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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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