paper - diesel (vrm/acf 2)
| 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 | 7.6811 | 0 |
| 1 | 0.186476 | 1.4324 | 0.07866 |
| 2 | -0.165099 | -1.2681 | 0.895137 |
| 3 | -0.174013 | -1.3366 | 0.906761 |
| 4 | -0.0626 | -0.4808 | 0.683797 |
| 5 | 0.13475 | 1.035 | 0.152439 |
| 6 | 0.091667 | 0.7041 | 0.242068 |
| 7 | -0.053649 | -0.4121 | 0.659115 |
| 8 | -0.125515 | -0.9641 | 0.830534 |
| 9 | -0.111763 | -0.8585 | 0.802945 |
| 10 | 0.128327 | 0.9857 | 0.164152 |
| 11 | 0.217174 | 1.6681 | 0.050293 |
| 12 | -0.057395 | -0.4409 | 0.669536 |
| 13 | 0.040636 | 0.3121 | 0.378022 |
| 14 | -0.029415 | -0.2259 | 0.588986 |
| 15 | -0.069989 | -0.5376 | 0.703561 |
| 16 | -0.161605 | -1.2413 | 0.890299 |
| 17 | 0.020119 | 0.1545 | 0.438857 |
| 18 | 0.121495 | 0.9332 | 0.177255 |
| 19 | 0.075056 | 0.5765 | 0.283229 |
| 20 | 0.041511 | 0.3189 | 0.375483 |
| 21 | -0.0177 | -0.136 | 0.55384 |
| 22 | -0.090477 | -0.695 | 0.755099 |
| 23 | -0.18014 | -1.3837 | 0.914166 |
| 24 | 0.086342 | 0.6632 | 0.254892 |
| 25 | 0.052961 | 0.4068 | 0.342813 |
| 26 | -0.091703 | -0.7044 | 0.758018 |
| 27 | -0.153477 | -1.1789 | 0.878411 |
| 28 | -0.050895 | -0.3909 | 0.651373 |
| 29 | -0.015696 | -0.1206 | 0.547777 |
| 30 | 0.127333 | 0.9781 | 0.166018 |
| 31 | 0.102053 | 0.7839 | 0.218123 |
| 32 | -0.045427 | -0.3489 | 0.635808 |
| 33 | -0.15823 | -1.2154 | 0.88547 |
| 34 | -0.10629 | -0.8164 | 0.791229 |
| 35 | 0.077821 | 0.5978 | 0.276146 |
| 36 | 0.026503 | 0.2036 | 0.419693 |
| 37 | -0.001299 | -0.01 | 0.503963 |
| 38 | -0.068592 | -0.5269 | 0.699868 |
| 39 | 0.020247 | 0.1555 | 0.438471 |
| 40 | -0.052094 | -0.4001 | 0.654751 |
| 41 | 0.000951 | 0.0073 | 0.497097 |
| 42 | 0.034701 | 0.2665 | 0.395375 |
| 43 | -0.083062 | -0.638 | 0.737034 |
| 44 | -0.117207 | -0.9003 | 0.814185 |
| 45 | 0.000665 | 0.0051 | 0.49797 |
| 46 | 0.037725 | 0.2898 | 0.386505 |
| 47 | -0.009838 | -0.0756 | 0.529989 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.186476 | 1.4324 | 0.07866 |
| 1 | -0.207073 | -1.5906 | 0.941473 |
| 2 | -0.106335 | -0.8168 | 0.791329 |
| 3 | -0.041242 | -0.3168 | 0.623738 |
| 4 | 0.115725 | 0.8889 | 0.188833 |
| 5 | 0.008483 | 0.0652 | 0.474133 |
| 6 | -0.051691 | -0.397 | 0.653617 |
| 7 | -0.06841 | -0.5255 | 0.699385 |
| 8 | -0.073736 | -0.5664 | 0.713356 |
| 9 | 0.128072 | 0.9837 | 0.16463 |
| 10 | 0.118707 | 0.9118 | 0.182791 |
| 11 | -0.120592 | -0.9263 | 0.820964 |
| 12 | 0.184692 | 1.4186 | 0.080632 |
| 13 | -0.031963 | -0.2455 | 0.596545 |
| 14 | -0.065584 | -0.5038 | 0.691848 |
| 15 | -0.221732 | -1.7032 | 0.953099 |
| 16 | 0.114377 | 0.8785 | 0.191605 |
| 17 | 0.055381 | 0.4254 | 0.336051 |
| 18 | 0.049605 | 0.381 | 0.352278 |
| 19 | 0.066309 | 0.5093 | 0.306211 |
| 20 | -0.001033 | -0.0079 | 0.503153 |
| 21 | -0.060213 | -0.4625 | 0.67729 |
| 22 | -0.230997 | -1.7743 | 0.959415 |
| 23 | 0.072272 | 0.5551 | 0.290451 |
| 24 | -0.035195 | -0.2703 | 0.606077 |
| 25 | -0.050009 | -0.3841 | 0.648866 |
| 26 | -0.039492 | -0.3033 | 0.618653 |
| 27 | -0.035587 | -0.2734 | 0.607232 |
| 28 | -0.05254 | -0.4036 | 0.656005 |
| 29 | 0.0341 | 0.2619 | 0.397144 |
| 30 | -0.006184 | -0.0475 | 0.518862 |
| 31 | -0.078079 | -0.5997 | 0.72451 |
| 32 | -0.015348 | -0.1179 | 0.546722 |
| 33 | 0.01598 | 0.1227 | 0.451364 |
| 34 | -0.035 | -0.2688 | 0.605504 |
| 35 | 0.001659 | 0.0127 | 0.494937 |
| 36 | 0.001876 | 0.0144 | 0.494274 |
| 37 | -0.067064 | -0.5151 | 0.695805 |
| 38 | 0.036621 | 0.2813 | 0.389735 |
| 39 | -0.052966 | -0.4068 | 0.657202 |
| 40 | -0.026465 | -0.2033 | 0.580192 |
| 41 | -0.004335 | -0.0333 | 0.513224 |
| 42 | -0.10158 | -0.7803 | 0.780819 |
| 43 | -0.08699 | -0.6682 | 0.746688 |
| 44 | 0.021731 | 0.1669 | 0.434002 |
| 45 | 0.023791 | 0.1827 | 0.427813 |
| 46 | -0.009549 | -0.0733 | 0.529111 |
| 47 | 0.014708 | 0.113 | 0.455218 |
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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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