autocorrelatie functie paper
| 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 | 7.746 | 0 |
| 1 | 0.13761 | 1.0659 | 0.145365 |
| 2 | 0.045184 | 0.35 | 0.363786 |
| 3 | 0.254521 | 1.9715 | 0.026641 |
| 4 | -0.01693 | -0.1311 | 0.551948 |
| 5 | 0.114161 | 0.8843 | 0.190037 |
| 6 | 0.143362 | 1.1105 | 0.135612 |
| 7 | -0.143919 | -1.1148 | 0.865308 |
| 8 | 0.150177 | 1.1633 | 0.124664 |
| 9 | 0.20111 | 1.5578 | 0.062271 |
| 10 | -0.166487 | -1.2896 | 0.898931 |
| 11 | -0.029221 | -0.2263 | 0.589148 |
| 12 | -0.200332 | -1.5518 | 0.937012 |
| 13 | -0.231195 | -1.7908 | 0.960817 |
| 14 | 0.087516 | 0.6779 | 0.250222 |
| 15 | -0.128368 | -0.9943 | 0.837972 |
| 16 | -0.133917 | -1.0373 | 0.848124 |
| 17 | 0.216521 | 1.6772 | 0.049356 |
| 18 | -0.09325 | -0.7223 | 0.763545 |
| 19 | -0.163407 | -1.2657 | 0.894751 |
| 20 | -0.044491 | -0.3446 | 0.63421 |
| 21 | -0.136736 | -1.0592 | 0.853112 |
| 22 | -0.124903 | -0.9675 | 0.83141 |
| 23 | 0.045556 | 0.3529 | 0.362708 |
| 24 | -0.245983 | -1.9054 | 0.969237 |
| 25 | -0.141716 | -1.0977 | 0.861646 |
| 26 | -0.014446 | -0.1119 | 0.544362 |
| 27 | -0.122743 | -0.9508 | 0.82723 |
| 28 | -0.101245 | -0.7842 | 0.782007 |
| 29 | -0.086765 | -0.6721 | 0.747944 |
| 30 | -0.128862 | -0.9982 | 0.838895 |
| 31 | 0.002054 | 0.0159 | 0.49368 |
| 32 | 0.032346 | 0.2506 | 0.401509 |
| 33 | -0.090532 | -0.7013 | 0.757074 |
| 34 | 0.04506 | 0.349 | 0.364142 |
| 35 | 0.049929 | 0.3867 | 0.350157 |
| 36 | 0.014518 | 0.1125 | 0.455419 |
| 37 | 0.167359 | 1.2964 | 0.099908 |
| 38 | 0.073777 | 0.5715 | 0.284905 |
| 39 | 0.013244 | 0.1026 | 0.459316 |
| 40 | 0.129532 | 1.0034 | 0.15986 |
| 41 | 0.018494 | 0.1433 | 0.443286 |
| 42 | 0.069218 | 0.5362 | 0.296916 |
| 43 | 0.058948 | 0.4566 | 0.324801 |
| 44 | 0.016972 | 0.1315 | 0.447923 |
| 45 | 0.017977 | 0.1393 | 0.444859 |
| 46 | 0.064595 | 0.5004 | 0.309329 |
| 47 | -0.022941 | -0.1777 | 0.570222 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.13761 | 1.0659 | 0.145365 |
| 1 | 0.026754 | 0.2072 | 0.418265 |
| 2 | 0.249691 | 1.9341 | 0.028911 |
| 3 | -0.0907 | -0.7026 | 0.757476 |
| 4 | 0.130783 | 1.013 | 0.157554 |
| 5 | 0.049604 | 0.3842 | 0.351084 |
| 6 | -0.159612 | -1.2363 | 0.889426 |
| 7 | 0.1575 | 1.22 | 0.113622 |
| 8 | 0.133299 | 1.0325 | 0.152985 |
| 9 | -0.177289 | -1.3733 | 0.912611 |
| 10 | -0.091276 | -0.707 | 0.758854 |
| 11 | -0.260562 | -2.0183 | 0.975982 |
| 12 | -0.101089 | -0.783 | 0.781657 |
| 13 | 0.093989 | 0.728 | 0.234713 |
| 14 | -0.023389 | -0.1812 | 0.571579 |
| 15 | 0.024664 | 0.191 | 0.424567 |
| 16 | 0.200952 | 1.5566 | 0.062417 |
| 17 | -0.073652 | -0.5705 | 0.714768 |
| 18 | -0.142942 | -1.1072 | 0.863693 |
| 19 | -0.099747 | -0.7726 | 0.778614 |
| 20 | 0.089674 | 0.6946 | 0.244989 |
| 21 | -0.174964 | -1.3553 | 0.909793 |
| 22 | 5.1e-05 | 4e-04 | 0.499842 |
| 23 | -0.223618 | -1.7321 | 0.955806 |
| 24 | -0.207588 | -1.608 | 0.943455 |
| 25 | -0.111181 | -0.8612 | 0.803723 |
| 26 | 0.115912 | 0.8978 | 0.186427 |
| 27 | -0.011249 | -0.0871 | 0.534574 |
| 28 | 0.101315 | 0.7848 | 0.217834 |
| 29 | -0.004169 | -0.0323 | 0.512827 |
| 30 | -0.107113 | -0.8297 | 0.795 |
| 31 | -0.02253 | -0.1745 | 0.568977 |
| 32 | 0.056752 | 0.4396 | 0.330904 |
| 33 | -0.045099 | -0.3493 | 0.63597 |
| 34 | 0.001522 | 0.0118 | 0.495317 |
| 35 | -0.035098 | -0.2719 | 0.606673 |
| 36 | 1e-06 | 0 | 0.499997 |
| 37 | -0.082782 | -0.6412 | 0.738092 |
| 38 | 0.070429 | 0.5455 | 0.293702 |
| 39 | -0.033376 | -0.2585 | 0.601559 |
| 40 | 0.024241 | 0.1878 | 0.425844 |
| 41 | 0.123393 | 0.9558 | 0.171505 |
| 42 | -0.116 | -0.8985 | 0.813753 |
| 43 | -0.11955 | -0.926 | 0.820929 |
| 44 | -0.021305 | -0.165 | 0.56526 |
| 45 | -0.074409 | -0.5764 | 0.71674 |
| 46 | -0.02307 | -0.1787 | 0.570611 |
| 47 | -0.060732 | -0.4704 | 0.680124 |
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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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