Time series
| 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 | 5.9161 | 0 |
| 1 | -0.259491 | -1.5352 | 0.933133 |
| 2 | -0.322133 | -1.9058 | 0.96754 |
| 3 | 0.262899 | 1.5553 | 0.064432 |
| 4 | 0.193597 | 1.1453 | 0.12992 |
| 5 | -0.381466 | -2.2568 | 0.984815 |
| 6 | 0.107669 | 0.637 | 0.264141 |
| 7 | 0.11092 | 0.6562 | 0.25799 |
| 8 | -0.179294 | -1.0607 | 0.851958 |
| 9 | -0.114862 | -0.6795 | 0.749366 |
| 10 | 0.317791 | 1.8801 | 0.034221 |
| 11 | -0.156262 | -0.9245 | 0.819212 |
| 12 | -0.324878 | -1.922 | 0.968612 |
| 13 | 0.270127 | 1.5981 | 0.059506 |
| 14 | 0.066889 | 0.3957 | 0.347357 |
| 15 | -0.231605 | -1.3702 | 0.910324 |
| 16 | 0.097241 | 0.5753 | 0.284389 |
| 17 | 0.087969 | 0.5204 | 0.303019 |
| 18 | -0.15496 | -0.9168 | 0.817228 |
| 19 | 0.076562 | 0.4529 | 0.326692 |
| 20 | 0.08893 | 0.5261 | 0.301063 |
| 21 | -0.049082 | -0.2904 | 0.613377 |
| 22 | -0.027415 | -0.1622 | 0.563954 |
| 23 | 0.153262 | 0.9067 | 0.185381 |
| 24 | -0.093287 | -0.5519 | 0.707735 |
| 25 | -0.090137 | -0.5333 | 0.701387 |
| 26 | -0.006224 | -0.0368 | 0.514582 |
| 27 | 0.107643 | 0.6368 | 0.264192 |
| 28 | -0.173876 | -1.0287 | 0.844653 |
| 29 | 0.077706 | 0.4597 | 0.324282 |
| 30 | 0.055756 | 0.3299 | 0.371737 |
| 31 | 0.028649 | 0.1695 | 0.433194 |
| 32 | -0.086504 | -0.5118 | 0.693984 |
| 33 | 0.075516 | 0.4468 | 0.3289 |
| 34 | -0.02765 | -0.1636 | 0.564498 |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| 37 | NA | NA | NA |
| 38 | NA | NA | NA |
| 39 | NA | NA | NA |
| 40 | NA | NA | NA |
| 41 | NA | NA | NA |
| 42 | NA | NA | NA |
| 43 | NA | NA | NA |
| 44 | NA | NA | NA |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.259491 | -1.5352 | 0.933133 |
| 1 | -0.417587 | -2.4705 | 0.990745 |
| 2 | 0.046806 | 0.2769 | 0.391739 |
| 3 | 0.219096 | 1.2962 | 0.101697 |
| 4 | -0.182294 | -1.0785 | 0.855899 |
| 5 | 0.038385 | 0.2271 | 0.410837 |
| 6 | -0.097662 | -0.5778 | 0.716443 |
| 7 | -0.121059 | -0.7162 | 0.760689 |
| 8 | -0.146257 | -0.8653 | 0.803608 |
| 9 | 0.139967 | 0.8281 | 0.206625 |
| 10 | -0.038118 | -0.2255 | 0.588553 |
| 11 | -0.306553 | -1.8136 | 0.960838 |
| 12 | -0.032558 | -0.1926 | 0.575813 |
| 13 | -0.133541 | -0.79 | 0.782587 |
| 14 | 0.025424 | 0.1504 | 0.440653 |
| 15 | 0.05086 | 0.3009 | 0.382639 |
| 16 | -0.137258 | -0.812 | 0.788868 |
| 17 | -0.102062 | -0.6038 | 0.725068 |
| 18 | -0.018929 | -0.112 | 0.544263 |
| 19 | -0.065242 | -0.386 | 0.649075 |
| 20 | 0.055643 | 0.3292 | 0.371988 |
| 21 | 0.10619 | 0.6282 | 0.266966 |
| 22 | 0.025131 | 0.1487 | 0.441332 |
| 23 | -0.162679 | -0.9624 | 0.82878 |
| 24 | -0.10034 | -0.5936 | 0.721708 |
| 25 | -0.248313 | -1.469 | 0.924623 |
| 26 | 0.048256 | 0.2855 | 0.388478 |
| 27 | -0.057349 | -0.3393 | 0.631786 |
| 28 | -0.028351 | -0.1677 | 0.566117 |
| 29 | -0.020556 | -0.1216 | 0.548049 |
| 30 | 0.069863 | 0.4133 | 0.340948 |
| 31 | -0.046554 | -0.2754 | 0.607692 |
| 32 | -0.035694 | -0.2112 | 0.583011 |
| 33 | 0.023306 | 0.1379 | 0.445562 |
| 34 | NA | NA | NA |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| 37 | NA | NA | NA |
| 38 | NA | NA | NA |
| 39 | NA | NA | NA |
| 40 | NA | NA | NA |
| 41 | NA | NA | NA |
| 42 | NA | NA | NA |
| 43 | NA | NA | NA |
| 44 | NA | NA | NA |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/14/t1197627092av5htdw0hp2cyx7/1cepl1197627976.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/14/t1197627092av5htdw0hp2cyx7/1cepl1197627976.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/14/t1197627092av5htdw0hp2cyx7/25i0d1197627976.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/14/t1197627092av5htdw0hp2cyx7/25i0d1197627976.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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