IP,ACF,1ste poging
| 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 | 7.8102 | 0 |
| 1 | 0.193062 | 1.5079 | 0.068376 |
| 2 | -0.028313 | -0.2211 | 0.587135 |
| 3 | 0.336552 | 2.6286 | 0.005417 |
| 4 | 0.022125 | 0.1728 | 0.431689 |
| 5 | 0.211754 | 1.6539 | 0.051648 |
| 6 | 0.495859 | 3.8728 | 0.000133 |
| 7 | 0.099341 | 0.7759 | 0.220408 |
| 8 | 0.034123 | 0.2665 | 0.395374 |
| 9 | 0.17504 | 1.3671 | 0.088304 |
| 10 | -0.244284 | -1.9079 | 0.969444 |
| 11 | 0.08289 | 0.6474 | 0.259905 |
| 12 | 0.593612 | 4.6363 | 1e-05 |
| 13 | -0.03338 | -0.2607 | 0.602401 |
| 14 | -0.100557 | -0.7854 | 0.782363 |
| 15 | 0.108558 | 0.8479 | 0.199914 |
| 16 | -0.152639 | -1.1921 | 0.88109 |
| 17 | 0.045194 | 0.353 | 0.362662 |
| 18 | 0.238405 | 1.862 | 0.033711 |
| 19 | -0.054409 | -0.425 | 0.663816 |
| 20 | -0.034828 | -0.272 | 0.606737 |
| 21 | 0.015272 | 0.1193 | 0.452723 |
| 22 | -0.333717 | -2.6064 | 0.994258 |
| 23 | 0.00765 | 0.0597 | 0.476275 |
| 24 | 0.322742 | 2.5207 | 0.007172 |
| 25 | -0.097558 | -0.762 | 0.775488 |
| 26 | -0.065686 | -0.513 | 0.695106 |
| 27 | 0.011734 | 0.0916 | 0.463641 |
| 28 | -0.192265 | -1.5016 | 0.930825 |
| 29 | 0.007324 | 0.0572 | 0.477286 |
| 30 | 0.075055 | 0.5862 | 0.279953 |
| 31 | -0.066904 | -0.5225 | 0.698406 |
| 32 | -0.013185 | -0.103 | 0.54084 |
| 33 | -0.11421 | -0.892 | 0.812052 |
| 34 | -0.295414 | -2.3073 | 0.987775 |
| 35 | -0.063746 | -0.4979 | 0.689819 |
| 36 | 0.091286 | 0.713 | 0.239293 |
| 37 | -0.140351 | -1.0962 | 0.861345 |
| 38 | -0.145856 | -1.1392 | 0.870458 |
| 39 | -0.11683 | -0.9125 | 0.817443 |
| 40 | -0.193173 | -1.5087 | 0.931735 |
| 41 | -0.08185 | -0.6393 | 0.737478 |
| 42 | -0.067131 | -0.5243 | 0.699019 |
| 43 | -0.113096 | -0.8833 | 0.809732 |
| 44 | -0.078612 | -0.614 | 0.729245 |
| 45 | -0.14508 | -1.1331 | 0.869199 |
| 46 | -0.218408 | -1.7058 | 0.953436 |
| 47 | -0.087418 | -0.6828 | 0.751327 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.193062 | 1.5079 | 0.068376 |
| 1 | -0.068125 | -0.5321 | 0.701696 |
| 2 | 0.37103 | 2.8978 | 0.002607 |
| 3 | -0.159147 | -1.243 | 0.890684 |
| 4 | 0.377475 | 2.9482 | 0.002263 |
| 5 | 0.274632 | 2.1449 | 0.017974 |
| 6 | 0.058703 | 0.4585 | 0.324118 |
| 7 | -0.049386 | -0.3857 | 0.649475 |
| 8 | -0.037675 | -0.2943 | 0.615219 |
| 9 | -0.473147 | -3.6954 | 0.999764 |
| 10 | 0.119587 | 0.934 | 0.176992 |
| 11 | 0.441394 | 3.4474 | 0.000516 |
| 12 | -0.081959 | -0.6401 | 0.737755 |
| 13 | -0.082089 | -0.6411 | 0.738081 |
| 14 | -0.082787 | -0.6466 | 0.739837 |
| 15 | 0.075173 | 0.5871 | 0.279644 |
| 16 | -0.194239 | -1.5171 | 0.93279 |
| 17 | -0.10732 | -0.8382 | 0.797403 |
| 18 | 0.000338 | 0.0026 | 0.498952 |
| 19 | -0.008935 | -0.0698 | 0.527702 |
| 20 | 0.028284 | 0.2209 | 0.412953 |
| 21 | 0.033231 | 0.2595 | 0.398044 |
| 22 | 0.068936 | 0.5384 | 0.296128 |
| 23 | -0.020727 | -0.1619 | 0.564034 |
| 24 | 0.094778 | 0.7402 | 0.230996 |
| 25 | 0.046586 | 0.3638 | 0.358614 |
| 26 | -0.054557 | -0.4261 | 0.664235 |
| 27 | -0.103929 | -0.8117 | 0.789943 |
| 28 | -0.029637 | -0.2315 | 0.591138 |
| 29 | -0.200708 | -1.5676 | 0.938924 |
| 30 | 0.030442 | 0.2378 | 0.406434 |
| 31 | -0.071716 | -0.5601 | 0.711275 |
| 32 | -0.063699 | -0.4975 | 0.689688 |
| 33 | 0.089925 | 0.7023 | 0.242569 |
| 34 | -0.03523 | -0.2752 | 0.607937 |
| 35 | 0.024585 | 0.192 | 0.424183 |
| 36 | -0.115077 | -0.8988 | 0.813848 |
| 37 | -0.113879 | -0.8894 | 0.811366 |
| 38 | -0.063561 | -0.4964 | 0.689311 |
| 39 | 0.02884 | 0.2252 | 0.411269 |
| 40 | 0.01802 | 0.1407 | 0.44427 |
| 41 | -0.004342 | -0.0339 | 0.513471 |
| 42 | -0.071877 | -0.5614 | 0.7117 |
| 43 | 0.023787 | 0.1858 | 0.426616 |
| 44 | 0.088391 | 0.6904 | 0.246295 |
| 45 | 0.018885 | 0.1475 | 0.441613 |
| 46 | -0.023935 | -0.1869 | 0.573835 |
| 47 | -0.123382 | -0.9636 | 0.830485 |
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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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