Paper
| Summary of compuational transaction | |
| Raw Input | view raw input (R code) |
| Raw Output | view raw output of R engine |
| Computing time | 3 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 | -0.027722 | -0.2147 | 0.584648 |
| 2 | -0.157887 | -1.223 | 0.886941 |
| 3 | -0.001689 | -0.0131 | 0.505197 |
| 4 | 0.019785 | 0.1533 | 0.439355 |
| 5 | 0.07996 | 0.6194 | 0.269009 |
| 6 | -0.199372 | -1.5443 | 0.936117 |
| 7 | 0.056404 | 0.4369 | 0.331876 |
| 8 | -0.195829 | -1.5169 | 0.932726 |
| 9 | -0.204927 | -1.5874 | 0.941156 |
| 10 | 0.201125 | 1.5579 | 0.062257 |
| 11 | 0.190052 | 1.4721 | 0.073106 |
| 12 | -0.027597 | -0.2138 | 0.584271 |
| 13 | -0.124832 | -0.9669 | 0.831273 |
| 14 | 0.000519 | 0.004 | 0.498402 |
| 15 | 0.118193 | 0.9155 | 0.181792 |
| 16 | -0.12764 | -0.9887 | 0.836609 |
| 17 | -0.03756 | -0.2909 | 0.613949 |
| 18 | -0.062395 | -0.4833 | 0.684683 |
| 19 | -0.171119 | -1.3255 | 0.904982 |
| 20 | 0.161514 | 1.2511 | 0.107881 |
| 21 | 0.051687 | 0.4004 | 0.345155 |
| 22 | -0.018809 | -0.1457 | 0.557675 |
| 23 | -0.10811 | -0.8374 | 0.79716 |
| 24 | -0.033645 | -0.2606 | 0.602357 |
| 25 | 0.179782 | 1.3926 | 0.084442 |
| 26 | -0.00499 | -0.0387 | 0.515352 |
| 27 | -0.018485 | -0.1432 | 0.556688 |
| 28 | -0.111386 | -0.8628 | 0.804156 |
| 29 | -0.093023 | -0.7206 | 0.763009 |
| 30 | 0.147367 | 1.1415 | 0.129099 |
| 31 | 0.011695 | 0.0906 | 0.464059 |
| 32 | -0.006396 | -0.0495 | 0.519675 |
| 33 | -0.042952 | -0.3327 | 0.629742 |
| 34 | -0.113982 | -0.8829 | 0.809593 |
| 35 | 0.129006 | 0.9993 | 0.160837 |
| 36 | -0.005438 | -0.0421 | 0.516729 |
| 37 | 0.022718 | 0.176 | 0.430455 |
| 38 | 0.030111 | 0.2332 | 0.408184 |
| 39 | -0.064293 | -0.498 | 0.689851 |
| 40 | 0.085349 | 0.6611 | 0.255535 |
| 41 | 0.027015 | 0.2093 | 0.417478 |
| 42 | 0.096367 | 0.7465 | 0.229153 |
| 43 | -0.030735 | -0.2381 | 0.593682 |
| 44 | -0.056 | -0.4338 | 0.666996 |
| 45 | 0.013064 | 0.1012 | 0.459866 |
| 46 | 0.033013 | 0.2557 | 0.399522 |
| 47 | 0.033031 | 0.2559 | 0.399468 |
| 48 | -0.067442 | -0.5224 | 0.698344 |
| 49 | -0.019894 | -0.1541 | 0.560975 |
| 50 | 0.040411 | 0.313 | 0.377674 |
| 51 | -0.016379 | -0.1269 | 0.550266 |
| 52 | 0.000986 | 0.0076 | 0.496967 |
| 53 | -0.033039 | -0.2559 | 0.600556 |
| 54 | -0.019116 | -0.1481 | 0.558609 |
| 55 | 0.000425 | 0.0033 | 0.498692 |
| 56 | -0.020494 | -0.1587 | 0.562798 |
| 57 | 0.024373 | 0.1888 | 0.425446 |
| 58 | -0.018056 | -0.1399 | 0.555382 |
| 59 | -0.012722 | -0.0985 | 0.539087 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.027722 | -0.2147 | 0.584648 |
| 1 | -0.158777 | -1.2299 | 0.888229 |
| 2 | -0.01146 | -0.0888 | 0.535219 |
| 3 | -0.00587 | -0.0455 | 0.518057 |
| 4 | 0.080461 | 0.6232 | 0.267742 |
| 5 | -0.198232 | -1.5355 | 0.935041 |
| 6 | 0.07718 | 0.5978 | 0.276101 |
| 7 | -0.278273 | -2.1555 | 0.982428 |
| 8 | -0.208046 | -1.6115 | 0.943843 |
| 9 | 0.120934 | 0.9368 | 0.176321 |
| 10 | 0.192861 | 1.4939 | 0.070222 |
| 11 | -0.0249 | -0.1929 | 0.576147 |
| 12 | -0.013309 | -0.1031 | 0.540883 |
| 13 | -0.100923 | -0.7817 | 0.781281 |
| 14 | -0.001092 | -0.0085 | 0.50336 |
| 15 | -0.16211 | -1.2557 | 0.892953 |
| 16 | -0.045963 | -0.356 | 0.638466 |
| 17 | -0.103391 | -0.8009 | 0.786814 |
| 18 | -0.079934 | -0.6192 | 0.730924 |
| 19 | 0.190956 | 1.4791 | 0.072167 |
| 20 | -0.01173 | -0.0909 | 0.536048 |
| 21 | -0.135545 | -1.0499 | 0.851019 |
| 22 | -0.106554 | -0.8254 | 0.793784 |
| 23 | -0.103814 | -0.8041 | 0.787754 |
| 24 | 0.000942 | 0.0073 | 0.497102 |
| 25 | 0.054493 | 0.4221 | 0.337229 |
| 26 | -0.007238 | -0.0561 | 0.522262 |
| 27 | -0.092833 | -0.7191 | 0.762558 |
| 28 | -0.050134 | -0.3883 | 0.650429 |
| 29 | 0.068507 | 0.5307 | 0.298808 |
| 30 | -0.132318 | -1.0249 | 0.845246 |
| 31 | -0.099094 | -0.7676 | 0.777126 |
| 32 | 0.031239 | 0.242 | 0.404813 |
| 33 | -0.102841 | -0.7966 | 0.785588 |
| 34 | 0.029523 | 0.2287 | 0.409945 |
| 35 | -0.053909 | -0.4176 | 0.661127 |
| 36 | -0.103584 | -0.8024 | 0.787243 |
| 37 | 0.062017 | 0.4804 | 0.316352 |
| 38 | 0.078039 | 0.6045 | 0.273899 |
| 39 | -0.060333 | -0.4673 | 0.679023 |
| 40 | -0.037715 | -0.2921 | 0.614406 |
| 41 | 0.073342 | 0.5681 | 0.286043 |
| 42 | 0.016 | 0.1239 | 0.450889 |
| 43 | 0.023855 | 0.1848 | 0.427012 |
| 44 | -0.088786 | -0.6877 | 0.752865 |
| 45 | 0.03396 | 0.2631 | 0.396706 |
| 46 | 0.024869 | 0.1926 | 0.423947 |
| 47 | 0.057488 | 0.4453 | 0.328853 |
| 48 | 0.03059 | 0.2369 | 0.406753 |
| 49 | -0.074769 | -0.5792 | 0.717674 |
| 50 | -0.041117 | -0.3185 | 0.62439 |
| 51 | 0.029466 | 0.2282 | 0.410116 |
| 52 | -0.104689 | -0.8109 | 0.789691 |
| 53 | 0.052415 | 0.406 | 0.343091 |
| 54 | 0.001468 | 0.0114 | 0.495482 |
| 55 | 0.00115 | 0.0089 | 0.496462 |
| 56 | 0.028205 | 0.2185 | 0.4139 |
| 57 | 0.010706 | 0.0829 | 0.467092 |
| 58 | -0.035466 | -0.2747 | 0.607761 |
| 59 | NA | NA | NA |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/16/t1197836307wsuhjt1cvko0mrt/1fdgv1197837298.png (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/16/t1197836307wsuhjt1cvko0mrt/2v0nd1197837298.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/16/t1197836307wsuhjt1cvko0mrt/2v0nd1197837298.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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