ACF - versie 2 - Serie 2 - 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 | 'Gwilym Jenkins' @ 72.249.127.135 |
| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 6.8557 | 0 |
| 1 | -0.000986 | -0.0068 | 0.502681 |
| 2 | -0.066025 | -0.4526 | 0.673557 |
| 3 | -0.649994 | -4.4561 | 0.999974 |
| 4 | -0.004742 | -0.0325 | 0.512899 |
| 5 | 0.020234 | 0.1387 | 0.445134 |
| 6 | 0.200178 | 1.3724 | 0.088234 |
| 7 | -0.043992 | -0.3016 | 0.617854 |
| 8 | -0.011184 | -0.0767 | 0.530396 |
| 9 | 0.235481 | 1.6144 | 0.05657 |
| 10 | 0.010673 | 0.0732 | 0.47099 |
| 11 | -0.014841 | -0.1017 | 0.540304 |
| 12 | -0.328931 | -2.255 | 0.985586 |
| 13 | -0.009114 | -0.0625 | 0.524778 |
| 14 | 0.045989 | 0.3153 | 0.37697 |
| 15 | 0.229334 | 1.5722 | 0.061303 |
| 16 | -0.068359 | -0.4686 | 0.679256 |
| 17 | -0.046883 | -0.3214 | 0.625339 |
| 18 | -0.001711 | -0.0117 | 0.504655 |
| 19 | 0.043261 | 0.2966 | 0.384046 |
| 20 | 0.103896 | 0.7123 | 0.239907 |
| 21 | -0.156504 | -1.0729 | 0.855612 |
| 22 | -0.061042 | -0.4185 | 0.661251 |
| 23 | -0.089689 | -0.6149 | 0.729199 |
| 24 | 0.262655 | 1.8007 | 0.039087 |
| 25 | -0.013476 | -0.0924 | 0.536608 |
| 26 | 0.05849 | 0.401 | 0.345122 |
| 27 | -0.214441 | -1.4701 | 0.925905 |
| 28 | 0.063918 | 0.4382 | 0.331625 |
| 29 | 0.011776 | 0.0807 | 0.468 |
| 30 | 0.01309 | 0.0897 | 0.464439 |
| 31 | -0.084477 | -0.5791 | 0.717371 |
| 32 | -0.045404 | -0.3113 | 0.621515 |
| 33 | 0.159869 | 1.096 | 0.139329 |
| 34 | 0.069302 | 0.4751 | 0.318455 |
| 35 | 0.050786 | 0.3482 | 0.364632 |
| 36 | -0.236675 | -1.6226 | 0.944314 |
| 37 | -0.020971 | -0.1438 | 0.556852 |
| 38 | -0.006126 | -0.042 | 0.516662 |
| 39 | 0.157522 | 1.0799 | 0.142846 |
| 40 | -0.013297 | -0.0912 | 0.536122 |
| 41 | -0.003718 | -0.0255 | 0.510113 |
| 42 | -0.064991 | -0.4456 | 0.671019 |
| 43 | 0.019506 | 0.1337 | 0.447095 |
| 44 | 0.000624 | 0.0043 | 0.498302 |
| 45 | 0.000905 | 0.0062 | 0.497539 |
| 46 | 8.6e-05 | 6e-04 | 0.499767 |
| 47 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.000986 | -0.0068 | 0.502681 |
| 1 | -0.066026 | -0.4527 | 0.673559 |
| 2 | -0.652976 | -4.4766 | 0.999976 |
| 3 | -0.067406 | -0.4621 | 0.676934 |
| 4 | -0.122854 | -0.8422 | 0.798042 |
| 5 | -0.421342 | -2.8886 | 0.997082 |
| 6 | -0.257742 | -1.767 | 0.958138 |
| 7 | -0.295046 | -2.0227 | 0.975595 |
| 8 | 0.173097 | 1.1867 | 0.120656 |
| 9 | -0.184911 | -1.2677 | 0.894423 |
| 10 | -0.110781 | -0.7595 | 0.774319 |
| 11 | 0.076656 | 0.5255 | 0.300843 |
| 12 | -0.068048 | -0.4665 | 0.678499 |
| 13 | 0.08352 | 0.5726 | 0.284827 |
| 14 | -0.005255 | -0.036 | 0.514292 |
| 15 | -0.0912 | -0.6252 | 0.732581 |
| 16 | 0.009071 | 0.0622 | 0.475337 |
| 17 | 0.011287 | 0.0774 | 0.469324 |
| 18 | -0.103944 | -0.7126 | 0.760194 |
| 19 | 0.130356 | 0.8937 | 0.188024 |
| 20 | -0.036186 | -0.2481 | 0.597423 |
| 21 | -0.060101 | -0.412 | 0.658906 |
| 22 | 0.001325 | 0.0091 | 0.496396 |
| 23 | 0.162824 | 1.1163 | 0.134992 |
| 24 | 0.017228 | 0.1181 | 0.453243 |
| 25 | 0.017053 | 0.1169 | 0.453715 |
| 26 | 0.078352 | 0.5372 | 0.296848 |
| 27 | 0.145579 | 0.998 | 0.161685 |
| 28 | 0.052307 | 0.3586 | 0.36075 |
| 29 | -0.159242 | -1.0917 | 0.859737 |
| 30 | 0.047959 | 0.3288 | 0.371888 |
| 31 | -0.073659 | -0.505 | 0.692034 |
| 32 | -0.085621 | -0.587 | 0.71999 |
| 33 | -0.026328 | -0.1805 | 0.571231 |
| 34 | -0.117786 | -0.8075 | 0.788278 |
| 35 | -0.007424 | -0.0509 | 0.520188 |
| 36 | -0.062239 | -0.4267 | 0.664224 |
| 37 | -0.072414 | -0.4964 | 0.689053 |
| 38 | 0.028553 | 0.1958 | 0.422824 |
| 39 | 0.009842 | 0.0675 | 0.473246 |
| 40 | 0.071049 | 0.4871 | 0.314231 |
| 41 | -0.085395 | -0.5854 | 0.719473 |
| 42 | -0.032771 | -0.2247 | 0.588395 |
| 43 | -0.052396 | -0.3592 | 0.639475 |
| 44 | 0.009711 | 0.0666 | 0.473602 |
| 45 | -0.057485 | -0.3941 | 0.652354 |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
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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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