| 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 | 7.746 | 0 |
| 1 | 0.101524 | 0.7864 | 0.217363 |
| 2 | -0.148973 | -1.1539 | 0.87345 |
| 3 | 0.316661 | 2.4528 | 0.008549 |
| 4 | -0.051829 | -0.4015 | 0.655249 |
| 5 | 0.107523 | 0.8329 | 0.204111 |
| 6 | 0.503797 | 3.9024 | 0.000122 |
| 7 | 0.039878 | 0.3089 | 0.379237 |
| 8 | -0.008888 | -0.0688 | 0.52733 |
| 9 | 0.186924 | 1.4479 | 0.076424 |
| 10 | -0.328641 | -2.5456 | 0.993252 |
| 11 | 0.007979 | 0.0618 | 0.475461 |
| 12 | 0.619436 | 4.7981 | 6e-06 |
| 13 | -0.072816 | -0.564 | 0.712582 |
| 14 | -0.177574 | -1.3755 | 0.912952 |
| 15 | 0.112302 | 0.8699 | 0.193915 |
| 16 | -0.200563 | -1.5536 | 0.937225 |
| 17 | 0.000354 | 0.0027 | 0.498912 |
| 18 | 0.27508 | 2.1308 | 0.018608 |
| 19 | -0.082929 | -0.6424 | 0.738459 |
| 20 | -0.048401 | -0.3749 | 0.645476 |
| 21 | 0.04366 | 0.3382 | 0.3682 |
| 22 | -0.348033 | -2.6959 | 0.995452 |
| 23 | 0.023844 | 0.1847 | 0.427045 |
| 24 | 0.385413 | 2.9854 | 0.002047 |
| 25 | -0.105794 | -0.8195 | 0.79212 |
| 26 | -0.092736 | -0.7183 | 0.762328 |
| 27 | 0.065926 | 0.5107 | 0.305731 |
| 28 | -0.178634 | -1.3837 | 0.914211 |
| 29 | 0.020314 | 0.1574 | 0.437747 |
| 30 | 0.158016 | 1.224 | 0.112872 |
| 31 | -0.063971 | -0.4955 | 0.688979 |
| 32 | 0.00916 | 0.071 | 0.471835 |
| 33 | -0.042893 | -0.3322 | 0.629569 |
| 34 | -0.283322 | -2.1946 | 0.983963 |
| 35 | -0.006752 | -0.0523 | 0.520768 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.101524 | 0.7864 | 0.217363 |
| 1 | -0.160939 | -1.2466 | 0.891311 |
| 2 | 0.363628 | 2.8167 | 0.00328 |
| 3 | -0.209137 | -1.62 | 0.944758 |
| 4 | 0.349423 | 2.7066 | 0.004419 |
| 5 | 0.305996 | 2.3702 | 0.010504 |
| 6 | 0.065802 | 0.5097 | 0.306065 |
| 7 | 0.069071 | 0.535 | 0.297306 |
| 8 | -0.048163 | -0.3731 | 0.644795 |
| 9 | -0.471855 | -3.655 | 0.999729 |
| 10 | 0.024168 | 0.1872 | 0.426065 |
| 11 | 0.416947 | 3.2297 | 0.001006 |
| 12 | -0.093381 | -0.7233 | 0.763854 |
| 13 | -0.092339 | -0.7153 | 0.761387 |
| 14 | -0.133265 | -1.0323 | 0.846954 |
| 15 | 0.115244 | 0.8927 | 0.187798 |
| 16 | -0.051719 | -0.4006 | 0.654938 |
| 17 | -0.083349 | -0.6456 | 0.739507 |
| 18 | -0.028389 | -0.2199 | 0.586653 |
| 19 | -0.062333 | -0.4828 | 0.684514 |
| 20 | 0.002571 | 0.0199 | 0.492087 |
| 21 | 0.08033 | 0.6222 | 0.268072 |
| 22 | 0.13868 | 1.0742 | 0.143515 |
| 23 | -0.03806 | -0.2948 | 0.615423 |
| 24 | 0.020335 | 0.1575 | 0.437684 |
| 25 | 0.047489 | 0.3679 | 0.357139 |
| 26 | 0.064675 | 0.501 | 0.309112 |
| 27 | -0.049133 | -0.3806 | 0.64757 |
| 28 | -0.084525 | -0.6547 | 0.742427 |
| 29 | -0.158221 | -1.2256 | 0.887426 |
| 30 | 0.004417 | 0.0342 | 0.486411 |
| 31 | -0.016626 | -0.1288 | 0.551019 |
| 32 | -0.056293 | -0.436 | 0.667815 |
| 33 | -0.001637 | -0.0127 | 0.505039 |
| 34 | -0.145486 | -1.1269 | 0.867871 |
| 35 | 0.006247 | 0.0484 | 0.480782 |
 |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/18/t11980077898cxa8ps2ypmr4jy/16mzp1198008770.png (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/18/t11980077898cxa8ps2ypmr4jy/22az91198008770.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/18/t11980077898cxa8ps2ypmr4jy/22az91198008770.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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