partial autocorr totaal
| 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 | 11.8322 | 0 |
| 1 | 0.31795 | 3.762 | 0.000124 |
| 2 | 0.102629 | 1.2143 | 0.113335 |
| 3 | 0.097911 | 1.1585 | 0.124317 |
| 4 | -0.063666 | -0.7533 | 0.773736 |
| 5 | -0.234806 | -2.7783 | 0.996892 |
| 6 | -0.129779 | -1.5356 | 0.93655 |
| 7 | -0.074969 | -0.887 | 0.811713 |
| 8 | -0.07924 | -0.9376 | 0.824962 |
| 9 | -0.009676 | -0.1145 | 0.545493 |
| 10 | 0.101514 | 1.2011 | 0.115865 |
| 11 | 0.13832 | 1.6366 | 0.051978 |
| 12 | 0.141296 | 1.6718 | 0.048395 |
| 13 | 0.210952 | 2.496 | 0.00686 |
| 14 | 0.139577 | 1.6515 | 0.050439 |
| 15 | -0.076897 | -0.9099 | 0.817769 |
| 16 | -0.003376 | -0.0399 | 0.515905 |
| 17 | -0.038346 | -0.4537 | 0.67463 |
| 18 | 0.050375 | 0.596 | 0.276053 |
| 19 | 0.094056 | 1.1129 | 0.133833 |
| 20 | 0.118775 | 1.4054 | 0.081065 |
| 21 | 0.086122 | 1.019 | 0.154977 |
| 22 | 0.056684 | 0.6707 | 0.251761 |
| 23 | -0.045398 | -0.5372 | 0.703994 |
| 24 | -0.051222 | -0.6061 | 0.727275 |
| 25 | -0.094315 | -1.1159 | 0.866821 |
| 26 | -0.061892 | -0.7323 | 0.767399 |
| 27 | 0.012782 | 0.1512 | 0.440005 |
| 28 | -0.055054 | -0.6514 | 0.742076 |
| 29 | -0.081923 | -0.9693 | 0.832973 |
| 30 | 0.051902 | 0.6141 | 0.27007 |
| 31 | 0.081205 | 0.9608 | 0.169147 |
| 32 | 0.150023 | 1.7751 | 0.039028 |
| 33 | 0.082028 | 0.9706 | 0.166719 |
| 34 | 0.002546 | 0.0301 | 0.488005 |
| 35 | -0.012307 | -0.1456 | 0.557782 |
| 36 | 0.029907 | 0.3539 | 0.361984 |
| 37 | -0.045865 | -0.5427 | 0.705895 |
| 38 | -0.114743 | -1.3577 | 0.911621 |
| 39 | -0.071586 | -0.847 | 0.800785 |
| 40 | 0.004892 | 0.0579 | 0.476962 |
| 41 | -0.056525 | -0.6688 | 0.747641 |
| 42 | 0.023274 | 0.2754 | 0.391714 |
| 43 | -0.027192 | -0.3217 | 0.625933 |
| 44 | 0.063792 | 0.7548 | 0.22582 |
| 45 | 0.029171 | 0.3452 | 0.365249 |
| 46 | 0.045227 | 0.5351 | 0.296702 |
| 47 | -0.04361 | -0.516 | 0.696664 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.31795 | 3.762 | 0.000124 |
| 1 | 0.001709 | 0.0202 | 0.491946 |
| 2 | 0.072079 | 0.8529 | 0.197599 |
| 3 | -0.129135 | -1.5279 | 0.935608 |
| 4 | -0.207224 | -2.4519 | 0.992279 |
| 5 | 0.002617 | 0.031 | 0.48767 |
| 6 | -0.003166 | -0.0375 | 0.514913 |
| 7 | -0.017184 | -0.2033 | 0.580411 |
| 8 | 0.005641 | 0.0667 | 0.473442 |
| 9 | 0.066614 | 0.7882 | 0.215959 |
| 10 | 0.083639 | 0.9896 | 0.16203 |
| 11 | 0.064945 | 0.7684 | 0.221762 |
| 12 | 0.131237 | 1.5528 | 0.061362 |
| 13 | 0.026977 | 0.3192 | 0.375028 |
| 14 | -0.139605 | -1.6518 | 0.949595 |
| 15 | 0.084319 | 0.9977 | 0.16008 |
| 16 | -0.007606 | -0.09 | 0.53579 |
| 17 | 0.205512 | 2.4317 | 0.008147 |
| 18 | 0.092187 | 1.0908 | 0.138625 |
| 19 | 0.045359 | 0.5367 | 0.296167 |
| 20 | 0.020119 | 0.2381 | 0.406094 |
| 21 | -0.011963 | -0.1415 | 0.556179 |
| 22 | -0.080108 | -0.9479 | 0.827581 |
| 23 | -0.02051 | -0.2427 | 0.595697 |
| 24 | -0.074508 | -0.8816 | 0.810247 |
| 25 | 0.017483 | 0.2069 | 0.418211 |
| 26 | 0.058419 | 0.6912 | 0.245286 |
| 27 | -0.070767 | -0.8373 | 0.798081 |
| 28 | -0.106128 | -1.2557 | 0.894345 |
| 29 | -0.001253 | -0.0148 | 0.505905 |
| 30 | 0.004324 | 0.0512 | 0.479636 |
| 31 | 0.083416 | 0.987 | 0.162676 |
| 32 | -0.046543 | -0.5507 | 0.708642 |
| 33 | -0.093469 | -1.1059 | 0.864676 |
| 34 | 0.020941 | 0.2478 | 0.402333 |
| 35 | 0.12083 | 1.4297 | 0.077518 |
| 36 | 0.006319 | 0.0748 | 0.470253 |
| 37 | -0.141324 | -1.6722 | 0.951637 |
| 38 | -0.05889 | -0.6968 | 0.756457 |
| 39 | 0.031178 | 0.3689 | 0.356377 |
| 40 | 0.017094 | 0.2023 | 0.420005 |
| 41 | 0.124688 | 1.4753 | 0.071185 |
| 42 | -0.156777 | -1.855 | 0.967151 |
| 43 | 0.083732 | 0.9907 | 0.161762 |
| 44 | -0.025007 | -0.2959 | 0.616122 |
| 45 | 0.042292 | 0.5004 | 0.308786 |
| 46 | -0.03221 | -0.3811 | 0.648151 |
| 47 | 4.1e-05 | 5e-04 | 0.499805 |
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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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Software written by Ed van Stee & Patrick Wessa
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