| 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 | 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 |
| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 5.1962 | 9e-06 |
| 1 | 0.902829 | 4.6912 | 3.5e-05 |
| 2 | 0.804568 | 4.1807 | 0.000137 |
| 3 | 0.703355 | 3.6547 | 0.000547 |
| 4 | 0.602584 | 3.1311 | 0.002078 |
| 5 | 0.496941 | 2.5822 | 0.007781 |
| 6 | 0.385209 | 2.0016 | 0.027735 |
| 7 | 0.268244 | 1.3938 | 0.087367 |
| 8 | 0.157613 | 0.819 | 0.209984 |
| 9 | 0.057133 | 0.2969 | 0.384418 |
| 10 | -0.04179 | -0.2171 | 0.585137 |
| 11 | -0.133257 | -0.6924 | 0.752708 |
| 12 | -0.228125 | -1.1854 | 0.876901 |
| 13 | -0.283288 | -1.472 | 0.92371 |
| 14 | -0.334758 | -1.7395 | 0.953327 |
| 15 | -0.3855 | -2.0031 | 0.972351 |
| 16 | -0.406131 | -2.1103 | 0.977881 |
| 17 | -0.42339 | -2.2 | 0.981727 |
| 18 | -0.427761 | -2.2227 | 0.9826 |
| 19 | -0.421641 | -2.1909 | 0.981366 |
| 20 | -0.398523 | -2.0708 | 0.975968 |
| 21 | -0.361512 | -1.8785 | 0.964422 |
| 22 | -0.31935 | -1.6594 | 0.945695 |
| 23 | -0.270192 | -1.404 | 0.914135 |
| 24 | -0.214123 | -1.1126 | 0.862159 |
| 25 | -0.149949 | -0.7792 | 0.778668 |
| 26 | -0.079186 | -0.4115 | 0.658009 |
| 27 | NA | NA | NA |
| 28 | NA | NA | NA |
| 29 | NA | NA | NA |
| 30 | NA | NA | NA |
| 31 | NA | NA | NA |
| 32 | NA | NA | NA |
| 33 | NA | NA | NA |
| 34 | NA | NA | NA |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| 37 | NA | NA | NA |
| 38 | NA | NA | NA |
| 39 | NA | NA | NA |
| 40 | NA | NA | NA |
| 41 | NA | NA | NA |
| 42 | NA | NA | NA |
| 43 | NA | NA | NA |
| 44 | NA | NA | NA |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.902829 | 4.6912 | 3.5e-05 |
| 1 | -0.056965 | -0.296 | 0.615253 |
| 2 | -0.07044 | -0.366 | 0.641399 |
| 3 | -0.056877 | -0.2955 | 0.615078 |
| 4 | -0.089339 | -0.4642 | 0.676894 |
| 5 | -0.104145 | -0.5412 | 0.70358 |
| 6 | -0.109488 | -0.5689 | 0.712942 |
| 7 | -0.056982 | -0.2961 | 0.615286 |
| 8 | -0.037701 | -0.1959 | 0.576922 |
| 9 | -0.085795 | -0.4458 | 0.670353 |
| 10 | -0.059297 | -0.3081 | 0.61982 |
| 11 | -0.124671 | -0.6478 | 0.73871 |
| 12 | 0.103463 | 0.5376 | 0.297626 |
| 13 | -0.074442 | -0.3868 | 0.649037 |
| 14 | -0.099952 | -0.5194 | 0.696132 |
| 15 | 0.076903 | 0.3996 | 0.346297 |
| 16 | -0.070762 | -0.3677 | 0.642014 |
| 17 | -0.020974 | -0.109 | 0.542989 |
| 18 | -0.025471 | -0.1324 | 0.552156 |
| 19 | 0.027261 | 0.1417 | 0.444203 |
| 20 | 0.036584 | 0.1901 | 0.425328 |
| 21 | -0.032709 | -0.17 | 0.566847 |
| 22 | 0.018964 | 0.0985 | 0.461116 |
| 23 | 0.004557 | 0.0237 | 0.490641 |
| 24 | 0.057953 | 0.3011 | 0.38281 |
| 25 | 0.0415 | 0.2156 | 0.415444 |
| 26 | NA | NA | NA |
| 27 | NA | NA | NA |
| 28 | NA | NA | NA |
| 29 | NA | NA | NA |
| 30 | NA | NA | NA |
| 31 | NA | NA | NA |
| 32 | NA | NA | NA |
| 33 | NA | NA | NA |
| 34 | NA | NA | NA |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| 37 | NA | NA | NA |
| 38 | NA | NA | NA |
| 39 | NA | NA | NA |
| 40 | NA | NA | NA |
| 41 | NA | NA | NA |
| 42 | NA | NA | NA |
| 43 | NA | NA | NA |
| 44 | NA | NA | NA |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
 |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/30/t1199023655w14l31xmmv9xdjs/1n47y1199024929.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/30/t1199023655w14l31xmmv9xdjs/1n47y1199024929.ps (open in new window) |
 |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/30/t1199023655w14l31xmmv9xdjs/289641199024929.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/30/t1199023655w14l31xmmv9xdjs/289641199024929.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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