Opdracht 3 Q2 Kolom2
| 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 | 8.4853 | 0 |
| 1 | 0.529539 | 4.4933 | 1.3e-05 |
| 2 | 0.448966 | 3.8096 | 0.000145 |
| 3 | 0.115737 | 0.9821 | 0.164679 |
| 4 | 0.069756 | 0.5919 | 0.277885 |
| 5 | 0.000234 | 0.002 | 0.49921 |
| 6 | 0.085568 | 0.7261 | 0.235076 |
| 7 | 0.105157 | 0.8923 | 0.187606 |
| 8 | 0.132075 | 1.1207 | 0.133071 |
| 9 | 0.215892 | 1.8319 | 0.035551 |
| 10 | 0.305799 | 2.5948 | 0.005731 |
| 11 | 0.379607 | 3.2211 | 0.000959 |
| 12 | 0.375847 | 3.1892 | 0.001057 |
| 13 | 0.29729 | 2.5226 | 0.00693 |
| 14 | 0.123341 | 1.0466 | 0.149396 |
| 15 | -0.035116 | -0.298 | 0.616707 |
| 16 | -0.051701 | -0.4387 | 0.668904 |
| 17 | -0.07 | -0.594 | 0.722803 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.529539 | 4.4933 | 1.3e-05 |
| 1 | 0.234238 | 1.9876 | 0.025331 |
| 2 | -0.279893 | -2.375 | 0.989892 |
| 3 | 0.011694 | 0.0992 | 0.460617 |
| 4 | 0.078683 | 0.6676 | 0.253246 |
| 5 | 0.105833 | 0.898 | 0.186084 |
| 6 | 0.037895 | 0.3215 | 0.374364 |
| 7 | -0.008814 | -0.0748 | 0.529706 |
| 8 | 0.185856 | 1.577 | 0.059585 |
| 9 | 0.220742 | 1.8731 | 0.03256 |
| 10 | 0.136305 | 1.1566 | 0.125633 |
| 11 | 0.055589 | 0.4717 | 0.319289 |
| 12 | -0.006535 | -0.0554 | 0.522033 |
| 13 | -0.105162 | -0.8923 | 0.812405 |
| 14 | -0.135047 | -1.1459 | 0.872187 |
| 15 | 0.055319 | 0.4694 | 0.320103 |
| 16 | -0.032399 | -0.2749 | 0.607914 |
| 17 | -0.094286 | -0.8 | 0.786841 |
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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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