Workshop 5 Q1 Belgische uitvoer
| 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 | 6.0828 | 0 |
| 1 | -0.014685 | -0.0893 | 0.535348 |
| 2 | 0.098986 | 0.6021 | 0.275388 |
| 3 | 0.263405 | 1.6022 | 0.058804 |
| 4 | 0.057331 | 0.3487 | 0.364634 |
| 5 | -0.036578 | -0.2225 | 0.587424 |
| 6 | 0.049365 | 0.3003 | 0.382824 |
| 7 | -0.210156 | -1.2783 | 0.895452 |
| 8 | -0.043232 | -0.263 | 0.602984 |
| 9 | -0.137551 | -0.8367 | 0.795931 |
| 10 | -0.007858 | -0.0478 | 0.518933 |
| 11 | -0.111422 | -0.6778 | 0.748927 |
| 12 | -0.267517 | -1.6272 | 0.943913 |
| 13 | 0.132276 | 0.8046 | 0.213093 |
| 14 | 0.022801 | 0.1387 | 0.445223 |
| 15 | -0.020197 | -0.1229 | 0.548557 |
| 16 | -0.056851 | -0.3458 | 0.634277 |
| 17 | 0.048256 | 0.2935 | 0.385379 |
| 18 | 0.073836 | 0.4491 | 0.32798 |
| 19 | -0.056309 | -0.3425 | 0.63305 |
| 20 | 0.015686 | 0.0954 | 0.462251 |
| 21 | 0.099014 | 0.6023 | 0.27533 |
| 22 | -0.215255 | -1.3093 | 0.900754 |
| 23 | 0.061206 | 0.3723 | 0.355897 |
| 24 | -0.062012 | -0.3772 | 0.645911 |
| 25 | -0.207714 | -1.2635 | 0.892839 |
| 26 | -0.09836 | -0.5983 | 0.723358 |
| 27 | -0.031497 | -0.1916 | 0.575443 |
| 28 | -0.108728 | -0.6614 | 0.743762 |
| 29 | 0.044709 | 0.272 | 0.393584 |
| 30 | -0.022076 | -0.1343 | 0.553047 |
| 31 | 0.043888 | 0.267 | 0.39549 |
| 32 | 0.037079 | 0.2255 | 0.4114 |
| 33 | 0.061734 | 0.3755 | 0.354712 |
| 34 | 0.060191 | 0.3661 | 0.358178 |
| 35 | 0.027736 | 0.1687 | 0.433471 |
| 36 | 0.010499 | 0.0639 | 0.474711 |
| 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 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.014685 | -0.0893 | 0.535348 |
| 1 | 0.098791 | 0.6009 | 0.275777 |
| 2 | 0.268848 | 1.6353 | 0.05523 |
| 3 | 0.067101 | 0.4082 | 0.342755 |
| 4 | -0.092202 | -0.5608 | 0.710858 |
| 5 | -0.044939 | -0.2734 | 0.606949 |
| 6 | -0.252766 | -1.5375 | 0.933662 |
| 7 | -0.047454 | -0.2887 | 0.612772 |
| 8 | -0.104937 | -0.6383 | 0.736398 |
| 9 | 0.129969 | 0.7906 | 0.217117 |
| 10 | -0.014368 | -0.0874 | 0.534586 |
| 11 | -0.270643 | -1.6463 | 0.94591 |
| 12 | 0.135244 | 0.8227 | 0.207986 |
| 13 | 0.067931 | 0.4132 | 0.340919 |
| 14 | 0.141212 | 0.859 | 0.197948 |
| 15 | -0.202321 | -1.2307 | 0.886894 |
| 16 | -0.049923 | -0.3037 | 0.618459 |
| 17 | 0.075443 | 0.4589 | 0.324495 |
| 18 | -0.154357 | -0.9389 | 0.823069 |
| 19 | 0.076221 | 0.4636 | 0.322813 |
| 20 | 0.06498 | 0.3953 | 0.347461 |
| 21 | -0.133095 | -0.8096 | 0.788323 |
| 22 | -0.092599 | -0.5633 | 0.71167 |
| 23 | -0.193114 | -1.1747 | 0.876183 |
| 24 | 0.012758 | 0.0776 | 0.46928 |
| 25 | -0.108454 | -0.6597 | 0.743234 |
| 26 | 0.017804 | 0.1083 | 0.457173 |
| 27 | -0.055615 | -0.3383 | 0.631474 |
| 28 | 0.108364 | 0.6592 | 0.256939 |
| 29 | 0.085994 | 0.5231 | 0.302018 |
| 30 | -0.132265 | -0.8045 | 0.786887 |
| 31 | 0.039496 | 0.2402 | 0.405733 |
| 32 | -0.049843 | -0.3032 | 0.618275 |
| 33 | -0.07403 | -0.4503 | 0.672443 |
| 34 | -0.043286 | -0.2633 | 0.60311 |
| 35 | -0.067589 | -0.4111 | 0.658325 |
| 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 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/06/t1196947996veu2vytmjibcghu/13me51196948715.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/06/t1196947996veu2vytmjibcghu/13me51196948715.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/06/t1196947996veu2vytmjibcghu/2pw3f1196948715.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/06/t1196947996veu2vytmjibcghu/2pw3f1196948715.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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