autocorrelatie werkl -25 WEL
| 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 | 7.6811 | 0 |
| 1 | 0.065244 | 0.5012 | 0.309065 |
| 2 | -0.144022 | -1.1063 | 0.863447 |
| 3 | -0.170673 | -1.311 | 0.902525 |
| 4 | 0.074113 | 0.5693 | 0.285666 |
| 5 | 0.030861 | 0.237 | 0.406721 |
| 6 | 0.115054 | 0.8837 | 0.190209 |
| 7 | 0.17415 | 1.3377 | 0.093069 |
| 8 | 0.012172 | 0.0935 | 0.462913 |
| 9 | -0.102572 | -0.7879 | 0.783037 |
| 10 | -0.187691 | -1.4417 | 0.922661 |
| 11 | 0.040549 | 0.3115 | 0.378273 |
| 12 | 0.045704 | 0.3511 | 0.363397 |
| 13 | -0.028292 | -0.2173 | 0.585642 |
| 14 | 0.095589 | 0.7342 | 0.232858 |
| 15 | -0.015858 | -0.1218 | 0.548267 |
| 16 | -0.144856 | -1.1127 | 0.864816 |
| 17 | -0.081512 | -0.6261 | 0.73317 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.065244 | 0.5012 | 0.309065 |
| 1 | -0.148913 | -1.1438 | 0.871342 |
| 2 | -0.154223 | -1.1846 | 0.879539 |
| 3 | 0.077083 | 0.5921 | 0.278029 |
| 4 | -0.024688 | -0.1896 | 0.574877 |
| 5 | 0.114487 | 0.8794 | 0.191378 |
| 6 | 0.198545 | 1.5251 | 0.066295 |
| 7 | 0.018171 | 0.1396 | 0.444737 |
| 8 | -0.02196 | -0.1687 | 0.566687 |
| 9 | -0.154054 | -1.1833 | 0.879283 |
| 10 | 0.004701 | 0.0361 | 0.485659 |
| 11 | -0.044364 | -0.3408 | 0.632755 |
| 12 | -0.113005 | -0.868 | 0.805546 |
| 13 | 0.131548 | 1.0104 | 0.158206 |
| 14 | -0.036391 | -0.2795 | 0.609589 |
| 15 | -0.089053 | -0.684 | 0.751683 |
| 16 | 0.034567 | 0.2655 | 0.395769 |
| 17 | -0.149444 | -1.1479 | 0.872179 |
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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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