autocorr totaal 1xseiz.diff.
| Summary of compuational transaction | |
| Raw Input | view raw input (R code) |
| Raw Output | view raw output of R engine |
| Computing time | 3 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 | 6.9282 | 0 |
| 1 | 0.288794 | 2.0008 | 0.025542 |
| 2 | 0.367016 | 2.5428 | 0.007139 |
| 3 | 0.410574 | 2.8445 | 0.003259 |
| 4 | 0.239424 | 1.6588 | 0.051841 |
| 5 | 0.20561 | 1.4245 | 0.080385 |
| 6 | 0.188978 | 1.3093 | 0.098337 |
| 7 | -0.039719 | -0.2752 | 0.60782 |
| 8 | 0.159833 | 1.1074 | 0.13683 |
| 9 | 0.029147 | 0.2019 | 0.42041 |
| 10 | -0.105439 | -0.7305 | 0.765683 |
| 11 | -0.088294 | -0.6117 | 0.728196 |
| 12 | -0.090753 | -0.6288 | 0.733755 |
| 13 | -0.130183 | -0.9019 | 0.814202 |
| 14 | 0.046221 | 0.3202 | 0.375092 |
| 15 | -0.056585 | -0.392 | 0.651616 |
| 16 | -0.133368 | -0.924 | 0.819946 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.288794 | 2.0008 | 0.025542 |
| 1 | 0.30942 | 2.1437 | 0.018575 |
| 2 | 0.299236 | 2.0732 | 0.021774 |
| 3 | 0.023163 | 0.1605 | 0.43659 |
| 4 | -0.045186 | -0.3131 | 0.622203 |
| 5 | -0.022423 | -0.1554 | 0.561402 |
| 6 | -0.23727 | -1.6439 | 0.946629 |
| 7 | 0.119841 | 0.8303 | 0.205245 |
| 8 | 0.017676 | 0.1225 | 0.451521 |
| 9 | -0.12334 | -0.8545 | 0.80147 |
| 10 | -0.149255 | -1.0341 | 0.846857 |
| 11 | -0.030693 | -0.2126 | 0.583748 |
| 12 | 0.027927 | 0.1935 | 0.423697 |
| 13 | 0.229809 | 1.5922 | 0.058956 |
| 14 | 0.120611 | 0.8356 | 0.203755 |
| 15 | -0.194978 | -1.3508 | 0.908461 |
| 16 | 0.021762 | 0.1508 | 0.440393 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/26/t11961000482z95x0s470scoo3/1cyyp1196100603.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/26/t11961000482z95x0s470scoo3/1cyyp1196100603.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/26/t11961000482z95x0s470scoo3/2vp3z1196100603.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/26/t11961000482z95x0s470scoo3/2vp3z1196100603.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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