| 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 | 9.6437 | 0 |
| 1 | 0.963043 | 9.2872 | 0 |
| 2 | 0.924407 | 8.9147 | 0 |
| 3 | 0.885914 | 8.5434 | 0 |
| 4 | 0.844365 | 8.1428 | 0 |
| 5 | 0.808331 | 7.7953 | 0 |
| 6 | 0.779522 | 7.5174 | 0 |
| 7 | 0.752959 | 7.2613 | 0 |
| 8 | 0.721982 | 6.9625 | 0 |
| 9 | 0.695656 | 6.7087 | 0 |
| 10 | 0.669026 | 6.4519 | 0 |
| 11 | 0.636165 | 6.135 | 0 |
| 12 | 0.599236 | 5.7788 | 0 |
| 13 | 0.564521 | 5.444 | 0 |
| 14 | 0.52536 | 5.0664 | 1e-06 |
| 15 | 0.480282 | 4.6317 | 6e-06 |
| 16 | 0.447472 | 4.3153 | 2e-05 |
| 17 | 0.412485 | 3.9779 | 6.9e-05 |
| 18 | 0.371809 | 3.5856 | 0.000269 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.963043 | 9.2872 | 0 |
| 1 | -0.041963 | -0.4047 | 0.656678 |
| 2 | -0.017601 | -0.1697 | 0.567208 |
| 3 | -0.062722 | -0.6049 | 0.726631 |
| 4 | 0.05575 | 0.5376 | 0.296056 |
| 5 | 0.076631 | 0.739 | 0.230882 |
| 6 | 0.012588 | 0.1214 | 0.451819 |
| 7 | -0.085185 | -0.8215 | 0.793268 |
| 8 | 0.046495 | 0.4484 | 0.327462 |
| 9 | -0.011148 | -0.1075 | 0.54269 |
| 10 | -0.085051 | -0.8202 | 0.792901 |
| 11 | -0.084301 | -0.813 | 0.790845 |
| 12 | 0.010816 | 0.1043 | 0.458576 |
| 13 | -0.070562 | -0.6805 | 0.751052 |
| 14 | -0.107281 | -1.0346 | 0.848227 |
| 15 | 0.117008 | 1.1284 | 0.131031 |
| 16 | -0.061912 | -0.5971 | 0.724041 |
| 17 | -0.101592 | -0.9797 | 0.835116 |
| 18 | -0.027023 | -0.2606 | 0.602513 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/26/t11961084051bsbmtf1mr3vi7w/2o3r51196108977.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/26/t11961084051bsbmtf1mr3vi7w/2o3r51196108977.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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