Opdracht3 Q2 Kolom1
| 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 | 7.746 | 0 |
| 1 | 0.457871 | 3.5467 | 0.000382 |
| 2 | 0.209254 | 1.6209 | 0.055144 |
| 3 | 0.207389 | 1.6064 | 0.056715 |
| 4 | 0.202606 | 1.5694 | 0.060909 |
| 5 | 0.176891 | 1.3702 | 0.087866 |
| 6 | 0.043989 | 0.3407 | 0.367247 |
| 7 | -0.127742 | -0.9895 | 0.836801 |
| 8 | -0.109172 | -0.8456 | 0.799445 |
| 9 | -0.106245 | -0.823 | 0.793107 |
| 10 | -0.083704 | -0.6484 | 0.740391 |
| 11 | -0.186031 | -1.441 | 0.922607 |
| 12 | -0.392661 | -3.0415 | 0.998256 |
| 13 | -0.197971 | -1.5335 | 0.934792 |
| 14 | -0.003342 | -0.0259 | 0.510284 |
| 15 | -0.009892 | -0.0766 | 0.530412 |
| 16 | -0.158693 | -1.2292 | 0.888108 |
| 17 | 0.027603 | 0.2138 | 0.415708 |
| 18 | 0.09238 | 0.7156 | 0.238516 |
| 19 | 0.112898 | 0.8745 | 0.192665 |
| 20 | 0.085967 | 0.6659 | 0.254013 |
| 21 | 0.067407 | 0.5221 | 0.30175 |
| 22 | 0.037099 | 0.2874 | 0.38741 |
| 23 | 0.067907 | 0.526 | 0.300411 |
| 24 | 0.103968 | 0.8053 | 0.211903 |
| 25 | 0.090067 | 0.6977 | 0.244043 |
| 26 | 0.000954 | 0.0074 | 0.497066 |
| 27 | -0.011794 | -0.0914 | 0.536244 |
| 28 | 0.031566 | 0.2445 | 0.403834 |
| 29 | -0.097919 | -0.7585 | 0.774433 |
| 30 | -0.141417 | -1.0954 | 0.861144 |
| 31 | -0.14116 | -1.0934 | 0.86071 |
| 32 | -0.084189 | -0.6521 | 0.741594 |
| 33 | -0.213394 | -1.6529 | 0.948217 |
| 34 | -0.219878 | -1.7032 | 0.953144 |
| 35 | -0.156963 | -1.2158 | 0.885594 |
| 36 | -0.195694 | -1.5158 | 0.932594 |
| 37 | -0.133266 | -1.0323 | 0.846957 |
| 38 | -0.118347 | -0.9167 | 0.818519 |
| 39 | -0.086636 | -0.6711 | 0.747627 |
| 40 | -0.000988 | -0.0077 | 0.503042 |
| 41 | -0.001089 | -0.0084 | 0.503351 |
| 42 | 0.004052 | 0.0314 | 0.487532 |
| 43 | 0.021305 | 0.165 | 0.434738 |
| 44 | -0.017896 | -0.1386 | 0.554895 |
| 45 | 0.123282 | 0.9549 | 0.171721 |
| 46 | 0.132614 | 1.0272 | 0.154219 |
| 47 | 0.056804 | 0.44 | 0.33076 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.457871 | 3.5467 | 0.000382 |
| 1 | -0.000495 | -0.0038 | 0.501525 |
| 2 | 0.141401 | 1.0953 | 0.138883 |
| 3 | 0.072948 | 0.5651 | 0.287072 |
| 4 | 0.055432 | 0.4294 | 0.334594 |
| 5 | -0.103617 | -0.8026 | 0.787318 |
| 6 | -0.189337 | -1.4666 | 0.926146 |
| 7 | -0.022698 | -0.1758 | 0.569485 |
| 8 | -0.067637 | -0.5239 | 0.698865 |
| 9 | 0.029413 | 0.2278 | 0.410275 |
| 10 | -0.129749 | -1.005 | 0.840541 |
| 11 | -0.279998 | -2.1689 | 0.982966 |
| 12 | 0.143748 | 1.1135 | 0.134975 |
| 13 | 0.1269 | 0.983 | 0.164786 |
| 14 | 0.04564 | 0.3535 | 0.362466 |
| 15 | -0.1723 | -1.3346 | 0.90648 |
| 16 | 0.279236 | 2.163 | 0.01727 |
| 17 | -0.036444 | -0.2823 | 0.610654 |
| 18 | -0.050951 | -0.3947 | 0.652754 |
| 19 | -0.029327 | -0.2272 | 0.589467 |
| 20 | 0.039979 | 0.3097 | 0.378939 |
| 21 | -0.04025 | -0.3118 | 0.621854 |
| 22 | -0.086781 | -0.6722 | 0.747983 |
| 23 | 0.011981 | 0.0928 | 0.463184 |
| 24 | 0.073919 | 0.5726 | 0.284537 |
| 25 | 0.0598 | 0.4632 | 0.322445 |
| 26 | -0.030089 | -0.2331 | 0.59175 |
| 27 | -0.10137 | -0.7852 | 0.782291 |
| 28 | -0.02771 | -0.2146 | 0.584612 |
| 29 | -0.003114 | -0.0241 | 0.509582 |
| 30 | -0.084708 | -0.6561 | 0.742881 |
| 31 | -0.039482 | -0.3058 | 0.619603 |
| 32 | -0.136903 | -1.0604 | 0.853403 |
| 33 | -0.061183 | -0.4739 | 0.681362 |
| 34 | -0.016635 | -0.1289 | 0.551049 |
| 35 | -0.135049 | -1.0461 | 0.850141 |
| 36 | 0.116562 | 0.9029 | 0.185098 |
| 37 | -0.076837 | -0.5952 | 0.723019 |
| 38 | 0.066769 | 0.5172 | 0.303462 |
| 39 | 0.018715 | 0.145 | 0.442613 |
| 40 | -0.071883 | -0.5568 | 0.710133 |
| 41 | -0.071928 | -0.5572 | 0.710252 |
| 42 | -0.046125 | -0.3573 | 0.638933 |
| 43 | -0.012133 | -0.094 | 0.537282 |
| 44 | -0.029257 | -0.2266 | 0.589257 |
| 45 | 0.018094 | 0.1402 | 0.444503 |
| 46 | 0.00233 | 0.018 | 0.492829 |
| 47 | 0.01385 | 0.1073 | 0.457461 |
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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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