Workshop 3, Q2
| 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 | 9 | 0 |
| 1 | 0.023406 | 0.2107 | 0.416842 |
| 2 | -0.327401 | -2.9466 | 0.997903 |
| 3 | -0.105708 | -0.9514 | 0.827878 |
| 4 | 0.178184 | 1.6037 | 0.056341 |
| 5 | 0.058317 | 0.5249 | 0.300559 |
| 6 | 0.053273 | 0.4795 | 0.316452 |
| 7 | 0.014034 | 0.1263 | 0.449902 |
| 8 | 0.169772 | 1.5279 | 0.065211 |
| 9 | -0.16321 | -1.4689 | 0.927132 |
| 10 | -0.377226 | -3.395 | 0.999467 |
| 11 | -0.023143 | -0.2083 | 0.582237 |
| 12 | 0.722852 | 6.5057 | 0 |
| 13 | -0.055348 | -0.4981 | 0.690129 |
| 14 | -0.297943 | -2.6815 | 0.99556 |
| 15 | -0.160678 | -1.4461 | 0.923997 |
| 16 | 0.06479 | 0.5831 | 0.280721 |
| 17 | 0.023213 | 0.2089 | 0.41752 |
| 18 | -0.002366 | -0.0213 | 0.508468 |
| 19 | -0.02632 | -0.2369 | 0.593328 |
| 20 | 0.147769 | 1.3299 | 0.093638 |
| 21 | -0.137971 | -1.2417 | 0.891042 |
| 22 | -0.340388 | -3.0635 | 0.998515 |
| 23 | 0.004577 | 0.0412 | 0.48362 |
| 24 | 0.565434 | 5.0889 | 1e-06 |
| 25 | -0.030999 | -0.279 | 0.609518 |
| 26 | -0.20008 | -1.8007 | 0.962265 |
| 27 | -0.147069 | -1.3236 | 0.905323 |
| 28 | 0.044791 | 0.4031 | 0.343963 |
| 29 | 0.0599 | 0.5391 | 0.295649 |
| 30 | -0.030668 | -0.276 | 0.608379 |
| 31 | -0.025308 | -0.2278 | 0.589801 |
| 32 | 0.152723 | 1.3745 | 0.086538 |
| 33 | -0.118946 | -1.0705 | 0.856217 |
| 34 | -0.29473 | -2.6526 | 0.995195 |
| 35 | -0.015397 | -0.1386 | 0.554933 |
| 36 | 0.436368 | 3.9273 | 9e-05 |
| 37 | -0.016474 | -0.1483 | 0.558748 |
| 38 | -0.136867 | -1.2318 | 0.889206 |
| 39 | -0.130533 | -1.1748 | 0.878242 |
| 40 | 0.032121 | 0.2891 | 0.386628 |
| 41 | 0.030314 | 0.2728 | 0.39284 |
| 42 | -0.02678 | -0.241 | 0.594925 |
| 43 | -0.04555 | -0.4099 | 0.658537 |
| 44 | 0.126917 | 1.1422 | 0.128358 |
| 45 | -0.110821 | -0.9974 | 0.839227 |
| 46 | -0.235955 | -2.1236 | 0.981622 |
| 47 | -0.017275 | -0.1555 | 0.561583 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.023406 | 0.2107 | 0.416842 |
| 1 | -0.328129 | -2.9532 | 0.997942 |
| 2 | -0.098504 | -0.8865 | 0.811024 |
| 3 | 0.08371 | 0.7534 | 0.2267 |
| 4 | -0.009799 | -0.0882 | 0.535028 |
| 5 | 0.140275 | 1.2625 | 0.1052 |
| 6 | 0.062365 | 0.5613 | 0.288078 |
| 7 | 0.249464 | 2.2452 | 0.013741 |
| 8 | -0.155195 | -1.3968 | 0.916848 |
| 9 | -0.350125 | -3.1511 | 0.99886 |
| 10 | -0.157931 | -1.4214 | 0.920477 |
| 11 | 0.616797 | 5.5512 | 0 |
| 12 | -0.182189 | -1.6397 | 0.947527 |
| 13 | 0.053473 | 0.4813 | 0.315816 |
| 14 | -0.148956 | -1.3406 | 0.908101 |
| 15 | -0.153825 | -1.3844 | 0.914984 |
| 16 | -0.067222 | -0.605 | 0.726565 |
| 17 | -0.099212 | -0.8929 | 0.812723 |
| 18 | -0.021127 | -0.1901 | 0.575163 |
| 19 | -0.038988 | -0.3509 | 0.63671 |
| 20 | 0.127331 | 1.146 | 0.12759 |
| 21 | 0.025545 | 0.2299 | 0.409373 |
| 22 | 0.089432 | 0.8049 | 0.211621 |
| 23 | 0.009285 | 0.0836 | 0.466803 |
| 24 | 0.006906 | 0.0622 | 0.475297 |
| 25 | -0.011511 | -0.1036 | 0.541126 |
| 26 | -0.080163 | -0.7215 | 0.763649 |
| 27 | -0.027717 | -0.2495 | 0.598179 |
| 28 | -0.025094 | -0.2258 | 0.589053 |
| 29 | -0.07796 | -0.7016 | 0.757544 |
| 30 | -0.00608 | -0.0547 | 0.521753 |
| 31 | 0.002935 | 0.0264 | 0.489496 |
| 32 | -0.018099 | -0.1629 | 0.564494 |
| 33 | 0.020899 | 0.1881 | 0.425638 |
| 34 | -0.087494 | -0.7874 | 0.78334 |
| 35 | 0.033816 | 0.3043 | 0.380823 |
| 36 | -0.048297 | -0.4347 | 0.667522 |
| 37 | 0.040104 | 0.3609 | 0.359544 |
| 38 | 0.031094 | 0.2798 | 0.390155 |
| 39 | -0.000198 | -0.0018 | 0.50071 |
| 40 | -0.095559 | -0.86 | 0.803845 |
| 41 | 0.05479 | 0.4931 | 0.311635 |
| 42 | -0.140206 | -1.2619 | 0.894688 |
| 43 | -0.066945 | -0.6025 | 0.725739 |
| 44 | -0.059951 | -0.5396 | 0.70451 |
| 45 | -0.007993 | -0.0719 | 0.528587 |
| 46 | 0.038829 | 0.3495 | 0.363825 |
| 47 | -0.097708 | -0.8794 | 0.809099 |
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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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