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 | 8.2462 | 0 |
| 1 | -0.448451 | -3.698 | 0.999782 |
| 2 | -0.113189 | -0.9334 | 0.823037 |
| 3 | 0.220947 | 1.822 | 0.036428 |
| 4 | -0.166086 | -1.3696 | 0.912338 |
| 5 | -0.01038 | -0.0856 | 0.53398 |
| 6 | 0.20741 | 1.7103 | 0.045881 |
| 7 | -0.144354 | -1.1904 | 0.880981 |
| 8 | 0.031054 | 0.2561 | 0.399331 |
| 9 | 0.032671 | 0.2694 | 0.394214 |
| 10 | -0.10514 | -0.867 | 0.805507 |
| 11 | 0.132644 | 1.0938 | 0.138949 |
| 12 | -0.084 | -0.6927 | 0.754567 |
| 13 | -0.096714 | -0.7975 | 0.78604 |
| 14 | 0.285959 | 2.3581 | 0.010626 |
| 15 | -0.149224 | -1.2305 | 0.888631 |
| 16 | -0.143203 | -1.1809 | 0.879118 |
| 17 | 0.274405 | 2.2628 | 0.013423 |
| 18 | -0.196207 | -1.618 | 0.94485 |
| 19 | -0.081151 | -0.6692 | 0.747178 |
| 20 | 0.240098 | 1.9799 | 0.025882 |
| 21 | -0.116185 | -0.9581 | 0.829292 |
| 22 | -0.06807 | -0.5613 | 0.711788 |
| 23 | 0.213791 | 1.763 | 0.0412 |
| 24 | -0.202758 | -1.672 | 0.950439 |
| 25 | 0.055565 | 0.4582 | 0.324134 |
| 26 | 0.027342 | 0.2255 | 0.411147 |
| 27 | -0.053525 | -0.4414 | 0.669829 |
| 28 | 0.078598 | 0.6481 | 0.259539 |
| 29 | -0.074186 | -0.6118 | 0.728629 |
| 30 | -0.02115 | -0.1744 | 0.568967 |
| 31 | 0.116441 | 0.9602 | 0.170179 |
| 32 | -0.088106 | -0.7265 | 0.765001 |
| 33 | -0.136883 | -1.1288 | 0.868518 |
| 34 | 0.214758 | 1.7709 | 0.040526 |
| 35 | -0.098029 | -0.8084 | 0.78915 |
| 36 | -0.005844 | -0.0482 | 0.519148 |
| 37 | 0.096902 | 0.7991 | 0.213516 |
| 38 | -0.111785 | -0.9218 | 0.820055 |
| 39 | -0.028479 | -0.2348 | 0.592481 |
| 40 | 0.14139 | 1.1659 | 0.123858 |
| 41 | -0.132939 | -1.0962 | 0.86158 |
| 42 | 0.001373 | 0.0113 | 0.495501 |
| 43 | 0.057717 | 0.476 | 0.317818 |
| 44 | -0.025333 | -0.2089 | 0.582425 |
| 45 | 0.053853 | 0.4441 | 0.329197 |
| 46 | -0.047437 | -0.3912 | 0.651555 |
| 47 | -0.040026 | -0.3301 | 0.628815 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.448451 | -3.698 | 0.999782 |
| 1 | -0.393417 | -3.2442 | 0.999086 |
| 2 | -0.038817 | -0.3201 | 0.625061 |
| 3 | -0.132493 | -1.0926 | 0.86078 |
| 4 | -0.130519 | -1.0763 | 0.857198 |
| 5 | 0.118549 | 0.9776 | 0.165874 |
| 6 | 0.062726 | 0.5172 | 0.30333 |
| 7 | 0.089088 | 0.7346 | 0.232543 |
| 8 | 0.035611 | 0.2937 | 0.384957 |
| 9 | -0.049207 | -0.4058 | 0.656907 |
| 10 | 0.076698 | 0.6325 | 0.2646 |
| 11 | -0.05934 | -0.4893 | 0.686909 |
| 12 | -0.17488 | -1.4421 | 0.923067 |
| 13 | 0.153239 | 1.2636 | 0.105337 |
| 14 | 0.112938 | 0.9313 | 0.177493 |
| 15 | -0.089476 | -0.7378 | 0.768425 |
| 16 | 0.090854 | 0.7492 | 0.228161 |
| 17 | 0.000704 | 0.0058 | 0.497693 |
| 18 | -0.142766 | -1.1773 | 0.878405 |
| 19 | -0.049729 | -0.4101 | 0.65848 |
| 20 | 0.021242 | 0.1752 | 0.430735 |
| 21 | -0.036639 | -0.3021 | 0.618264 |
| 22 | 0.142238 | 1.1729 | 0.122459 |
| 23 | 0.028086 | 0.2316 | 0.40877 |
| 24 | 0.032929 | 0.2715 | 0.3934 |
| 25 | -0.025223 | -0.208 | 0.582071 |
| 26 | -0.001276 | -0.0105 | 0.504181 |
| 27 | -0.051856 | -0.4276 | 0.664859 |
| 28 | -0.121888 | -1.0051 | 0.840797 |
| 29 | -0.0128 | -0.1055 | 0.541875 |
| 30 | 0.003993 | 0.0329 | 0.486915 |
| 31 | 0.04795 | 0.3954 | 0.346891 |
| 32 | -0.120212 | -0.9913 | 0.837471 |
| 33 | -0.063022 | -0.5197 | 0.697516 |
| 34 | -0.015042 | -0.124 | 0.549175 |
| 35 | 0.058211 | 0.48 | 0.316376 |
| 36 | -0.036919 | -0.3044 | 0.61914 |
| 37 | -0.00636 | -0.0524 | 0.520838 |
| 38 | 0.031099 | 0.2564 | 0.39919 |
| 39 | 0.072454 | 0.5975 | 0.276088 |
| 40 | -0.04228 | -0.3487 | 0.635785 |
| 41 | -0.1166 | -0.9615 | 0.830148 |
| 42 | -0.070183 | -0.5787 | 0.717662 |
| 43 | 0.009878 | 0.0815 | 0.467661 |
| 44 | 0.053345 | 0.4399 | 0.330704 |
| 45 | 0.003039 | 0.0251 | 0.490039 |
| 46 | 0.075435 | 0.6221 | 0.267994 |
| 47 | -0.040696 | -0.3356 | 0.630891 |
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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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