Energie_Q2_autocorrelatie
| 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 | 8.544 | 0 |
| 1 | 0.942845 | 8.0557 | 0 |
| 2 | 0.887599 | 7.5836 | 0 |
| 3 | 0.844614 | 7.2164 | 0 |
| 4 | 0.80593 | 6.8859 | 0 |
| 5 | 0.764084 | 6.5283 | 0 |
| 6 | 0.722694 | 6.1747 | 0 |
| 7 | 0.675864 | 5.7746 | 0 |
| 8 | 0.621779 | 5.3125 | 1e-06 |
| 9 | 0.573643 | 4.9012 | 3e-06 |
| 10 | 0.525993 | 4.4941 | 1.3e-05 |
| 11 | 0.48316 | 4.1281 | 4.8e-05 |
| 12 | 0.445145 | 3.8033 | 0.000147 |
| 13 | 0.407514 | 3.4818 | 0.000422 |
| 14 | 0.385617 | 3.2947 | 0.000761 |
| 15 | 0.366764 | 3.1336 | 0.001243 |
| 16 | 0.352813 | 3.0144 | 0.00177 |
| 17 | 0.332191 | 2.8382 | 0.002935 |
| 18 | 0.304 | 2.5974 | 0.005678 |
| 19 | 0.274354 | 2.3441 | 0.010899 |
| 20 | 0.248331 | 2.1217 | 0.018627 |
| 21 | 0.219816 | 1.8781 | 0.03218 |
| 22 | 0.194701 | 1.6635 | 0.050247 |
| 23 | 0.161671 | 1.3813 | 0.085697 |
| 24 | 0.118915 | 1.016 | 0.15649 |
| 25 | 0.064624 | 0.5521 | 0.291268 |
| 26 | 0.020507 | 0.1752 | 0.4307 |
| 27 | -0.025082 | -0.2143 | 0.584546 |
| 28 | -0.063706 | -0.5443 | 0.706055 |
| 29 | -0.098138 | -0.8385 | 0.797753 |
| 30 | -0.137055 | -1.171 | 0.877297 |
| 31 | -0.175145 | -1.4964 | 0.930575 |
| 32 | -0.210748 | -1.8006 | 0.962054 |
| 33 | -0.246612 | -2.1071 | 0.980725 |
| 34 | -0.279068 | -2.3844 | 0.990146 |
| 35 | -0.303852 | -2.5961 | 0.994303 |
| 36 | -0.329128 | -2.8121 | 0.996841 |
| 37 | -0.350263 | -2.9926 | 0.998114 |
| 38 | -0.364414 | -3.1136 | 0.99868 |
| 39 | -0.377853 | -3.2284 | 0.999067 |
| 40 | -0.381378 | -3.2585 | 0.999149 |
| 41 | -0.383701 | -3.2783 | 0.9992 |
| 42 | -0.383258 | -3.2746 | 0.99919 |
| 43 | -0.383171 | -3.2738 | 0.999188 |
| 44 | -0.381005 | -3.2553 | 0.999141 |
| 45 | -0.378613 | -3.2349 | 0.999085 |
| 46 | -0.37335 | -3.1899 | 0.998951 |
| 47 | -0.365003 | -3.1186 | 0.9987 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.942845 | 8.0557 | 0 |
| 1 | -0.012219 | -0.1044 | 0.541431 |
| 2 | 0.08143 | 0.6957 | 0.244402 |
| 3 | 0.018748 | 0.1602 | 0.43659 |
| 4 | -0.037726 | -0.3223 | 0.625939 |
| 5 | -0.011937 | -0.102 | 0.540478 |
| 6 | -0.076096 | -0.6502 | 0.741186 |
| 7 | -0.09583 | -0.8188 | 0.792208 |
| 8 | 0.0095 | 0.0812 | 0.467764 |
| 9 | -0.042881 | -0.3664 | 0.642427 |
| 10 | 0.01953 | 0.1669 | 0.43397 |
| 11 | 0.022613 | 0.1932 | 0.423668 |
| 12 | -0.012848 | -0.1098 | 0.543556 |
| 13 | 0.139625 | 1.193 | 0.118375 |
| 14 | 0.018967 | 0.1621 | 0.435855 |
| 15 | 0.056203 | 0.4802 | 0.316261 |
| 16 | -0.056354 | -0.4815 | 0.684196 |
| 17 | -0.098846 | -0.8445 | 0.799436 |
| 18 | -0.053096 | -0.4536 | 0.674286 |
| 19 | -0.032855 | -0.2807 | 0.610137 |
| 20 | -0.079154 | -0.6763 | 0.749504 |
| 21 | 0.018082 | 0.1545 | 0.438824 |
| 22 | -0.102852 | -0.8788 | 0.808796 |
| 23 | -0.084415 | -0.7212 | 0.763468 |
| 24 | -0.135991 | -1.1619 | 0.875471 |
| 25 | 0.026991 | 0.2306 | 0.40913 |
| 26 | -0.048617 | -0.4154 | 0.66046 |
| 27 | 0.043371 | 0.3706 | 0.356017 |
| 28 | 0.024956 | 0.2132 | 0.415872 |
| 29 | -0.055729 | -0.4761 | 0.682303 |
| 30 | -0.025222 | -0.2155 | 0.585008 |
| 31 | -0.041075 | -0.3509 | 0.63668 |
| 32 | -0.076309 | -0.652 | 0.74177 |
| 33 | -0.025155 | -0.2149 | 0.584789 |
| 34 | 0.002137 | 0.0183 | 0.49274 |
| 35 | -0.068554 | -0.5857 | 0.720066 |
| 36 | 0.001768 | 0.0151 | 0.493994 |
| 37 | -0.018835 | -0.1609 | 0.563702 |
| 38 | 0.005153 | 0.044 | 0.482503 |
| 39 | 0.089063 | 0.761 | 0.224568 |
| 40 | 0.045012 | 0.3846 | 0.350833 |
| 41 | 0.053381 | 0.4561 | 0.324841 |
| 42 | -0.001047 | -0.0089 | 0.503555 |
| 43 | -0.015764 | -0.1347 | 0.553385 |
| 44 | -0.020761 | -0.1774 | 0.570149 |
| 45 | -0.018677 | -0.1596 | 0.563171 |
| 46 | 0.032561 | 0.2782 | 0.390822 |
| 47 | 0.015525 | 0.1326 | 0.447421 |
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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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