gdegfv
| 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 | 8.4853 | 0 |
| 1 | 0.957206 | 8.1222 | 0 |
| 2 | 0.910896 | 7.7292 | 0 |
| 3 | 0.864117 | 7.3323 | 0 |
| 4 | 0.816636 | 6.9294 | 0 |
| 5 | 0.77195 | 6.5502 | 0 |
| 6 | 0.724452 | 6.1472 | 0 |
| 7 | 0.674141 | 5.7203 | 0 |
| 8 | 0.623128 | 5.2874 | 1e-06 |
| 9 | 0.569536 | 4.8327 | 4e-06 |
| 10 | 0.518975 | 4.4036 | 1.8e-05 |
| 11 | 0.468179 | 3.9726 | 8.3e-05 |
| 12 | 0.41807 | 3.5474 | 0.000344 |
| 13 | 0.369117 | 3.1321 | 0.001255 |
| 14 | 0.319696 | 2.7127 | 0.004171 |
| 15 | 0.26793 | 2.2735 | 0.012991 |
| 16 | 0.219429 | 1.8619 | 0.033348 |
| 17 | 0.170929 | 1.4504 | 0.075648 |
| 18 | 0.125693 | 1.0665 | 0.144871 |
| 19 | 0.085379 | 0.7245 | 0.235564 |
| 20 | 0.050521 | 0.4287 | 0.334716 |
| 21 | 0.015663 | 0.1329 | 0.447319 |
| 22 | -0.019195 | -0.1629 | 0.564463 |
| 23 | -0.050788 | -0.4309 | 0.666104 |
| 24 | -0.052996 | -0.4497 | 0.672856 |
| 25 | -0.055204 | -0.4684 | 0.679552 |
| 26 | -0.057412 | -0.4872 | 0.686188 |
| 27 | -0.059621 | -0.5059 | 0.692763 |
| 28 | -0.061829 | -0.5246 | 0.699275 |
| 29 | -0.064037 | -0.5434 | 0.705724 |
| 30 | -0.066245 | -0.5621 | 0.712106 |
| 31 | -0.076891 | -0.6524 | 0.741902 |
| 32 | -0.090583 | -0.7686 | 0.777685 |
| 33 | -0.10451 | -0.8868 | 0.81093 |
| 34 | -0.118437 | -1.005 | 0.840862 |
| 35 | -0.132364 | -1.1231 | 0.867447 |
| 36 | -0.147229 | -1.2493 | 0.892195 |
| 37 | -0.163265 | -1.3853 | 0.914889 |
| 38 | -0.179536 | -1.5234 | 0.933982 |
| 39 | -0.196744 | -1.6694 | 0.950312 |
| 40 | -0.214187 | -1.8174 | 0.963344 |
| 41 | -0.231629 | -1.9654 | 0.973389 |
| 42 | -0.250009 | -2.1214 | 0.981334 |
| 43 | -0.269561 | -2.2873 | 0.987441 |
| 44 | -0.289348 | -2.4552 | 0.991751 |
| 45 | -0.310071 | -2.631 | 0.994797 |
| 46 | -0.33103 | -2.8089 | 0.996802 |
| 47 | -0.351988 | -2.9867 | 0.998074 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.957206 | 8.1222 | 0 |
| 1 | -0.063839 | -0.5417 | 0.705149 |
| 2 | -0.028204 | -0.2393 | 0.59423 |
| 3 | -0.033162 | -0.2814 | 0.610389 |
| 4 | 0.0081 | 0.0687 | 0.472697 |
| 5 | -0.061597 | -0.5227 | 0.698595 |
| 6 | -0.0589 | -0.4998 | 0.690625 |
| 7 | -0.036397 | -0.3088 | 0.620832 |
| 8 | -0.060199 | -0.5108 | 0.694476 |
| 9 | 0.00296 | 0.0251 | 0.490017 |
| 10 | -0.03985 | -0.3381 | 0.631877 |
| 11 | -0.024188 | -0.2052 | 0.581019 |
| 12 | -0.023229 | -0.1971 | 0.577851 |
| 13 | -0.03768 | -0.3197 | 0.62495 |
| 14 | -0.066598 | -0.5651 | 0.71312 |
| 15 | 0.000184 | 0.0016 | 0.49938 |
| 16 | -0.041572 | -0.3528 | 0.637348 |
| 17 | -0.004675 | -0.0397 | 0.515768 |
| 18 | 0.015526 | 0.1317 | 0.447778 |
| 19 | 0.028325 | 0.2403 | 0.405374 |
| 20 | -0.041174 | -0.3494 | 0.636086 |
| 21 | -0.035144 | -0.2982 | 0.616799 |
| 22 | 0.004452 | 0.0378 | 0.484985 |
| 23 | 0.318096 | 2.6991 | 0.004329 |
| 24 | -0.048949 | -0.4153 | 0.660439 |
| 25 | -0.028724 | -0.2437 | 0.595935 |
| 26 | -0.023121 | -0.1962 | 0.577493 |
| 27 | 0.015319 | 0.13 | 0.44847 |
| 28 | -0.039041 | -0.3313 | 0.629301 |
| 29 | -0.041904 | -0.3556 | 0.638398 |
| 30 | -0.139991 | -1.1879 | 0.880605 |
| 31 | -0.075945 | -0.6444 | 0.739322 |
| 32 | -0.008889 | -0.0754 | 0.529956 |
| 33 | -0.03585 | -0.3042 | 0.619073 |
| 34 | -0.032277 | -0.2739 | 0.607518 |
| 35 | -0.037221 | -0.3158 | 0.623478 |
| 36 | -0.038986 | -0.3308 | 0.629125 |
| 37 | -0.040636 | -0.3448 | 0.634378 |
| 38 | -0.008743 | -0.0742 | 0.529467 |
| 39 | -0.049767 | -0.4223 | 0.662962 |
| 40 | -0.014882 | -0.1263 | 0.550069 |
| 41 | -0.010074 | -0.0855 | 0.533941 |
| 42 | 0.000524 | 0.0044 | 0.498233 |
| 43 | -0.048385 | -0.4106 | 0.658693 |
| 44 | -0.045433 | -0.3855 | 0.649504 |
| 45 | -0.023706 | -0.2012 | 0.579428 |
| 46 | 0.100726 | 0.8547 | 0.19778 |
| 47 | -0.059917 | -0.5084 | 0.69364 |
 |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196250575yif58blj71ylm7m/1abtd1196251028.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196250575yif58blj71ylm7m/1abtd1196251028.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196250575yif58blj71ylm7m/2z4tx1196251028.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196250575yif58blj71ylm7m/2z4tx1196251028.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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