| Summary of compuational transaction | |
| Raw Input | view raw input (R code) |
| Raw Output | view raw output of R engine |
| Computing time | 2 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 | 0.360665 | 2.9741 | 0.002032 |
| 2 | 0.385945 | 3.1826 | 0.001101 |
| 3 | 0.415548 | 3.4267 | 0.00052 |
| 4 | 0.20164 | 1.6628 | 0.050481 |
| 5 | 0.300565 | 2.4785 | 0.00784 |
| 6 | 0.224989 | 1.8553 | 0.033944 |
| 7 | -0.003902 | -0.0322 | 0.512786 |
| 8 | 0.10408 | 0.8583 | 0.196881 |
| 9 | 0.045364 | 0.3741 | 0.354755 |
| 10 | -0.019511 | -0.1609 | 0.563674 |
| 11 | 0.013753 | 0.1134 | 0.455021 |
| 12 | -0.127714 | -1.0532 | 0.852002 |
| 13 | -0.061755 | -0.5092 | 0.693885 |
| 14 | 0.029928 | 0.2468 | 0.402907 |
| 15 | -0.00187 | -0.0154 | 0.506128 |
| 16 | -0.059692 | -0.4922 | 0.687931 |
| 17 | 0.088757 | 0.7319 | 0.23337 |
| 18 | 0.048369 | 0.3989 | 0.345623 |
| 19 | 0.08386 | 0.6915 | 0.245794 |
| 20 | 0.14843 | 1.224 | 0.112591 |
| 21 | 0.11994 | 0.989 | 0.163073 |
| 22 | -0.002832 | -0.0234 | 0.509281 |
| 23 | 0.168903 | 1.3928 | 0.084107 |
| 24 | -0.015997 | -0.1319 | 0.552278 |
| 25 | 0.005952 | 0.0491 | 0.480497 |
| 26 | 0.108467 | 0.8944 | 0.18712 |
| 27 | -0.061614 | -0.5081 | 0.69348 |
| 28 | 0.015527 | 0.128 | 0.449248 |
| 29 | -0.045562 | -0.3757 | 0.64585 |
| 30 | -0.094088 | -0.7759 | 0.779742 |
| 31 | -0.069425 | -0.5725 | 0.715561 |
| 32 | -0.024316 | -0.2005 | 0.579163 |
| 33 | -0.119149 | -0.9825 | 0.835339 |
| 34 | -0.005338 | -0.044 | 0.51749 |
| 35 | -0.052307 | -0.4313 | 0.666207 |
| 36 | -0.098681 | -0.8137 | 0.790683 |
| 37 | 0.000195 | 0.0016 | 0.499361 |
| 38 | -0.055396 | -0.4568 | 0.675367 |
| 39 | -0.08216 | -0.6775 | 0.74981 |
| 40 | 0.009614 | 0.0793 | 0.468521 |
| 41 | -0.055394 | -0.4568 | 0.675362 |
| 42 | -0.07638 | -0.6298 | 0.734546 |
| 43 | -0.012055 | -0.0994 | 0.539446 |
| 44 | -0.084607 | -0.6977 | 0.756125 |
| 45 | -0.110486 | -0.9111 | 0.817267 |
| 46 | -0.117513 | -0.969 | 0.83202 |
| 47 | -0.140604 | -1.1595 | 0.874836 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.360665 | 2.9741 | 0.002032 |
| 1 | 0.294125 | 2.4254 | 0.008975 |
| 2 | 0.265788 | 2.1917 | 0.015913 |
| 3 | -0.074376 | -0.6133 | 0.729144 |
| 4 | 0.107681 | 0.888 | 0.188847 |
| 5 | 0.018765 | 0.1547 | 0.438741 |
| 6 | -0.233615 | -1.9264 | 0.970885 |
| 7 | -0.019481 | -0.1606 | 0.563577 |
| 8 | 0.030771 | 0.2537 | 0.400228 |
| 9 | -0.009517 | -0.0785 | 0.531163 |
| 10 | -0.035549 | -0.2931 | 0.614847 |
| 11 | -0.108486 | -0.8946 | 0.812922 |
| 12 | 0.043892 | 0.3619 | 0.359257 |
| 13 | 0.112921 | 0.9312 | 0.17753 |
| 14 | 0.091148 | 0.7516 | 0.227436 |
| 15 | -0.109154 | -0.9001 | 0.814381 |
| 16 | 0.149854 | 1.2357 | 0.110407 |
| 17 | 0.076599 | 0.6317 | 0.264866 |
| 18 | -0.023937 | -0.1974 | 0.577945 |
| 19 | 0.018224 | 0.1503 | 0.440495 |
| 20 | 0.103062 | 0.8499 | 0.19919 |
| 21 | -0.199516 | -1.6452 | 0.947733 |
| 22 | 0.04768 | 0.3932 | 0.347709 |
| 23 | -0.131909 | -1.0878 | 0.859727 |
| 24 | -0.02063 | -0.1701 | 0.567289 |
| 25 | 0.115717 | 0.9542 | 0.171675 |
| 26 | -0.011866 | -0.0979 | 0.538831 |
| 27 | -0.034127 | -0.2814 | 0.610377 |
| 28 | -0.08147 | -0.6718 | 0.748013 |
| 29 | 0.073349 | 0.6049 | 0.273646 |
| 30 | -0.106051 | -0.8745 | 0.807542 |
| 31 | 0.09785 | 0.8069 | 0.21127 |
| 32 | 0.005831 | 0.0481 | 0.480894 |
| 33 | 0.008555 | 0.0705 | 0.471982 |
| 34 | -0.003859 | -0.0318 | 0.512648 |
| 35 | -0.109309 | -0.9014 | 0.814717 |
| 36 | 0.011655 | 0.0961 | 0.461859 |
| 37 | -0.033758 | -0.2784 | 0.609216 |
| 38 | 0.010094 | 0.0832 | 0.466954 |
| 39 | -0.061074 | -0.5036 | 0.691924 |
| 40 | 0.014344 | 0.1183 | 0.453094 |
| 41 | -0.02727 | -0.2249 | 0.588624 |
| 42 | -0.01528 | -0.126 | 0.54995 |
| 43 | -0.009583 | -0.079 | 0.531376 |
| 44 | -0.062655 | -0.5167 | 0.696468 |
| 45 | -0.12667 | -1.0446 | 0.850035 |
| 46 | -0.011662 | -0.0962 | 0.538165 |
| 47 | 0.069884 | 0.5763 | 0.283165 |
 |
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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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