workshop3
| Summary of compuational transaction | |
| Raw Input | view raw input (R code) |
| Raw Output | view raw output of R engine |
| Computing time | 3 seconds |
| R Server | 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 |
| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 10.2956 | 0 |
| 1 | 0.644697 | 6.6376 | 0 |
| 2 | 0.62105 | 6.3941 | 0 |
| 3 | 0.676807 | 6.9682 | 0 |
| 4 | 0.513519 | 5.287 | 0 |
| 5 | 0.529669 | 5.4533 | 0 |
| 6 | 0.551509 | 5.6781 | 0 |
| 7 | 0.486237 | 5.0061 | 1e-06 |
| 8 | 0.444041 | 4.5717 | 7e-06 |
| 9 | 0.572459 | 5.8938 | 0 |
| 10 | 0.453926 | 4.6735 | 4e-06 |
| 11 | 0.47308 | 4.8707 | 2e-06 |
| 12 | 0.553843 | 5.7022 | 0 |
| 13 | 0.387128 | 3.9857 | 6.2e-05 |
| 14 | 0.41505 | 4.2732 | 2.1e-05 |
| 15 | 0.401683 | 4.1356 | 3.6e-05 |
| 16 | 0.277331 | 2.8553 | 0.002587 |
| 17 | 0.304585 | 3.1359 | 0.001109 |
| 18 | 0.306027 | 3.1507 | 0.001059 |
| 19 | 0.235191 | 2.4214 | 0.008579 |
| 20 | 0.214903 | 2.2126 | 0.014536 |
| 21 | 0.261507 | 2.6924 | 0.004124 |
| 22 | 0.197829 | 2.0368 | 0.022082 |
| 23 | 0.227466 | 2.3419 | 0.010527 |
| 24 | 0.247019 | 2.5432 | 0.006214 |
| 25 | 0.127982 | 1.3177 | 0.095231 |
| 26 | 0.1171 | 1.2056 | 0.115325 |
| 27 | 0.060574 | 0.6237 | 0.267099 |
| 28 | 0.00521 | 0.0536 | 0.47866 |
| 29 | -0.026493 | -0.2728 | 0.607217 |
| 30 | -0.019802 | -0.2039 | 0.580578 |
| 31 | -0.039926 | -0.4111 | 0.659073 |
| 32 | 0.009226 | 0.095 | 0.462253 |
| 33 | 0.008781 | 0.0904 | 0.464067 |
| 34 | -0.039133 | -0.4029 | 0.656084 |
| 35 | -0.044846 | -0.4617 | 0.677386 |
| 36 | -0.016868 | -0.1737 | 0.568771 |
| 37 | -0.072854 | -0.7501 | 0.772564 |
| 38 | -0.123032 | -1.2667 | 0.89598 |
| 39 | -0.123869 | -1.2753 | 0.897506 |
| 40 | -0.210477 | -2.167 | 0.983763 |
| 41 | -0.208266 | -2.1442 | 0.98285 |
| 42 | -0.197104 | -2.0293 | 0.977534 |
| 43 | -0.218462 | -2.2492 | 0.986716 |
| 44 | -0.227204 | -2.3392 | 0.989401 |
| 45 | -0.216693 | -2.231 | 0.986106 |
| 46 | -0.181758 | -1.8713 | 0.967971 |
| 47 | -0.208655 | -2.1482 | 0.983014 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.644697 | 6.6376 | 0 |
| 1 | 0.35152 | 3.6191 | 0.000227 |
| 2 | 0.372031 | 3.8303 | 0.000109 |
| 3 | -0.096285 | -0.9913 | 0.838105 |
| 4 | 0.073589 | 0.7576 | 0.225171 |
| 5 | 0.111983 | 1.1529 | 0.125765 |
| 6 | 0.066736 | 0.6871 | 0.246764 |
| 7 | -0.07902 | -0.8136 | 0.791138 |
| 8 | 0.298669 | 3.075 | 0.001339 |
| 9 | -0.081022 | -0.8342 | 0.796969 |
| 10 | 0.098723 | 1.0164 | 0.155874 |
| 11 | 0.072272 | 0.7441 | 0.229235 |
| 12 | -0.138756 | -1.4286 | 0.921968 |
| 13 | -0.044363 | -0.4567 | 0.675605 |
| 14 | -0.072289 | -0.7443 | 0.770816 |
| 15 | -0.145386 | -1.4968 | 0.931297 |
| 16 | 0.030132 | 0.3102 | 0.3785 |
| 17 | -0.045801 | -0.4716 | 0.680893 |
| 18 | 0.009466 | 0.0975 | 0.461272 |
| 19 | -0.10561 | -1.0873 | 0.86032 |
| 20 | 0.011585 | 0.1193 | 0.45264 |
| 21 | 0.039521 | 0.4069 | 0.342452 |
| 22 | 0.057572 | 0.5927 | 0.277308 |
| 23 | -0.00605 | -0.0623 | 0.524773 |
| 24 | -0.064902 | -0.6682 | 0.747272 |
| 25 | -0.155789 | -1.6039 | 0.944149 |
| 26 | -0.125952 | -1.2968 | 0.901234 |
| 27 | -0.029279 | -0.3014 | 0.618167 |
| 28 | -0.095167 | -0.9798 | 0.835292 |
| 29 | 0.035286 | 0.3633 | 0.358557 |
| 30 | 0.049152 | 0.506 | 0.306938 |
| 31 | 0.200462 | 2.0639 | 0.020736 |
| 32 | -0.022906 | -0.2358 | 0.592989 |
| 33 | -0.01851 | -0.1906 | 0.575389 |
| 34 | -0.160214 | -1.6495 | 0.948998 |
| 35 | 0.140488 | 1.4464 | 0.075506 |
| 36 | -0.042381 | -0.4363 | 0.668261 |
| 37 | -0.023069 | -0.2375 | 0.593642 |
| 38 | -0.051822 | -0.5335 | 0.70261 |
| 39 | -0.078011 | -0.8032 | 0.788162 |
| 40 | -0.069695 | -0.7176 | 0.762693 |
| 41 | 0.00613 | 0.0631 | 0.474897 |
| 42 | -0.01526 | -0.1571 | 0.562271 |
| 43 | -0.009775 | -0.1006 | 0.539986 |
| 44 | -0.067904 | -0.6991 | 0.756995 |
| 45 | 0.149792 | 1.5422 | 0.063002 |
| 46 | -0.013614 | -0.1402 | 0.555601 |
| 47 | 0.037016 | 0.3811 | 0.351946 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196269061bc5sgjit3kudeqi/1f2wk1196269641.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196269061bc5sgjit3kudeqi/1f2wk1196269641.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196269061bc5sgjit3kudeqi/2lun21196269641.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/28/t1196269061bc5sgjit3kudeqi/2lun21196269641.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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