Q2_T1
| 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 | 9.1652 | 0 |
| 1 | 0.186014 | 1.7048 | 0.045959 |
| 2 | 0.223822 | 2.0514 | 0.021674 |
| 3 | 0.101138 | 0.9269 | 0.178304 |
| 4 | 0.008196 | 0.0751 | 0.47015 |
| 5 | 0.044292 | 0.4059 | 0.342907 |
| 6 | 0.10443 | 0.9571 | 0.170628 |
| 7 | 0.024914 | 0.2283 | 0.409967 |
| 8 | 0.191068 | 1.7512 | 0.041784 |
| 9 | 0.126511 | 1.1595 | 0.12477 |
| 10 | 0.05516 | 0.5056 | 0.307248 |
| 11 | 0.084005 | 0.7699 | 0.221755 |
| 12 | -0.102219 | -0.9369 | 0.82424 |
| 13 | 0.145145 | 1.3303 | 0.093514 |
| 14 | 0.045998 | 0.4216 | 0.337206 |
| 15 | 0.117626 | 1.0781 | 0.142046 |
| 16 | 0.064032 | 0.5869 | 0.279434 |
| 17 | 0.150246 | 1.377 | 0.086081 |
| 18 | 0.020631 | 0.1891 | 0.425239 |
| 19 | 0.203854 | 1.8684 | 0.0326 |
| 20 | 0.040611 | 0.3722 | 0.355339 |
| 21 | 0.025683 | 0.2354 | 0.40724 |
| 22 | -0.012186 | -0.1117 | 0.544329 |
| 23 | 0.048293 | 0.4426 | 0.329591 |
| 24 | 0.03923 | 0.3596 | 0.360042 |
| 25 | -0.01666 | -0.1527 | 0.560497 |
| 26 | -0.055578 | -0.5094 | 0.69409 |
| 27 | 0.073385 | 0.6726 | 0.251529 |
| 28 | 0.17901 | 1.6407 | 0.052304 |
| 29 | -0.007758 | -0.0711 | 0.528256 |
| 30 | 0.111513 | 1.022 | 0.154851 |
| 31 | -0.082832 | -0.7592 | 0.77506 |
| 32 | -0.084156 | -0.7713 | 0.778655 |
| 33 | -0.07714 | -0.707 | 0.759239 |
| 34 | -0.137022 | -1.2558 | 0.893669 |
| 35 | -0.058412 | -0.5354 | 0.70309 |
| 36 | 0.058726 | 0.5382 | 0.295921 |
| 37 | -0.103556 | -0.9491 | 0.827355 |
| 38 | 0.046658 | 0.4276 | 0.33501 |
| 39 | -0.193271 | -1.7714 | 0.959936 |
| 40 | -0.17046 | -1.5623 | 0.939011 |
| 41 | -0.064506 | -0.5912 | 0.722014 |
| 42 | -0.057488 | -0.5269 | 0.70017 |
| 43 | 0.041116 | 0.3768 | 0.353624 |
| 44 | 0.042777 | 0.3921 | 0.348003 |
| 45 | -0.049021 | -0.4493 | 0.672809 |
| 46 | -0.041406 | -0.3795 | 0.647359 |
| 47 | -0.018508 | -0.1696 | 0.567144 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.186014 | 1.7048 | 0.045959 |
| 1 | 0.196003 | 1.7964 | 0.038013 |
| 2 | 0.033615 | 0.3081 | 0.379389 |
| 3 | -0.059596 | -0.5462 | 0.706814 |
| 4 | 0.026292 | 0.241 | 0.405083 |
| 5 | 0.110326 | 1.0112 | 0.157422 |
| 6 | -0.015029 | -0.1377 | 0.554612 |
| 7 | 0.154918 | 1.4199 | 0.079676 |
| 8 | 0.073108 | 0.67 | 0.252333 |
| 9 | -0.038407 | -0.352 | 0.637142 |
| 10 | 0.021062 | 0.193 | 0.423697 |
| 11 | -0.139757 | -1.2809 | 0.898122 |
| 12 | 0.186038 | 1.7051 | 0.045939 |
| 13 | 0.013266 | 0.1216 | 0.45176 |
| 14 | 0.065182 | 0.5974 | 0.275924 |
| 15 | -0.031858 | -0.292 | 0.61449 |
| 16 | 0.099321 | 0.9103 | 0.182636 |
| 17 | -0.024225 | -0.222 | 0.587582 |
| 18 | 0.145491 | 1.3334 | 0.092995 |
| 19 | 0.018318 | 0.1679 | 0.433538 |
| 20 | -0.078248 | -0.7172 | 0.762365 |
| 21 | -0.080726 | -0.7399 | 0.769277 |
| 22 | 0.055774 | 0.5112 | 0.305283 |
| 23 | 0.010632 | 0.0974 | 0.461303 |
| 24 | -0.065276 | -0.5983 | 0.724364 |
| 25 | -0.112931 | -1.035 | 0.848187 |
| 26 | 0.113082 | 1.0364 | 0.151492 |
| 27 | 0.166634 | 1.5272 | 0.065231 |
| 28 | -0.081539 | -0.7473 | 0.77152 |
| 29 | 0.006414 | 0.0588 | 0.47663 |
| 30 | -0.066138 | -0.6062 | 0.72698 |
| 31 | -0.149698 | -1.372 | 0.913143 |
| 32 | -0.06649 | -0.6094 | 0.728044 |
| 33 | -0.111721 | -1.0239 | 0.845599 |
| 34 | 0.062299 | 0.571 | 0.28477 |
| 35 | 0.003134 | 0.0287 | 0.488575 |
| 36 | -0.153456 | -1.4064 | 0.918359 |
| 37 | 0.021544 | 0.1975 | 0.421973 |
| 38 | -0.152895 | -1.4013 | 0.917597 |
| 39 | -0.039226 | -0.3595 | 0.639942 |
| 40 | 0.018136 | 0.1662 | 0.434194 |
| 41 | 0.098696 | 0.9046 | 0.184142 |
| 42 | 0.025244 | 0.2314 | 0.408796 |
| 43 | -0.031769 | -0.2912 | 0.614178 |
| 44 | -0.016707 | -0.1531 | 0.560664 |
| 45 | -0.051258 | -0.4698 | 0.680138 |
| 46 | 0.010244 | 0.0939 | 0.462712 |
| 47 | 0.009732 | 0.0892 | 0.464571 |
 |
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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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This work is licensed under a
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Software written by Ed van Stee & Patrick Wessa
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