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 | 9.6954 | 0 |
| 1 | 0.945325 | 9.1653 | 0 |
| 2 | 0.881262 | 8.5441 | 0 |
| 3 | 0.825659 | 8.0051 | 0 |
| 4 | 0.782484 | 7.5865 | 0 |
| 5 | 0.736035 | 7.1361 | 0 |
| 6 | 0.685114 | 6.6424 | 0 |
| 7 | 0.639596 | 6.2011 | 0 |
| 8 | 0.583595 | 5.6582 | 0 |
| 9 | 0.529725 | 5.1359 | 1e-06 |
| 10 | 0.468507 | 4.5423 | 8e-06 |
| 11 | 0.423523 | 4.1062 | 4.3e-05 |
| 12 | 0.386692 | 3.7491 | 0.000153 |
| 13 | 0.360218 | 3.4924 | 0.000366 |
| 14 | 0.329872 | 3.1982 | 0.000942 |
| 15 | 0.285111 | 2.7643 | 0.003433 |
| 16 | 0.237902 | 2.3065 | 0.011638 |
| 17 | 0.187076 | 1.8138 | 0.036452 |
| 18 | 0.145042 | 1.4062 | 0.081476 |
| 19 | 0.098935 | 0.9592 | 0.169958 |
| 20 | 0.05435 | 0.5269 | 0.299738 |
| 21 | 0.003735 | 0.0362 | 0.485596 |
| 22 | -0.049828 | -0.4831 | 0.684926 |
| 23 | -0.099655 | -0.9662 | 0.831786 |
| 24 | -0.1483 | -1.4378 | 0.923097 |
| 25 | -0.184177 | -1.7857 | 0.96131 |
| 26 | -0.217146 | -2.1053 | 0.981035 |
| 27 | -0.238743 | -2.3147 | 0.988597 |
| 28 | -0.270252 | -2.6202 | 0.994876 |
| 29 | -0.299113 | -2.9 | 0.997677 |
| 30 | -0.333213 | -3.2306 | 0.999149 |
| 31 | -0.363687 | -3.5261 | 0.999673 |
| 32 | -0.380791 | -3.6919 | 0.999813 |
| 33 | -0.393268 | -3.8129 | 0.999877 |
| 34 | -0.397952 | -3.8583 | 0.999895 |
| 35 | -0.415244 | -4.0259 | 0.999943 |
| 36 | -0.436749 | -4.2344 | 0.999973 |
| 37 | -0.462596 | -4.485 | 0.99999 |
| 38 | -0.47762 | -4.6307 | 0.999994 |
| 39 | -0.49297 | -4.7795 | 0.999997 |
| 40 | -0.501163 | -4.859 | 0.999998 |
| 41 | -0.498531 | -4.8334 | 0.999997 |
| 42 | -0.499283 | -4.8407 | 0.999997 |
| 43 | -0.496851 | -4.8171 | 0.999997 |
| 44 | -0.498871 | -4.8367 | 0.999997 |
| 45 | -0.497816 | -4.8265 | 0.999997 |
| 46 | -0.48752 | -4.7267 | 0.999996 |
| 47 | -0.466899 | -4.5268 | 0.999991 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.945325 | 9.1653 | 0 |
| 1 | -0.116367 | -1.1282 | 0.868951 |
| 2 | 0.053778 | 0.5214 | 0.301658 |
| 3 | 0.073615 | 0.7137 | 0.238582 |
| 4 | -0.069573 | -0.6745 | 0.749187 |
| 5 | -0.047361 | -0.4592 | 0.676417 |
| 6 | 0.034406 | 0.3336 | 0.369721 |
| 7 | -0.152135 | -1.475 | 0.928223 |
| 8 | 0.008995 | 0.0872 | 0.465344 |
| 9 | -0.112909 | -1.0947 | 0.861777 |
| 10 | 0.111188 | 1.078 | 0.141894 |
| 11 | 0.016975 | 0.1646 | 0.434814 |
| 12 | 0.078589 | 0.7619 | 0.224 |
| 13 | -0.053247 | -0.5162 | 0.696553 |
| 14 | -0.123719 | -1.1995 | 0.883325 |
| 15 | -0.05371 | -0.5207 | 0.698114 |
| 16 | -0.072257 | -0.7006 | 0.757344 |
| 17 | -0.007869 | -0.0763 | 0.530324 |
| 18 | -0.073448 | -0.7121 | 0.760917 |
| 19 | -0.048605 | -0.4712 | 0.680719 |
| 20 | -0.085236 | -0.8264 | 0.794664 |
| 21 | -0.057501 | -0.5575 | 0.710742 |
| 22 | 0.008066 | 0.0782 | 0.468916 |
| 23 | -0.025619 | -0.2484 | 0.597811 |
| 24 | 0.042842 | 0.4154 | 0.339408 |
| 25 | -0.026075 | -0.2528 | 0.599516 |
| 26 | 0.033865 | 0.3283 | 0.371693 |
| 27 | -0.119776 | -1.1613 | 0.875763 |
| 28 | 0.013772 | 0.1335 | 0.447032 |
| 29 | -0.112678 | -1.0925 | 0.861287 |
| 30 | -0.020433 | -0.1981 | 0.578305 |
| 31 | 0.034501 | 0.3345 | 0.369374 |
| 32 | 0.002119 | 0.0205 | 0.491826 |
| 33 | 0.022047 | 0.2138 | 0.4156 |
| 34 | -0.077692 | -0.7533 | 0.77341 |
| 35 | -0.08003 | -0.7759 | 0.780129 |
| 36 | -0.036821 | -0.357 | 0.63905 |
| 37 | 0.008158 | 0.0791 | 0.468563 |
| 38 | -0.08923 | -0.8651 | 0.805412 |
| 39 | 0.02021 | 0.1959 | 0.42254 |
| 40 | 0.015997 | 0.1551 | 0.43854 |
| 41 | -0.045622 | -0.4423 | 0.670364 |
| 42 | 0.017776 | 0.1723 | 0.431767 |
| 43 | -0.012454 | -0.1207 | 0.547924 |
| 44 | -0.068165 | -0.6609 | 0.744849 |
| 45 | 0.058617 | 0.5683 | 0.28559 |
| 46 | -0.010767 | -0.1044 | 0.541461 |
| 47 | 0.027926 | 0.2708 | 0.393587 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196352040d90uoge7be5emg5/1ep8u1196352661.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196352040d90uoge7be5emg5/28q7u1196352661.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196352040d90uoge7be5emg5/28q7u1196352661.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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Software written by Ed van Stee & Patrick Wessa
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