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 | 10.247 | 0 |
| 1 | 0.272664 | 2.794 | 0.003095 |
| 2 | -0.166103 | -1.7021 | 0.954148 |
| 3 | -0.30185 | -3.093 | 0.998731 |
| 4 | -0.286593 | -2.9367 | 0.997962 |
| 5 | 0.023709 | 0.2429 | 0.404262 |
| 6 | 0.173616 | 1.779 | 0.039064 |
| 7 | 0.039418 | 0.4039 | 0.34355 |
| 8 | -0.283144 | -2.9014 | 0.997736 |
| 9 | -0.288364 | -2.9549 | 0.998069 |
| 10 | -0.165673 | -1.6976 | 0.953732 |
| 11 | 0.250257 | 2.5644 | 0.005875 |
| 12 | 0.807366 | 8.273 | 0 |
| 13 | 0.229489 | 2.3516 | 0.01028 |
| 14 | -0.115106 | -1.1795 | 0.879564 |
| 15 | -0.283846 | -2.9086 | 0.997784 |
| 16 | -0.270592 | -2.7727 | 0.996711 |
| 17 | 0.005782 | 0.0593 | 0.476432 |
| 18 | 0.141828 | 1.4533 | 0.07456 |
| 19 | 0.036727 | 0.3763 | 0.35371 |
| 20 | -0.256722 | -2.6306 | 0.995098 |
| 21 | -0.241313 | -2.4727 | 0.992493 |
| 22 | -0.139715 | -1.4317 | 0.922393 |
| 23 | 0.237366 | 2.4323 | 0.008348 |
| 24 | 0.678555 | 6.9531 | 0 |
| 25 | 0.165359 | 1.6944 | 0.046575 |
| 26 | -0.112294 | -1.1507 | 0.87376 |
| 27 | -0.255178 | -2.6148 | 0.994879 |
| 28 | -0.245925 | -2.52 | 0.993379 |
| 29 | 0.00378 | 0.0387 | 0.48459 |
| 30 | 0.106279 | 1.089 | 0.139317 |
| 31 | 0.020273 | 0.2077 | 0.417917 |
| 32 | -0.240523 | -2.4646 | 0.992331 |
| 33 | -0.223276 | -2.2879 | 0.987926 |
| 34 | -0.140618 | -1.4409 | 0.923707 |
| 35 | 0.218857 | 2.2426 | 0.013511 |
| 36 | 0.583606 | 5.9802 | 0 |
| 37 | 0.118476 | 1.214 | 0.113732 |
| 38 | -0.10491 | -1.075 | 0.857583 |
| 39 | -0.228105 | -2.3374 | 0.989342 |
| 40 | -0.197384 | -2.0226 | 0.977171 |
| 41 | 0.000105 | 0.0011 | 0.49957 |
| 42 | 0.09639 | 0.9877 | 0.162784 |
| 43 | 0.014758 | 0.1512 | 0.440044 |
| 44 | -0.222392 | -2.2788 | 0.98765 |
| 45 | -0.188965 | -1.9363 | 0.972241 |
| 46 | -0.122314 | -1.2533 | 0.893567 |
| 47 | 0.1757 | 1.8004 | 0.037335 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.272664 | 2.794 | 0.003095 |
| 1 | -0.259761 | -2.6618 | 0.995502 |
| 2 | -0.201539 | -2.0652 | 0.979315 |
| 3 | -0.211812 | -2.1704 | 0.983886 |
| 4 | 0.075524 | 0.7739 | 0.220366 |
| 5 | 0.010621 | 0.1088 | 0.456772 |
| 6 | -0.121591 | -1.2459 | 0.892219 |
| 7 | -0.347468 | -3.5605 | 0.999721 |
| 8 | -0.157981 | -1.6188 | 0.945757 |
| 9 | -0.227937 | -2.3357 | 0.989295 |
| 10 | 0.139799 | 1.4325 | 0.077483 |
| 11 | 0.689449 | 7.0648 | 0 |
| 12 | -0.149209 | -1.5289 | 0.935357 |
| 13 | 0.144779 | 1.4835 | 0.070462 |
| 14 | -0.016783 | -0.172 | 0.568104 |
| 15 | 0.01422 | 0.1457 | 0.442214 |
| 16 | -0.039571 | -0.4055 | 0.657026 |
| 17 | -0.081819 | -0.8384 | 0.798144 |
| 18 | -0.019951 | -0.2044 | 0.580795 |
| 19 | -0.007619 | -0.0781 | 0.53104 |
| 20 | 0.047138 | 0.483 | 0.315044 |
| 21 | 0.021578 | 0.2211 | 0.412719 |
| 22 | 0.028462 | 0.2917 | 0.385564 |
| 23 | 0.078479 | 0.8042 | 0.211557 |
| 24 | -0.125628 | -1.2873 | 0.899591 |
| 25 | -0.046278 | -0.4742 | 0.681832 |
| 26 | 0.010438 | 0.107 | 0.457514 |
| 27 | -0.053335 | -0.5465 | 0.707066 |
| 28 | 0.018449 | 0.189 | 0.425213 |
| 29 | -0.079455 | -0.8142 | 0.791304 |
| 30 | 0.001483 | 0.0152 | 0.493951 |
| 31 | -0.030588 | -0.3134 | 0.622714 |
| 32 | -0.089017 | -0.9122 | 0.818111 |
| 33 | -0.092757 | -0.9505 | 0.827974 |
| 34 | -0.053982 | -0.5532 | 0.709333 |
| 35 | 0.00381 | 0.039 | 0.484467 |
| 36 | -0.075346 | -0.7721 | 0.779096 |
| 37 | -0.029251 | -0.2997 | 0.617515 |
| 38 | 0.005542 | 0.0568 | 0.477409 |
| 39 | 0.03978 | 0.4076 | 0.342188 |
| 40 | -0.067705 | -0.6938 | 0.75532 |
| 41 | 0.016106 | 0.165 | 0.434614 |
| 42 | -0.047227 | -0.4839 | 0.685281 |
| 43 | -0.000821 | -0.0084 | 0.503348 |
| 44 | -0.00125 | -0.0128 | 0.505099 |
| 45 | -0.00745 | -0.0763 | 0.530355 |
| 46 | -0.099225 | -1.0168 | 0.844195 |
| 47 | -0.02762 | -0.283 | 0.611141 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196352322dkdcjpjv06s3iol/1whbf1196352962.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196352322dkdcjpjv06s3iol/1whbf1196352962.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196352322dkdcjpjv06s3iol/21a751196352962.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196352322dkdcjpjv06s3iol/21a751196352962.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')
Copyright
This work is licensed under a
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Software written by Ed van Stee & Patrick Wessa
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