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 | -0.322018 | -3.2997 | 0.999339 |
| 2 | -0.356291 | -3.6509 | 0.999795 |
| 3 | 0.407066 | 4.1712 | 3.1e-05 |
| 4 | -0.364216 | -3.7321 | 0.999846 |
| 5 | -0.141583 | -1.4508 | 0.925091 |
| 6 | 0.6008 | 6.1564 | 0 |
| 7 | -0.193547 | -1.9833 | 0.975026 |
| 8 | -0.262058 | -2.6853 | 0.995788 |
| 9 | 0.373478 | 3.827 | 0.00011 |
| 10 | -0.426891 | -4.3743 | 0.999986 |
| 11 | -0.172031 | -1.7628 | 0.959578 |
| 12 | 0.737732 | 7.5595 | 0 |
| 13 | -0.231107 | -2.3681 | 0.990146 |
| 14 | -0.274541 | -2.8132 | 0.997072 |
| 15 | 0.333573 | 3.4181 | 0.000449 |
| 16 | -0.341195 | -3.4962 | 0.999654 |
| 17 | -0.107976 | -1.1064 | 0.864464 |
| 18 | 0.522012 | 5.349 | 0 |
| 19 | -0.180034 | -1.8448 | 0.966057 |
| 20 | -0.193864 | -1.9865 | 0.975209 |
| 21 | 0.277522 | 2.8438 | 0.00268 |
| 22 | -0.370451 | -3.796 | 0.999877 |
| 23 | -0.09641 | -0.9879 | 0.837266 |
| 24 | 0.562748 | 5.7664 | 0 |
| 25 | -0.157662 | -1.6156 | 0.945404 |
| 26 | -0.212286 | -2.1753 | 0.984074 |
| 27 | 0.240361 | 2.463 | 0.007703 |
| 28 | -0.277757 | -2.8462 | 0.997339 |
| 29 | -0.058808 | -0.6026 | 0.725963 |
| 30 | 0.379727 | 3.891 | 8.8e-05 |
| 31 | -0.106265 | -1.0889 | 0.860652 |
| 32 | -0.155672 | -1.5952 | 0.943159 |
| 33 | 0.216306 | 2.2165 | 0.014408 |
| 34 | -0.291372 | -2.9857 | 0.998239 |
| 35 | -0.102941 | -1.0548 | 0.853039 |
| 36 | 0.453769 | 4.6497 | 5e-06 |
| 37 | -0.086772 | -0.8891 | 0.812022 |
| 38 | -0.211132 | -2.1635 | 0.983613 |
| 39 | 0.186987 | 1.916 | 0.02904 |
| 40 | -0.188379 | -1.9303 | 0.971867 |
| 41 | -0.078161 | -0.8009 | 0.787504 |
| 42 | 0.31051 | 3.1818 | 0.000963 |
| 43 | -0.071422 | -0.7319 | 0.767058 |
| 44 | -0.143816 | -1.4737 | 0.92822 |
| 45 | 0.169081 | 1.7326 | 0.043054 |
| 46 | -0.204807 | -2.0986 | 0.980877 |
| 47 | -0.106113 | -1.0873 | 0.860311 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.322018 | -3.2997 | 0.999339 |
| 1 | -0.513204 | -5.2588 | 1 |
| 2 | 0.103284 | 1.0583 | 0.146164 |
| 3 | -0.488518 | -5.0058 | 0.999999 |
| 4 | -0.396146 | -4.0593 | 0.999953 |
| 5 | 0.124107 | 1.2717 | 0.103142 |
| 6 | 0.139758 | 1.4321 | 0.077543 |
| 7 | -0.029562 | -0.3029 | 0.618726 |
| 8 | 0.183783 | 1.8832 | 0.03122 |
| 9 | -0.286552 | -2.9363 | 0.997959 |
| 10 | -0.416162 | -4.2644 | 0.999978 |
| 11 | 0.20517 | 2.1024 | 0.018956 |
| 12 | 0.252621 | 2.5886 | 0.005501 |
| 13 | 0.055275 | 0.5664 | 0.286166 |
| 14 | -0.078376 | -0.8031 | 0.788137 |
| 15 | 0.021175 | 0.217 | 0.414325 |
| 16 | 0.068823 | 0.7052 | 0.241117 |
| 17 | -0.032559 | -0.3336 | 0.630336 |
| 18 | -0.012029 | -0.1233 | 0.54893 |
| 19 | -0.078809 | -0.8076 | 0.789414 |
| 20 | -0.175275 | -1.796 | 0.962318 |
| 21 | -0.112293 | -1.1507 | 0.873758 |
| 22 | 0.009655 | 0.0989 | 0.460691 |
| 23 | -0.007286 | -0.0747 | 0.529685 |
| 24 | 0.041673 | 0.427 | 0.335117 |
| 25 | 0.006089 | 0.0624 | 0.475183 |
| 26 | -0.023257 | -0.2383 | 0.593947 |
| 27 | 0.006057 | 0.0621 | 0.475313 |
| 28 | 0.126742 | 1.2987 | 0.098443 |
| 29 | -0.11469 | -1.1752 | 0.878719 |
| 30 | -0.085212 | -0.8732 | 0.807716 |
| 31 | -0.138584 | -1.4201 | 0.920725 |
| 32 | 0.084241 | 0.8632 | 0.194993 |
| 33 | 0.050865 | 0.5212 | 0.301657 |
| 34 | -0.036832 | -0.3774 | 0.646685 |
| 35 | -0.046641 | -0.4779 | 0.683154 |
| 36 | 0.061717 | 0.6324 | 0.264247 |
| 37 | -0.085048 | -0.8715 | 0.80726 |
| 38 | -0.048508 | -0.4971 | 0.689907 |
| 39 | -0.049126 | -0.5034 | 0.692129 |
| 40 | -0.016077 | -0.1647 | 0.565267 |
| 41 | -0.114065 | -1.1688 | 0.877437 |
| 42 | -0.062425 | -0.6397 | 0.738109 |
| 43 | -0.056846 | -0.5825 | 0.71926 |
| 44 | -0.042342 | -0.4339 | 0.667366 |
| 45 | -0.038916 | -0.3988 | 0.654565 |
| 46 | 0.032565 | 0.3337 | 0.36964 |
| 47 | -0.029418 | -0.3014 | 0.618164 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t1196359054q3pxz5rw3qttf2o/2ty4h1196359628.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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