Workshop8_q1c
| Summary of compuational transaction | |
| Raw Input | view raw input (R code) |
| Raw Output | view raw output of R engine |
| Computing time | 2 seconds |
| R Server | 'Gwilym Jenkins' @ 72.249.127.135 |
| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 9.798 | 0 |
| 1 | 0.947915 | 9.2876 | 0 |
| 2 | 0.881906 | 8.6409 | 0 |
| 3 | 0.804256 | 7.8801 | 0 |
| 4 | 0.724532 | 7.0989 | 0 |
| 5 | 0.658856 | 6.4554 | 0 |
| 6 | 0.59129 | 5.7934 | 0 |
| 7 | 0.529876 | 5.1917 | 1e-06 |
| 8 | 0.475876 | 4.6626 | 5e-06 |
| 9 | 0.425211 | 4.1662 | 3.4e-05 |
| 10 | 0.388688 | 3.8083 | 0.000123 |
| 11 | 0.354303 | 3.4714 | 0.000389 |
| 12 | 0.308005 | 3.0178 | 0.00163 |
| 13 | 0.254538 | 2.494 | 0.007171 |
| 14 | 0.199774 | 1.9574 | 0.026603 |
| 15 | 0.136853 | 1.3409 | 0.091562 |
| 16 | 0.089399 | 0.8759 | 0.191627 |
| 17 | 0.045585 | 0.4466 | 0.328069 |
| 18 | 0.004611 | 0.0452 | 0.48203 |
| 19 | -0.029372 | -0.2878 | 0.612935 |
| 20 | -0.064291 | -0.6299 | 0.734877 |
| 21 | -0.086601 | -0.8485 | 0.800867 |
| 22 | -0.099772 | -0.9776 | 0.834627 |
| 23 | -0.109182 | -1.0698 | 0.856296 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.947915 | 9.2876 | 0 |
| 1 | -0.163981 | -1.6067 | 0.944295 |
| 2 | -0.135326 | -1.3259 | 0.905993 |
| 3 | -0.039071 | -0.3828 | 0.648649 |
| 4 | 0.110919 | 1.0868 | 0.139927 |
| 5 | -0.091965 | -0.9011 | 0.815096 |
| 6 | -0.002341 | -0.0229 | 0.509127 |
| 7 | 0.028576 | 0.28 | 0.390047 |
| 8 | -0.008041 | -0.0788 | 0.531315 |
| 9 | 0.075293 | 0.7377 | 0.231243 |
| 10 | -0.032966 | -0.323 | 0.626302 |
| 11 | -0.172938 | -1.6944 | 0.953289 |
| 12 | -0.086332 | -0.8459 | 0.800138 |
| 13 | 0.028293 | 0.2772 | 0.391105 |
| 14 | -0.123993 | -1.2149 | 0.886305 |
| 15 | 0.106397 | 1.0425 | 0.149906 |
| 16 | -0.014398 | -0.1411 | 0.555946 |
| 17 | -0.049854 | -0.4885 | 0.686834 |
| 18 | -0.004577 | -0.0448 | 0.517839 |
| 19 | -0.021366 | -0.2093 | 0.582688 |
| 20 | 0.033874 | 0.3319 | 0.370345 |
| 21 | 0.025683 | 0.2516 | 0.400928 |
| 22 | 0.015269 | 0.1496 | 0.440694 |
| 23 | 0.016374 | 0.1604 | 0.43644 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/30/t119643684317s6aqmxirgu04v/1ggf01196437498.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/30/t119643684317s6aqmxirgu04v/1ggf01196437498.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/30/t119643684317s6aqmxirgu04v/24edq1196437498.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/30/t119643684317s6aqmxirgu04v/24edq1196437498.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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