ACF
| Summary of compuational transaction | |
| Raw Input | view raw input (R code) |
| Raw Output | view raw output of R engine |
| Computing time | 1 seconds |
| R Server | 'Gwilym Jenkins' @ 72.249.127.135 |
| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 7.874 | 0 |
| 1 | 0.351303 | 2.7662 | 0.003732 |
| 2 | 0.069832 | 0.5499 | 0.292195 |
| 3 | 0.168172 | 1.3242 | 0.095151 |
| 4 | 0.29605 | 2.3311 | 0.011507 |
| 5 | 0.293219 | 2.3088 | 0.012151 |
| 6 | 0.369364 | 2.9084 | 0.002518 |
| 7 | 0.146069 | 1.1502 | 0.12725 |
| 8 | 0.067219 | 0.5293 | 0.299249 |
| 9 | -0.014036 | -0.1105 | 0.543822 |
| 10 | 0.066962 | 0.5273 | 0.299948 |
| 11 | 0.159831 | 1.2585 | 0.106462 |
| 12 | 0.268161 | 2.1115 | 0.019384 |
| 13 | 0.026546 | 0.209 | 0.417558 |
| 14 | -0.06691 | -0.5268 | 0.69991 |
| 15 | 0.001102 | 0.0087 | 0.496552 |
| 16 | 0.148027 | 1.1656 | 0.124127 |
| 17 | 0.116188 | 0.9149 | 0.181904 |
| 18 | 0.140631 | 1.1073 | 0.136215 |
| 19 | 0.090982 | 0.7164 | 0.23822 |
| 20 | -0.050267 | -0.3958 | 0.653197 |
| 21 | -0.097914 | -0.771 | 0.778176 |
| 22 | 0.091811 | 0.7229 | 0.236223 |
| 23 | 0.125698 | 0.9897 | 0.163072 |
| 24 | 0.012009 | 0.0946 | 0.462485 |
| 25 | -0.161297 | -1.27 | 0.895594 |
| 26 | -0.129057 | -1.0162 | 0.843258 |
| 27 | -0.0297 | -0.2339 | 0.592068 |
| 28 | 0.038826 | 0.3057 | 0.380422 |
| 29 | -0.000449 | -0.0035 | 0.501405 |
| 30 | -0.057359 | -0.4516 | 0.673449 |
| 31 | -0.145877 | -1.1486 | 0.872441 |
| 32 | -0.233007 | -1.8347 | 0.964325 |
| 33 | -0.045615 | -0.3592 | 0.639658 |
| 34 | 0.081791 | 0.644 | 0.260967 |
| 35 | -0.08785 | -0.6917 | 0.754157 |
| 36 | -0.23742 | -1.8694 | 0.966858 |
| 37 | -0.195853 | -1.5422 | 0.935937 |
| 38 | -0.063276 | -0.4982 | 0.689958 |
| 39 | -0.016017 | -0.1261 | 0.549976 |
| 40 | -0.023383 | -0.1841 | 0.572738 |
| 41 | -0.114363 | -0.9005 | 0.814329 |
| 42 | -0.124375 | -0.9793 | 0.834388 |
| 43 | -0.077963 | -0.6139 | 0.729231 |
| 44 | -0.091056 | -0.717 | 0.761959 |
| 45 | -0.076355 | -0.6012 | 0.725057 |
| 46 | 0.064154 | 0.5051 | 0.307623 |
| 47 | -0.027499 | -0.2165 | 0.585357 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.351303 | 2.7662 | 0.003732 |
| 1 | -0.061125 | -0.4813 | 0.684002 |
| 2 | 0.187349 | 1.4752 | 0.072611 |
| 3 | 0.207394 | 1.633 | 0.053766 |
| 4 | 0.158791 | 1.2503 | 0.10794 |
| 5 | 0.287792 | 2.2661 | 0.013474 |
| 6 | -0.093938 | -0.7397 | 0.768853 |
| 7 | -0.005659 | -0.0446 | 0.517699 |
| 8 | -0.234899 | -1.8496 | 0.96543 |
| 9 | -0.073872 | -0.5817 | 0.718552 |
| 10 | 0.025288 | 0.1991 | 0.421411 |
| 11 | 0.196894 | 1.5503 | 0.063074 |
| 12 | -0.026404 | -0.2079 | 0.582007 |
| 13 | 0.004171 | 0.0328 | 0.486953 |
| 14 | 0.019824 | 0.1561 | 0.438233 |
| 15 | 0.050833 | 0.4003 | 0.34517 |
| 16 | -0.016927 | -0.1333 | 0.552798 |
| 17 | 0.045125 | 0.3553 | 0.361779 |
| 18 | 0.084518 | 0.6655 | 0.254101 |
| 19 | -0.133377 | -1.0502 | 0.851152 |
| 20 | -0.096859 | -0.7627 | 0.775722 |
| 21 | -0.001048 | -0.0083 | 0.503279 |
| 22 | -0.011002 | -0.0866 | 0.534379 |
| 23 | -0.08381 | -0.6599 | 0.744126 |
| 24 | -0.124571 | -0.9809 | 0.834766 |
| 25 | 0.015796 | 0.1244 | 0.45071 |
| 26 | 0.037831 | 0.2979 | 0.383395 |
| 27 | 0.048371 | 0.3809 | 0.352301 |
| 28 | 0.060068 | 0.473 | 0.318944 |
| 29 | -0.007292 | -0.0574 | 0.522803 |
| 30 | -0.083313 | -0.656 | 0.742877 |
| 31 | -0.214661 | -1.6902 | 0.951998 |
| 32 | 0.08789 | 0.692 | 0.245745 |
| 33 | -0.011087 | -0.0873 | 0.534642 |
| 34 | -0.12988 | -1.0227 | 0.844783 |
| 35 | -0.089744 | -0.7066 | 0.758782 |
| 36 | 0.019908 | 0.1568 | 0.437974 |
| 37 | 0.117183 | 0.9227 | 0.179869 |
| 38 | 0.018808 | 0.1481 | 0.441376 |
| 39 | 0.108085 | 0.8511 | 0.199005 |
| 40 | -0.048747 | -0.3838 | 0.648792 |
| 41 | 0.021348 | 0.1681 | 0.433527 |
| 42 | 0.057496 | 0.4527 | 0.326163 |
| 43 | -0.029963 | -0.2359 | 0.592868 |
| 44 | -0.184384 | -1.4518 | 0.924207 |
| 45 | 0.002781 | 0.0219 | 0.491299 |
| 46 | 0.030752 | 0.2421 | 0.404736 |
| 47 | -0.096236 | -0.7578 | 0.774269 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/13/t11975407069aa40exgi9kijh1/14fyd1197541544.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/13/t11975407069aa40exgi9kijh1/240ck1197541544.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/13/t11975407069aa40exgi9kijh1/240ck1197541544.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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