paper diesel (vrm/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 | 7.746 | 0 |
| 1 | 0.941267 | 7.291 | 0 |
| 2 | 0.861688 | 6.6746 | 0 |
| 3 | 0.780267 | 6.0439 | 0 |
| 4 | 0.711097 | 5.5081 | 0 |
| 5 | 0.649118 | 5.028 | 2e-06 |
| 6 | 0.577824 | 4.4758 | 1.7e-05 |
| 7 | 0.504314 | 3.9064 | 0.00012 |
| 8 | 0.443906 | 3.4385 | 0.000535 |
| 9 | 0.389802 | 3.0194 | 0.001858 |
| 10 | 0.351259 | 2.7208 | 0.004254 |
| 11 | 0.313805 | 2.4307 | 0.009037 |
| 12 | 0.265571 | 2.0571 | 0.022016 |
| 13 | 0.208459 | 1.6147 | 0.05581 |
| 14 | 0.143758 | 1.1135 | 0.134958 |
| 15 | 0.076555 | 0.593 | 0.277708 |
| 16 | 0.024226 | 0.1877 | 0.425889 |
| 17 | -0.016381 | -0.1269 | 0.550271 |
| 18 | -0.04895 | -0.3792 | 0.647049 |
| 19 | -0.084709 | -0.6562 | 0.742883 |
| 20 | -0.132074 | -1.023 | 0.844803 |
| 21 | -0.17255 | -1.3366 | 0.906795 |
| 22 | -0.196575 | -1.5227 | 0.933452 |
| 23 | -0.209165 | -1.6202 | 0.944781 |
| 24 | -0.214003 | -1.6577 | 0.948697 |
| 25 | -0.223936 | -1.7346 | 0.956027 |
| 26 | -0.238182 | -1.845 | 0.965009 |
| 27 | -0.24093 | -1.8662 | 0.966551 |
| 28 | -0.239575 | -1.8557 | 0.965798 |
| 29 | -0.237337 | -1.8384 | 0.964523 |
| 30 | -0.227007 | -1.7584 | 0.95811 |
| 31 | -0.225531 | -1.747 | 0.957119 |
| 32 | -0.225675 | -1.7481 | 0.957217 |
| 33 | -0.239486 | -1.8551 | 0.965748 |
| 34 | -0.262481 | -2.0332 | 0.976767 |
| 35 | -0.269901 | -2.0906 | 0.979598 |
| 36 | -0.274804 | -2.1286 | 0.9813 |
| 37 | -0.279013 | -2.1612 | 0.98266 |
| 38 | -0.284995 | -2.2076 | 0.984445 |
| 39 | -0.297329 | -2.3031 | 0.987622 |
| 40 | -0.29547 | -2.2887 | 0.987183 |
| 41 | -0.281388 | -2.1796 | 0.983389 |
| 42 | -0.269308 | -2.086 | 0.979383 |
| 43 | -0.258067 | -1.999 | 0.974927 |
| 44 | -0.247704 | -1.9187 | 0.970109 |
| 45 | -0.229239 | -1.7757 | 0.959572 |
| 46 | -0.201344 | -1.5596 | 0.937943 |
| 47 | -0.170285 | -1.319 | 0.903913 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.941267 | 7.291 | 0 |
| 1 | -0.213095 | -1.6506 | 0.94798 |
| 2 | -0.0282 | -0.2184 | 0.586084 |
| 3 | 0.066752 | 0.5171 | 0.303509 |
| 4 | -0.012791 | -0.0991 | 0.539297 |
| 5 | -0.142481 | -1.1037 | 0.862925 |
| 6 | -0.023711 | -0.1837 | 0.572553 |
| 7 | 0.089085 | 0.69 | 0.246412 |
| 8 | -0.044934 | -0.3481 | 0.635492 |
| 9 | 0.077641 | 0.6014 | 0.274918 |
| 10 | -0.03457 | -0.2678 | 0.605106 |
| 11 | -0.12461 | -0.9652 | 0.830847 |
| 12 | -0.088157 | -0.6829 | 0.751339 |
| 13 | -0.083597 | -0.6475 | 0.740125 |
| 14 | -0.086135 | -0.6672 | 0.7464 |
| 15 | 0.075797 | 0.5871 | 0.279662 |
| 16 | 0.05171 | 0.4005 | 0.34509 |
| 17 | -0.003386 | -0.0262 | 0.510419 |
| 18 | -0.071755 | -0.5558 | 0.709798 |
| 19 | -0.133516 | -1.0342 | 0.847406 |
| 20 | 0.001291 | 0.01 | 0.496027 |
| 21 | 0.051303 | 0.3974 | 0.346246 |
| 22 | 0.017467 | 0.1353 | 0.446413 |
| 23 | 0.043491 | 0.3369 | 0.36869 |
| 24 | -0.006003 | -0.0465 | 0.518466 |
| 25 | -0.042147 | -0.3265 | 0.627397 |
| 26 | 0.050275 | 0.3894 | 0.349169 |
| 27 | -0.055517 | -0.43 | 0.665645 |
| 28 | -0.075181 | -0.5823 | 0.718743 |
| 29 | 0.099535 | 0.771 | 0.221867 |
| 30 | -0.057123 | -0.4425 | 0.670132 |
| 31 | -0.019658 | -0.1523 | 0.560259 |
| 32 | -0.129619 | -1.004 | 0.8403 |
| 33 | -0.101286 | -0.7846 | 0.782101 |
| 34 | 0.067313 | 0.5214 | 0.302003 |
| 35 | -0.065229 | -0.5053 | 0.692386 |
| 36 | -0.020726 | -0.1605 | 0.563503 |
| 37 | -0.000815 | -0.0063 | 0.502509 |
| 38 | -0.028589 | -0.2214 | 0.587252 |
| 39 | 0.047124 | 0.365 | 0.358189 |
| 40 | -0.001706 | -0.0132 | 0.505249 |
| 41 | -0.08614 | -0.6672 | 0.74641 |
| 42 | -0.001207 | -0.0094 | 0.503715 |
| 43 | 0.084649 | 0.6557 | 0.257266 |
| 44 | 0.091847 | 0.7114 | 0.239783 |
| 45 | 0.016877 | 0.1307 | 0.448213 |
| 46 | 0.047962 | 0.3715 | 0.355783 |
| 47 | -0.04802 | -0.372 | 0.644383 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/13/t1197578016b0eg88j1p0vqzml/2plrd1197578906.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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