ACF - versie 2 - serie 3 - paper
| 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 | 6.8557 | 0 |
| 1 | -0.14062 | -0.964 | 0.83002 |
| 2 | -0.141173 | -0.9678 | 0.830959 |
| 3 | -0.116291 | -0.7972 | 0.785342 |
| 4 | -0.101796 | -0.6979 | 0.755653 |
| 5 | 0.185641 | 1.2727 | 0.104694 |
| 6 | 0.110931 | 0.7605 | 0.225376 |
| 7 | -0.210752 | -1.4448 | 0.922431 |
| 8 | -0.047472 | -0.3255 | 0.626859 |
| 9 | 0.147635 | 1.0121 | 0.158328 |
| 10 | -0.058987 | -0.4044 | 0.656122 |
| 11 | 0.263996 | 1.8099 | 0.038357 |
| 12 | -0.460532 | -3.1573 | 0.99861 |
| 13 | 0.048789 | 0.3345 | 0.369752 |
| 14 | 0.109516 | 0.7508 | 0.228257 |
| 15 | -0.027877 | -0.1911 | 0.575371 |
| 16 | 0.04003 | 0.2744 | 0.392477 |
| 17 | -0.089055 | -0.6105 | 0.727774 |
| 18 | -0.136208 | -0.9338 | 0.822409 |
| 19 | 0.064144 | 0.4397 | 0.331068 |
| 20 | 0.180536 | 1.2377 | 0.110989 |
| 21 | -0.036217 | -0.2483 | 0.597505 |
| 22 | 0.17609 | 1.2072 | 0.116696 |
| 23 | -0.174286 | -1.1948 | 0.880929 |
| 24 | -0.075125 | -0.515 | 0.695526 |
| 25 | -0.044659 | -0.3062 | 0.619585 |
| 26 | -0.034087 | -0.2337 | 0.591881 |
| 27 | 0.085224 | 0.5843 | 0.280917 |
| 28 | 0.025399 | 0.1741 | 0.431257 |
| 29 | -0.047241 | -0.3239 | 0.626264 |
| 30 | -0.047211 | -0.3237 | 0.626185 |
| 31 | 0.079845 | 0.5474 | 0.29335 |
| 32 | -0.077575 | -0.5318 | 0.701324 |
| 33 | 0.041174 | 0.2823 | 0.389487 |
| 34 | -0.104169 | -0.7141 | 0.760665 |
| 35 | 0.009386 | 0.0643 | 0.474483 |
| 36 | 0.128872 | 0.8835 | 0.190731 |
| 37 | -0.006021 | -0.0413 | 0.516376 |
| 38 | -0.027759 | -0.1903 | 0.575056 |
| 39 | -0.033424 | -0.2291 | 0.590125 |
| 40 | -0.013142 | -0.0901 | 0.535702 |
| 41 | 0.055647 | 0.3815 | 0.352278 |
| 42 | 0.102267 | 0.7011 | 0.243346 |
| 43 | -0.083099 | -0.5697 | 0.714201 |
| 44 | -0.009864 | -0.0676 | 0.526815 |
| 45 | 0.001056 | 0.0072 | 0.497128 |
| 46 | -0.011535 | -0.0791 | 0.531346 |
| 47 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.14062 | -0.964 | 0.83002 |
| 1 | -0.164194 | -1.1257 | 0.866987 |
| 2 | -0.170362 | -1.1679 | 0.875639 |
| 3 | -0.189133 | -1.2966 | 0.899456 |
| 4 | 0.090171 | 0.6182 | 0.269719 |
| 5 | 0.107452 | 0.7367 | 0.232498 |
| 6 | -0.17602 | -1.2067 | 0.883213 |
| 7 | -0.068538 | -0.4699 | 0.679691 |
| 8 | 0.159815 | 1.0956 | 0.139411 |
| 9 | -0.07977 | -0.5469 | 0.706474 |
| 10 | 0.22544 | 1.5455 | 0.064462 |
| 11 | -0.411383 | -2.8203 | 0.996498 |
| 12 | 0.120688 | 0.8274 | 0.206097 |
| 13 | -0.048485 | -0.3324 | 0.629465 |
| 14 | -0.094436 | -0.6474 | 0.739744 |
| 15 | -0.05404 | -0.3705 | 0.643655 |
| 16 | -0.061967 | -0.4248 | 0.663548 |
| 17 | -0.059344 | -0.4068 | 0.657014 |
| 18 | -0.138957 | -0.9526 | 0.827177 |
| 19 | 0.083361 | 0.5715 | 0.285193 |
| 20 | 0.164897 | 1.1305 | 0.132006 |
| 21 | 0.108483 | 0.7437 | 0.230374 |
| 22 | 0.148149 | 1.0157 | 0.157496 |
| 23 | -0.30281 | -2.076 | 0.978304 |
| 24 | -0.041695 | -0.2858 | 0.611874 |
| 25 | -0.122918 | -0.8427 | 0.798164 |
| 26 | -0.051386 | -0.3523 | 0.6369 |
| 27 | 0.001357 | 0.0093 | 0.496307 |
| 28 | -0.09302 | -0.6377 | 0.736621 |
| 29 | -0.068388 | -0.4688 | 0.679326 |
| 30 | -0.074658 | -0.5118 | 0.694416 |
| 31 | -0.024733 | -0.1696 | 0.566958 |
| 32 | 0.027048 | 0.1854 | 0.426844 |
| 33 | -0.025742 | -0.1765 | 0.569662 |
| 34 | 0.119104 | 0.8165 | 0.209156 |
| 35 | -0.062253 | -0.4268 | 0.664257 |
| 36 | -0.004106 | -0.0282 | 0.51117 |
| 37 | -0.022174 | -0.152 | 0.560087 |
| 38 | 0.021136 | 0.1449 | 0.442704 |
| 39 | -0.010044 | -0.0689 | 0.527302 |
| 40 | -0.085512 | -0.5862 | 0.719741 |
| 41 | -0.104975 | -0.7197 | 0.762355 |
| 42 | -0.037988 | -0.2604 | 0.602165 |
| 43 | -0.04779 | -0.3276 | 0.627677 |
| 44 | 0.124649 | 0.8546 | 0.198567 |
| 45 | 0.001242 | 0.0085 | 0.496621 |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
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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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