| 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 | 5.099 | 1.3e-05 |
| 1 | 0.023464 | 0.1196 | 0.452843 |
| 2 | -0.054181 | -0.2763 | 0.607738 |
| 3 | -0.096044 | -0.4897 | 0.685784 |
| 4 | -0.003494 | -0.0178 | 0.507039 |
| 5 | 0.155643 | 0.7936 | 0.217298 |
| 6 | -0.060736 | -0.3097 | 0.620369 |
| 7 | 0.006008 | 0.0306 | 0.487897 |
| 8 | -0.105116 | -0.536 | 0.701739 |
| 9 | 0.062774 | 0.3201 | 0.375732 |
| 10 | 0.024474 | 0.1248 | 0.450824 |
| 11 | 0.078931 | 0.4025 | 0.345314 |
| 12 | -0.096421 | -0.4917 | 0.686456 |
| 13 | -0.176401 | -0.8995 | 0.811671 |
| 14 | -0.175999 | -0.8974 | 0.811135 |
| 15 | -0.00921 | -0.047 | 0.518549 |
| 16 | -0.011472 | -0.0585 | 0.5231 |
| 17 | -0.012725 | -0.0649 | 0.525619 |
| 18 | -0.008575 | -0.0437 | 0.517271 |
| 19 | -0.006045 | -0.0308 | 0.512177 |
| 20 | 0.028517 | 0.1454 | 0.442754 |
| 21 | 0.002462 | 0.0126 | 0.495039 |
| 22 | -0.003674 | -0.0187 | 0.507402 |
| 23 | -0.029406 | -0.1499 | 0.559016 |
| 24 | -0.015748 | -0.0803 | 0.531694 |
| 25 | -0.017025 | -0.0868 | 0.534256 |
| 26 | NA | NA | NA |
| 27 | NA | NA | NA |
| 28 | NA | NA | NA |
| 29 | NA | NA | NA |
| 30 | NA | NA | NA |
| 31 | NA | NA | NA |
| 32 | NA | NA | NA |
| 33 | NA | NA | NA |
| 34 | NA | NA | NA |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| 37 | NA | NA | NA |
| 38 | NA | NA | NA |
| 39 | NA | NA | NA |
| 40 | NA | NA | NA |
| 41 | NA | NA | NA |
| 42 | NA | NA | NA |
| 43 | NA | NA | NA |
| 44 | NA | NA | NA |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.023464 | 0.1196 | 0.452843 |
| 1 | -0.054762 | -0.2792 | 0.608862 |
| 2 | -0.093751 | -0.478 | 0.68169 |
| 3 | -0.00228 | -0.0116 | 0.504593 |
| 4 | 0.147454 | 0.7519 | 0.22944 |
| 5 | -0.078592 | -0.4007 | 0.654059 |
| 6 | 0.023755 | 0.1211 | 0.45226 |
| 7 | -0.087511 | -0.4462 | 0.670435 |
| 8 | 0.061936 | 0.3158 | 0.377333 |
| 9 | -0.010354 | -0.0528 | 0.520852 |
| 10 | 0.094345 | 0.4811 | 0.317247 |
| 11 | -0.110895 | -0.5655 | 0.711695 |
| 12 | -0.133781 | -0.6822 | 0.749412 |
| 13 | -0.213024 | -1.0862 | 0.856324 |
| 14 | -0.018141 | -0.0925 | 0.536496 |
| 15 | -0.106751 | -0.5443 | 0.704573 |
| 16 | 0.014566 | 0.0743 | 0.470681 |
| 17 | -0.006503 | -0.0332 | 0.513099 |
| 18 | 0.04777 | 0.2436 | 0.404734 |
| 19 | -0.030949 | -0.1578 | 0.562086 |
| 20 | 0.020803 | 0.1061 | 0.458169 |
| 21 | -0.039867 | -0.2033 | 0.579751 |
| 22 | 0.022027 | 0.1123 | 0.455717 |
| 23 | -0.026635 | -0.1358 | 0.553493 |
| 24 | -0.006569 | -0.0335 | 0.513233 |
| 25 | NA | NA | NA |
| 26 | NA | NA | NA |
| 27 | NA | NA | NA |
| 28 | NA | NA | NA |
| 29 | NA | NA | NA |
| 30 | NA | NA | NA |
| 31 | NA | NA | NA |
| 32 | NA | NA | NA |
| 33 | NA | NA | NA |
| 34 | NA | NA | NA |
| 35 | NA | NA | NA |
| 36 | NA | NA | NA |
| 37 | NA | NA | NA |
| 38 | NA | NA | NA |
| 39 | NA | NA | NA |
| 40 | NA | NA | NA |
| 41 | NA | NA | NA |
| 42 | NA | NA | NA |
| 43 | NA | NA | NA |
| 44 | NA | NA | NA |
| 45 | NA | NA | NA |
| 46 | NA | NA | NA |
| 47 | NA | NA | NA |
| 48 | NA | NA | NA |
| 49 | NA | NA | NA |
| 50 | NA | NA | NA |
| 51 | NA | NA | NA |
| 52 | NA | NA | NA |
| 53 | NA | NA | NA |
| 54 | NA | NA | NA |
| 55 | NA | NA | NA |
| 56 | NA | NA | NA |
| 57 | NA | NA | NA |
| 58 | NA | NA | NA |
| 59 | NA | NA | NA |
 |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/30/t1199024333j6fxd7kvsuc04pp/1t14l1199025496.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/30/t1199024333j6fxd7kvsuc04pp/1t14l1199025496.ps (open in new window) |
 |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/30/t1199024333j6fxd7kvsuc04pp/20db21199025496.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/30/t1199024333j6fxd7kvsuc04pp/20db21199025496.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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