Q2, groep 1
| 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 | 8.2462 | 0 |
| 1 | 0.420905 | 3.4709 | 0.000453 |
| 2 | 0.29281 | 2.4146 | 0.009225 |
| 3 | 0.37872 | 3.123 | 0.001315 |
| 4 | 0.36186 | 2.984 | 0.001975 |
| 5 | 0.298768 | 2.4637 | 0.008143 |
| 6 | 0.212786 | 1.7547 | 0.04191 |
| 7 | 0.170285 | 1.4042 | 0.082405 |
| 8 | 0.048023 | 0.396 | 0.34667 |
| 9 | 0.110708 | 0.9129 | 0.182254 |
| 10 | 0.086313 | 0.7118 | 0.239526 |
| 11 | 0.059288 | 0.4889 | 0.313242 |
| 12 | -0.070835 | -0.5841 | 0.719465 |
| 13 | 0.022021 | 0.1816 | 0.428223 |
| 14 | 0.157333 | 1.2974 | 0.099438 |
| 15 | 0.072439 | 0.5974 | 0.276129 |
| 16 | 0.00903 | 0.0745 | 0.470429 |
| 17 | -0.037195 | -0.3067 | 0.620001 |
| 18 | 0.048534 | 0.4002 | 0.345125 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.420905 | 3.4709 | 0.000453 |
| 1 | 0.140548 | 1.159 | 0.125257 |
| 2 | 0.264869 | 2.1842 | 0.016201 |
| 3 | 0.1525 | 1.2575 | 0.106429 |
| 4 | 0.074182 | 0.6117 | 0.271382 |
| 5 | -0.036881 | -0.3041 | 0.61902 |
| 6 | -0.04856 | -0.4004 | 0.654955 |
| 7 | -0.178738 | -1.4739 | 0.92744 |
| 8 | 0.039691 | 0.3273 | 0.372224 |
| 9 | -0.011336 | -0.0935 | 0.537102 |
| 10 | 0.055107 | 0.4544 | 0.325486 |
| 11 | -0.135281 | -1.1156 | 0.86573 |
| 12 | 0.097802 | 0.8065 | 0.211384 |
| 13 | 0.178444 | 1.4715 | 0.072886 |
| 14 | 0.044354 | 0.3658 | 0.357841 |
| 15 | -0.052247 | -0.4308 | 0.666028 |
| 16 | -0.126881 | -1.0463 | 0.850434 |
| 17 | -0.004598 | -0.0379 | 0.515068 |
| 18 | -0.011037 | -0.091 | 0.536127 |
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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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