Workshop7-q2b
| Summary of compuational transaction | |
| Raw Input | view raw input (R code) |
| Raw Output | view raw output of R engine |
| Computing time | 2 seconds |
| R Server | 'Gwilym Jenkins' @ 72.249.127.135 |
| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 0 | 1 | 9.798 | 0 |
| 1 | 0.358893 | 3.5164 | 0.000335 |
| 2 | 0.15575 | 1.526 | 0.065145 |
| 3 | 0.049037 | 0.4805 | 0.315995 |
| 4 | -0.183934 | -1.8022 | 0.962672 |
| 5 | -0.315277 | -3.0891 | 0.998687 |
| 6 | -0.469839 | -4.6035 | 0.999994 |
| 7 | -0.344287 | -3.3733 | 0.999464 |
| 8 | -0.20416 | -2.0004 | 0.975857 |
| 9 | -0.02239 | -0.2194 | 0.586589 |
| 10 | 0.054845 | 0.5374 | 0.296127 |
| 11 | 0.254731 | 2.4958 | 0.007136 |
| 12 | 0.786474 | 7.7058 | 0 |
| 13 | 0.294149 | 2.8821 | 0.002437 |
| 14 | 0.124383 | 1.2187 | 0.112972 |
| 15 | 0.025368 | 0.2486 | 0.402117 |
| 16 | -0.163729 | -1.6042 | 0.944024 |
| 17 | -0.295181 | -2.8922 | 0.997634 |
| 18 | -0.417121 | -4.0869 | 0.999955 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.358893 | 3.5164 | 0.000335 |
| 1 | 0.03093 | 0.3031 | 0.381252 |
| 2 | -0.01865 | -0.1827 | 0.572302 |
| 3 | -0.230043 | -2.254 | 0.986763 |
| 4 | -0.219975 | -2.1553 | 0.983181 |
| 5 | -0.34035 | -3.3347 | 0.999393 |
| 6 | -0.10714 | -1.0498 | 0.851767 |
| 7 | -0.069414 | -0.6801 | 0.750965 |
| 8 | 0.044994 | 0.4408 | 0.330158 |
| 9 | -0.100054 | -0.9803 | 0.835305 |
| 10 | 0.087357 | 0.8559 | 0.197087 |
| 11 | 0.7081 | 6.9379 | 0 |
| 12 | -0.305156 | -2.9899 | 0.998228 |
| 13 | -0.180562 | -1.7691 | 0.959977 |
| 14 | -0.110054 | -1.0783 | 0.8582 |
| 15 | 0.079799 | 0.7819 | 0.218109 |
| 16 | -0.06109 | -0.5986 | 0.72456 |
| 17 | 0.085996 | 0.8426 | 0.200777 |
| 18 | 0.008193 | 0.0803 | 0.468094 |
 |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/23/t1195832454s60n0t9q7q6r5ro/1me8s1195832946.png (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/23/t1195832454s60n0t9q7q6r5ro/2fxf41195832946.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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