WS7 - PACF - Electronics
| 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 | 0.312312 | 2.5754 | 0.006096 |
| 2 | 0.231031 | 1.9051 | 0.030497 |
| 3 | 0.207298 | 1.7094 | 0.045966 |
| 4 | 0.072049 | 0.5941 | 0.277198 |
| 5 | 0.125388 | 1.034 | 0.152406 |
| 6 | 0.087847 | 0.7244 | 0.235651 |
| 7 | 0.176314 | 1.4539 | 0.075284 |
| 8 | 0.011833 | 0.0976 | 0.461277 |
| 9 | 0.110353 | 0.91 | 0.18302 |
| 10 | 0.007763 | 0.064 | 0.474572 |
| 11 | -0.034373 | -0.2834 | 0.611152 |
| 12 | -0.163674 | -1.3497 | 0.909205 |
| 13 | -0.070683 | -0.5829 | 0.719045 |
| 14 | 0.101939 | 0.8406 | 0.201757 |
| 15 | 0.03638 | 0.3 | 0.382548 |
| 16 | 0.026188 | 0.216 | 0.414836 |
| 17 | 0.158323 | 1.3056 | 0.09805 |
| 18 | 0.036861 | 0.304 | 0.381042 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.312312 | 2.5754 | 0.006096 |
| 1 | 0.14792 | 1.2198 | 0.113381 |
| 2 | 0.112857 | 0.9306 | 0.177666 |
| 3 | -0.048352 | -0.3987 | 0.654326 |
| 4 | 0.077804 | 0.6416 | 0.261647 |
| 5 | 0.017084 | 0.1409 | 0.44419 |
| 6 | 0.142801 | 1.1776 | 0.121537 |
| 7 | -0.122179 | -1.0075 | 0.84137 |
| 8 | 0.100793 | 0.8312 | 0.204397 |
| 9 | -0.09482 | -0.7819 | 0.781509 |
| 10 | -0.018133 | -0.1495 | 0.559209 |
| 11 | -0.237679 | -1.96 | 0.972949 |
| 12 | 0.084794 | 0.6992 | 0.243398 |
| 13 | 0.146983 | 1.2121 | 0.114843 |
| 14 | 0.079161 | 0.6528 | 0.258051 |
| 15 | -0.106625 | -0.8793 | 0.808819 |
| 16 | 0.239878 | 1.9781 | 0.025986 |
| 17 | -0.090469 | -0.746 | 0.770889 |
| 18 | 0.017255 | 0.1423 | 0.443637 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/24/t119591418788gsc5e14opjru2/1tltz1195914696.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/24/t119591418788gsc5e14opjru2/1tltz1195914696.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/24/t119591418788gsc5e14opjru2/23bw21195914696.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/24/t119591418788gsc5e14opjru2/23bw21195914696.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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