WS10_ARIMA
| 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 | 11.4891 | 0 |
| 1 | -0.000525 | -0.006 | 0.502404 |
| 2 | -0.102082 | -1.1728 | 0.878512 |
| 3 | -0.059834 | -0.6874 | 0.753495 |
| 4 | 0.012758 | 0.1466 | 0.441843 |
| 5 | 0.025055 | 0.2879 | 0.386951 |
| 6 | 0.006998 | 0.0804 | 0.468019 |
| 7 | -0.009772 | -0.1123 | 0.544609 |
| 8 | 0.002319 | 0.0266 | 0.489393 |
| 9 | 0.031892 | 0.3664 | 0.357322 |
| 10 | 0.028243 | 0.3245 | 0.37304 |
| 11 | 0.000902 | 0.0104 | 0.495872 |
| 12 | -0.321662 | -3.6956 | 0.99984 |
| 13 | -0.001952 | -0.0224 | 0.508928 |
| 14 | 0.012551 | 0.1442 | 0.442783 |
| 15 | 0.003853 | 0.0443 | 0.482381 |
| 16 | -0.009573 | -0.11 | 0.543704 |
| 17 | -0.019676 | -0.2261 | 0.58925 |
| 18 | -0.010244 | -0.1177 | 0.546754 |
| 19 | 0.008451 | 0.0971 | 0.461401 |
| 20 | -0.007714 | -0.0886 | 0.535244 |
| 21 | 0.00624 | 0.0717 | 0.47148 |
| 22 | 5e-05 | 6e-04 | 0.499773 |
| 23 | -0.011544 | -0.1326 | 0.552657 |
| 24 | -0.009804 | -0.1126 | 0.544756 |
| 25 | -0.011559 | -0.1328 | 0.552724 |
| 26 | 0.006636 | 0.0762 | 0.469673 |
| 27 | 0.003702 | 0.0425 | 0.483069 |
| 28 | 0.010224 | 0.1175 | 0.453334 |
| 29 | 0.002024 | 0.0232 | 0.490743 |
| 30 | 2e-06 | 0 | 0.49999 |
| 31 | -0.009072 | -0.1042 | 0.541429 |
| 32 | -0.000994 | -0.0114 | 0.504547 |
| 33 | 0.01547 | 0.1777 | 0.429601 |
| 34 | 0.005409 | 0.0621 | 0.47527 |
| 35 | 0.006218 | 0.0714 | 0.47158 |
| 36 | -0.017592 | -0.2021 | 0.579931 |
| 37 | 0.005224 | 0.06 | 0.476117 |
| 38 | -0.015218 | -0.1748 | 0.569265 |
| 39 | 0.005508 | 0.0633 | 0.474817 |
| 40 | -0.004277 | -0.0491 | 0.519558 |
| 41 | 0.001578 | 0.0181 | 0.492784 |
| 42 | 0.010775 | 0.1238 | 0.450832 |
| 43 | -0.003387 | -0.0389 | 0.515492 |
| 44 | -0.008081 | -0.0928 | 0.536913 |
| 45 | -0.014578 | -0.1675 | 0.566378 |
| 46 | -0.008109 | -0.0932 | 0.537045 |
| 47 | 0.005454 | 0.0627 | 0.475063 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | -0.000525 | -0.006 | 0.502404 |
| 1 | -0.102082 | -1.1728 | 0.878512 |
| 2 | -0.060578 | -0.696 | 0.756171 |
| 3 | 0.001925 | 0.0221 | 0.491196 |
| 4 | 0.013044 | 0.1499 | 0.440552 |
| 5 | 0.005198 | 0.0597 | 0.476237 |
| 6 | -0.00502 | -0.0577 | 0.522955 |
| 7 | 0.005767 | 0.0663 | 0.473636 |
| 8 | 0.0314 | 0.3608 | 0.35943 |
| 9 | 0.028643 | 0.3291 | 0.371307 |
| 10 | 0.008126 | 0.0934 | 0.462879 |
| 11 | -0.317204 | -3.6444 | 0.999808 |
| 12 | -0.002893 | -0.0332 | 0.513231 |
| 13 | -0.056546 | -0.6497 | 0.74148 |
| 14 | -0.036548 | -0.4199 | 0.662383 |
| 15 | -0.010592 | -0.1217 | 0.548336 |
| 16 | -0.015804 | -0.1816 | 0.571901 |
| 17 | -0.009855 | -0.1132 | 0.544986 |
| 18 | 0.003547 | 0.0408 | 0.483778 |
| 19 | -0.007213 | -0.0829 | 0.53296 |
| 20 | 0.024434 | 0.2807 | 0.389682 |
| 21 | 0.00964 | 0.1108 | 0.45599 |
| 22 | -0.006274 | -0.0721 | 0.528677 |
| 23 | -0.123269 | -1.4163 | 0.920471 |
| 24 | -0.018043 | -0.2073 | 0.581951 |
| 25 | -0.025323 | -0.2909 | 0.614224 |
| 26 | -0.019782 | -0.2273 | 0.589719 |
| 27 | 0.002667 | 0.0306 | 0.4878 |
| 28 | -0.009362 | -0.1076 | 0.542746 |
| 29 | -0.005892 | -0.0677 | 0.526933 |
| 30 | -0.006169 | -0.0709 | 0.5282 |
| 31 | -0.007714 | -0.0886 | 0.535243 |
| 32 | 0.028903 | 0.3321 | 0.370183 |
| 33 | 0.007446 | 0.0855 | 0.465979 |
| 34 | 0.004687 | 0.0539 | 0.478566 |
| 35 | -0.065421 | -0.7516 | 0.773195 |
| 36 | -0.006168 | -0.0709 | 0.528194 |
| 37 | -0.03344 | -0.3842 | 0.649276 |
| 38 | -0.006054 | -0.0696 | 0.527674 |
| 39 | -0.006552 | -0.0753 | 0.529947 |
| 40 | -0.004875 | -0.056 | 0.52229 |
| 41 | 0.007743 | 0.089 | 0.464626 |
| 42 | -0.008779 | -0.1009 | 0.540094 |
| 43 | -0.010712 | -0.1231 | 0.548879 |
| 44 | 0.002321 | 0.0267 | 0.489382 |
| 45 | -0.007951 | -0.0913 | 0.536324 |
| 46 | 0.006412 | 0.0737 | 0.470695 |
| 47 | -0.00472 | -0.0542 | 0.521583 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t11963294149iwfbr7pllbqya0/13rhp1196330000.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t11963294149iwfbr7pllbqya0/13rhp1196330000.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t11963294149iwfbr7pllbqya0/2podr1196330000.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t11963294149iwfbr7pllbqya0/2podr1196330000.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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Software written by Ed van Stee & Patrick Wessa
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