| 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 | 6.9282 | 0 |
| 1 | 0.487225 | 3.3756 | 0.000733 |
| 2 | 0.547709 | 3.7946 | 0.000207 |
| 3 | 0.524494 | 3.6338 | 0.000339 |
| 4 | 0.349063 | 2.4184 | 0.009716 |
| 5 | 0.435512 | 3.0173 | 0.002036 |
| 6 | 0.36859 | 2.5537 | 0.006945 |
| 7 | 0.156839 | 1.0866 | 0.141317 |
| 8 | 0.214764 | 1.4879 | 0.071655 |
| 9 | 0.179484 | 1.2435 | 0.109861 |
| 10 | -0.021464 | -0.1487 | 0.558796 |
| 11 | 0.020272 | 0.1404 | 0.444446 |
| 12 | -0.126436 | -0.876 | 0.807297 |
| 13 | -0.098118 | -0.6798 | 0.750047 |
| 14 | -0.071727 | -0.4969 | 0.68925 |
| 15 | -0.110536 | -0.7658 | 0.776233 |
| 16 | -0.162114 | -1.1232 | 0.866521 |
| 17 | -0.127752 | -0.8851 | 0.809741 |
| 18 | -0.145806 | -1.0102 | 0.841261 |
| 19 | -0.229369 | -1.5891 | 0.9407 |
| 20 | -0.109596 | -0.7593 | 0.774309 |
| 21 | -0.138979 | -0.9629 | 0.829782 |
| 22 | -0.147388 | -1.0211 | 0.843846 |
| 23 | -0.071469 | -0.4952 | 0.688624 |
| 24 | -0.178956 | -1.2398 | 0.889469 |
| 25 | -0.148056 | -1.0258 | 0.844927 |
| 26 | -0.039543 | -0.274 | 0.607354 |
| 27 | -0.102772 | -0.712 | 0.760052 |
| 28 | -0.128928 | -0.8932 | 0.811908 |
| 29 | -0.029664 | -0.2055 | 0.580982 |
| 30 | -0.143851 | -0.9966 | 0.838029 |
| 31 | 0.008012 | 0.0555 | 0.477981 |
| 32 | -0.096827 | -0.6708 | 0.747229 |
| 33 | -0.166241 | -1.1517 | 0.872436 |
| 34 | -0.129894 | -0.8999 | 0.813676 |
| 35 | -0.150803 | -1.0448 | 0.849324 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.487225 | 3.3756 | 0.000733 |
| 1 | 0.406919 | 2.8192 | 0.003488 |
| 2 | 0.263956 | 1.8287 | 0.036828 |
| 3 | -0.094365 | -0.6538 | 0.741814 |
| 4 | 0.111941 | 0.7755 | 0.22091 |
| 5 | 0.073125 | 0.5066 | 0.307369 |
| 6 | -0.276882 | -1.9183 | 0.969484 |
| 7 | -0.083617 | -0.5793 | 0.717458 |
| 8 | 0.12461 | 0.8633 | 0.196126 |
| 9 | -0.226369 | -1.5683 | 0.938313 |
| 10 | -0.1709 | -1.184 | 0.878884 |
| 11 | -0.077196 | -0.5348 | 0.702381 |
| 12 | 0.156466 | 1.084 | 0.141884 |
| 13 | 0.012559 | 0.087 | 0.465512 |
| 14 | 0.056874 | 0.394 | 0.347649 |
| 15 | 0.018975 | 0.1315 | 0.447978 |
| 16 | 0.010384 | 0.0719 | 0.471473 |
| 17 | -0.020014 | -0.1387 | 0.554852 |
| 18 | -0.220157 | -1.5253 | 0.933125 |
| 19 | 0.082157 | 0.5692 | 0.285937 |
| 20 | 0.15019 | 1.0405 | 0.151649 |
| 21 | -0.133476 | -0.9247 | 0.820138 |
| 22 | -0.083069 | -0.5755 | 0.716186 |
| 23 | -0.052343 | -0.3626 | 0.640769 |
| 24 | 0.03821 | 0.2647 | 0.396177 |
| 25 | 0.052192 | 0.3616 | 0.359619 |
| 26 | 0.051947 | 0.3599 | 0.36025 |
| 27 | -0.110096 | -0.7628 | 0.775334 |
| 28 | 0.022525 | 0.1561 | 0.438322 |
| 29 | -0.058257 | -0.4036 | 0.655855 |
| 30 | 0.059303 | 0.4109 | 0.341502 |
| 31 | -0.165289 | -1.1452 | 0.871089 |
| 32 | -0.074716 | -0.5176 | 0.696458 |
| 33 | -0.093061 | -0.6447 | 0.73892 |
| 34 | -0.082705 | -0.573 | 0.71534 |
| 35 | 0.040045 | 0.2774 | 0.391318 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/30/t11964320945yob6vrqmxihys5/103pk1196432617.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/30/t11964320945yob6vrqmxihys5/103pk1196432617.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/30/t11964320945yob6vrqmxihys5/2dmtv1196432617.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/30/t11964320945yob6vrqmxihys5/2dmtv1196432617.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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