WS11_Q1_Webstek
| 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 | 7.746 | 0 |
| 1 | 0.127423 | 0.987 | 0.163801 |
| 2 | -0.028998 | -0.2246 | 0.58848 |
| 3 | 0.026844 | 0.2079 | 0.417992 |
| 4 | -0.005511 | -0.0427 | 0.516954 |
| 5 | 0.072436 | 0.5611 | 0.288414 |
| 6 | 0.078338 | 0.6068 | 0.273136 |
| 7 | 0.106676 | 0.8263 | 0.205951 |
| 8 | 0.099701 | 0.7723 | 0.221491 |
| 9 | 0.155056 | 1.2011 | 0.117224 |
| 10 | -0.100006 | -0.7746 | 0.779203 |
| 11 | -0.038676 | -0.2996 | 0.617235 |
| 12 | -0.169341 | -1.3117 | 0.902693 |
| 13 | 0.013332 | 0.1033 | 0.459046 |
| 14 | 0.228576 | 1.7705 | 0.040858 |
| 15 | 0.067221 | 0.5207 | 0.302248 |
| 16 | 0.048894 | 0.3787 | 0.353111 |
| 17 | -0.162511 | -1.2588 | 0.893512 |
| 18 | 0.089751 | 0.6952 | 0.244805 |
| 19 | 0.060493 | 0.4686 | 0.320534 |
| 20 | 0.002692 | 0.0209 | 0.491716 |
| 21 | 0.046785 | 0.3624 | 0.359165 |
| 22 | 0.06687 | 0.518 | 0.30319 |
| 23 | 0.205954 | 1.5953 | 0.057949 |
| 24 | -0.037824 | -0.293 | 0.614726 |
| 25 | -0.104498 | -0.8094 | 0.789268 |
| 26 | -0.184957 | -1.4327 | 0.921429 |
| 27 | 0.059207 | 0.4586 | 0.324084 |
| 28 | -0.005564 | -0.0431 | 0.517117 |
| 29 | 0.099599 | 0.7715 | 0.221723 |
| 30 | -0.104394 | -0.8086 | 0.78904 |
| 31 | -0.128496 | -0.9953 | 0.838213 |
| 32 | 0.041056 | 0.318 | 0.375789 |
| 33 | -0.087441 | -0.6773 | 0.749595 |
| 34 | 0.007367 | 0.0571 | 0.477342 |
| 35 | -0.05517 | -0.4273 | 0.66467 |
| 36 | -0.050816 | -0.3936 | 0.652373 |
| 37 | 0.042951 | 0.3327 | 0.370261 |
| 38 | 0.051265 | 0.3971 | 0.346353 |
| 39 | -0.099911 | -0.7739 | 0.778989 |
| 40 | -0.053827 | -0.4169 | 0.660896 |
| 41 | 0.072246 | 0.5596 | 0.288914 |
| 42 | -0.011776 | -0.0912 | 0.536187 |
| 43 | 0.07188 | 0.5568 | 0.289875 |
| 44 | -0.083766 | -0.6489 | 0.740545 |
| 45 | -0.108399 | -0.8397 | 0.797783 |
| 46 | -0.077914 | -0.6035 | 0.725782 |
| 47 | -0.131512 | -1.0187 | 0.843778 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.127423 | 0.987 | 0.163801 |
| 1 | -0.045981 | -0.3562 | 0.638518 |
| 2 | 0.03725 | 0.2885 | 0.386964 |
| 3 | -0.015667 | -0.1214 | 0.548093 |
| 4 | 0.079289 | 0.6142 | 0.270712 |
| 5 | 0.057591 | 0.4461 | 0.328567 |
| 6 | 0.098654 | 0.7642 | 0.22388 |
| 7 | 0.077304 | 0.5988 | 0.275782 |
| 8 | 0.14727 | 1.1407 | 0.129254 |
| 9 | -0.143793 | -1.1138 | 0.865101 |
| 10 | -0.004198 | -0.0325 | 0.512916 |
| 11 | -0.221445 | -1.7153 | 0.954275 |
| 12 | 0.05431 | 0.4207 | 0.337746 |
| 13 | 0.168242 | 1.3032 | 0.098743 |
| 14 | 0.031468 | 0.2437 | 0.404129 |
| 15 | 0.042419 | 0.3286 | 0.371811 |
| 16 | -0.18484 | -1.4318 | 0.9213 |
| 17 | 0.178263 | 1.3808 | 0.086228 |
| 18 | 0.05594 | 0.4333 | 0.333173 |
| 19 | 0.012833 | 0.0994 | 0.460574 |
| 20 | 0.040775 | 0.3158 | 0.376608 |
| 21 | -0.041449 | -0.3211 | 0.625362 |
| 22 | 0.179833 | 1.393 | 0.084383 |
| 23 | -0.118099 | -0.9148 | 0.818018 |
| 24 | -0.080923 | -0.6268 | 0.733425 |
| 25 | -0.120028 | -0.9297 | 0.821882 |
| 26 | 0.013239 | 0.1025 | 0.459331 |
| 27 | -0.052004 | -0.4028 | 0.655743 |
| 28 | 0.052161 | 0.404 | 0.343811 |
| 29 | -0.178139 | -1.3799 | 0.913625 |
| 30 | 0.035847 | 0.2777 | 0.391109 |
| 31 | -0.020266 | -0.157 | 0.562106 |
| 32 | 0.04349 | 0.3369 | 0.368696 |
| 33 | 0.016049 | 0.1243 | 0.450741 |
| 34 | 0.0292 | 0.2262 | 0.410914 |
| 35 | -0.113709 | -0.8808 | 0.809026 |
| 36 | -0.019505 | -0.1511 | 0.559791 |
| 37 | 0.023806 | 0.1844 | 0.427159 |
| 38 | -0.009538 | -0.0739 | 0.529324 |
| 39 | 0.060873 | 0.4715 | 0.319491 |
| 40 | 0.002719 | 0.0211 | 0.491633 |
| 41 | -0.061178 | -0.4739 | 0.681348 |
| 42 | 0.019197 | 0.1487 | 0.441146 |
| 43 | 0.004645 | 0.036 | 0.485709 |
| 44 | -0.093256 | -0.7224 | 0.76356 |
| 45 | -0.093115 | -0.7213 | 0.763226 |
| 46 | -0.166244 | -1.2877 | 0.898605 |
| 47 | -0.025302 | -0.196 | 0.577359 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/30/t11964326454fq1rqwon560e9x/1xtxe1196433258.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/30/t11964326454fq1rqwon560e9x/1xtxe1196433258.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/30/t11964326454fq1rqwon560e9x/26amb1196433258.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/30/t11964326454fq1rqwon560e9x/26amb1196433258.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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