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Data:
0.0752994101837376 -3.14700395116914 -2.47349546522743 -4.99251393436674 8.50731827303442 -2.16296132761318 -4.57417744084085 -0.225023802322432 0.773120583025641 5.61875385028389 -2.19050905866029 3.02386986944502 -0.234412715957203 3.98774513237866 -0.322671610641998 -6.60718570492927 -0.23777454931973 -6.09598421072851 -1.43436689297905 -1.96435671813545 -1.26878359038875 -0.245363473695155 -2.78257990576489 -4.40825821800731 4.06226710314469 -0.371336627104249 0.852813864171328 8.65845790401914 3.01369763183328 -2.40730359118334 6.12354542382898 0.619728746512792 1.89821092488078 -1.16752907187817 -6.24275796248451 -3.72914525246775 3.69405286823824 -6.45515383392024 -4.24390148729987 -6.39067827595839 3.65797375565865 -2.28833326367129 2.32514561894615 -5.37887350693019 0.443139073739122 -0.9274743961954 -7.41598623255795 4.69002266502663 6.27668276362856 4.05774582562774 -1.29164513132306 7.91715343813355 -2.46639083761789 7.15490950988381 5.65110067953293 2.89195372107196 -2.19949157907185 -1.94065209264981 3.21380896451048 3.50411640860489 -1.68046453086958 1.05844832456957 1.81665657725699 4.76943632911119 -1.14477159920592 -0.569988072906385 -0.365451044330128 2.14484935836149 1.90832432847442 -7.61612502300154
Sample Range:
(leave blank to include all observations)
From:
To:
Number of time lags
48
Default
5
6
7
8
9
10
11
12
24
36
48
60
Box-Cox transformation parameter (Lambda)
1
1
-2.0
-1.9
-1.8
-1.7
-1.6
-1.5
-1.4
-1.3
-1.2
-1.1
-1.0
-0.9
-0.8
-0.7
-0.6
-0.5
-0.4
-0.3
-0.2
-0.1
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
Degree of non-seasonal differencing (d)
0
0
1
2
Degree of seasonal differencing (D)
0
0
1
2
Seasonality
12
12
1
2
3
4
6
12
CI type
White Noise
MA
Confidence Interval
Use logarithms with this base
(overrules the Box-Cox lambda parameter)
(?)
Chart options
R Code
if (par1 == 'Default') { 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')
Compute
Summary of computational transaction
Raw Input
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Raw Output
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Computing time
1 seconds
R Server
Big Analytics Cloud Computing Center
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