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Data:
-0.0161470029182524 -0.00217918117242405 -0.00101681243724944 0.0302647334318750 -0.0103707758693905 -0.0316283943452303 0.0482250575030986 -0.00778388058255816 0.0739213560071713 -0.0355219211705796 -0.0465860499530978 -0.0183359518482659 0.0849309396182536 -0.00472883479485204 -0.0457663996097076 0.0194892368208509 -0.0844586838805345 0.0158438070140536 0.0249353169266053 -0.0154862497940329 -0.0570963231046569 0.0194811649211625 0.05542357887686 -0.0184271136655211 0.0550211854847744 0.0139860059849044 0.0180850001205276 0.0113435104270672 -0.00975914295057982 0.0183856587950422 0.0651601806871196 -0.00180131284799998 -0.0380454828469899 0.0227023476550891 -0.0233128896761908 -0.0333407722698318 -0.0775215156899833 0.0279606227704031 -0.0189672425012947 0.0261649400887914 0.0280801227662849 -0.00982841149575672 0.0757245409696279 -0.0456789455501814 -0.0274673712585132 -0.0363291869956202 0.0677351537467136 0.0477360963481313 0.0230282564519755 0.0387067842378921 0.0417253858710914 0.0146246322736662 0.0227143621321611 0.0433601386275023 -0.00274115692977646 -0.0129603851411029 -0.00934895009209842 -0.0515257082121934 0.00443386032185225 0.0518640157456822 0.0171664295790064 0.0376182080442142 0.0039243188528491 -0.0577965899903973 -0.0146157607324355 -0.0184907295399863 -0.0449466844100761 0.0235491858576680 -0.0513516327592869
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')
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Raw Input
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Raw Output
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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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