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Data:
-0.24320322098871 3.9523939676656E-14 0.24320322098874 -5.7731597280508E-15 -5.7731597280508E-15 -5.7731597280508E-15 -5.7731597280508E-15 -0.24320322098871 3.9523939676656E-14 3.9523939676656E-14 0.01889076246954 -0.018890762469514 3.9523939676656E-14 0.01889076246954 -0.018890762469514 0.01889076246954 -1.4210854715202E-14 -1.4210854715202E-14 -1.4210854715202E-14 -0.077171589615714 -2.0872192862953E-14 -2.0872192862953E-14 -0.010797183330221 4.3076653355456E-14 0.00063836580524335 -0.00063836580522958 4.3076653355456E-14 4.3076653355456E-14 4.3076653355456E-14 4.3076653355456E-14 0.010797183330243 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -0.010797183330221 0.010797183330243 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -0.010797183330221 0.010797183330243 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -2.0872192862953E-14 -0.33710414817462 -0.020563978997795 0.020563978997754 4.8849813083507E-15 4.8849813083507E-15 -0.036039936483195 0.015475957485402 -4.5741188614556E-14 -4.5741188614556E-14 -4.5741188614556E-14 -4.5741188614556E-14 -4.5741188614556E-14 -4.5741188614556E-14 -4.5741188614556E-14 -0.0063434739221457 0.026907452919929 4.8849813083507E-15 -0.020563978997795 -4.5741188614556E-14 -4.5741188614556E-14 -0.021918685707646 8.8817841970013E-16 0.014665707402601 -0.01466570740263 -0.079734968018899 0.094400675421454 -2.9753977059954E-14 -2.9753977059954E-14 -2.9753977059954E-14 -0.01466570740263 8.8817841970013E-16 8.8817841970013E-16 0.014665707402601 -2.9753977059954E-14 -0.01466570740263 -0.0055555698445993 -0.018744691286197 -4.6185277824407E-14 -4.6185277824407E-14 0.018744691286154 2.6645352591004E-15 -0.018744691286197 -0.0056926149932464 -0.01921288685996 3.1086244689504E-14 3.1086244689504E-14 0.00096946202453108 -1.6875389974302E-14 -1.6875389974302E-14 -0.00096946202451687 0.00096946202453108 -1.6875389974302E-14 -0.00096946202451687 3.1086244689504E-14 3.1086244689504E-14 3.1086244689504E-14 3.1086244689504E-14 3.1086244689504E-14 3.1086244689504E-14 3.1086244689504E-14 -0.24125023635047 0.24125023635051 3.1086244689504E-14 3.1086244689504E-14 3.1086244689504E-14 0.019212886860031 4.0412118096356E-14 4.0412118096356E-14 4.0412118096356E-14 -0.01921288685996 3.1086244689504E-14 3.1086244689504E-14 -0.071351199555069 9.3258734068513E-15 9.3258734068513E-15 9.3258734068513E-15 9.3258734068513E-15 -0.01892800988549 2.8421709430404E-14 2.8421709430404E-14 2.8421709430404E-14 2.8421709430404E-14 0.018928009885528 9.3258734068513E-15 -0.01892800988549 -0.034560675065472 -0.011049836186604 -1.9539925233403E-14 -1.9539925233403E-14 -1.9539925233403E-14 0.01104983618658 -4.4408920985006E-15 -4.4408920985006E-15 -4.4408920985006E-15 -4.4408920985006E-15 -4.4408920985006E-15 -0.011049836186604 -0.10043439732182 0.11148423350835 -4.4408920985006E-15 -4.4408920985006E-15 -4.4408920985006E-15 -4.4408920985006E-15 -0.1114842335084 0.11148423350835 -4.4408920985006E-15 -4.4408920985006E-15 -4.4408920985006E-15 -0.1114842335084 -4.8849813083507E-14 -0.017348638334649 0.012422519998564 0.021978906718807 3.1974423109205E-14 3.1974423109205E-14 -0.021978906718768 6.6613381477509E-15 6.6613381477509E-15 6.6613381477509E-15 0.021978906718807 -0.021978906718768 6.6613381477509E-15 6.6613381477509E-15 6.6613381477509E-15 0.021978906718807 3.1974423109205E-14 -0.021978906718768 0.021978906718807 -0.021978906718768 0.021978906718807 3.1974423109205E-14 3.1974423109205E-14 -0.021978906718768 6.6613381477509E-15 0.021978906718807 3.1974423109205E-14 -0.034401426717368 0.034401426717364 3.1974423109205E-14 0.034424764212532 -0.068826190929888 0.068826190929864 1.1546319456102E-14
Sample Range:
(leave blank to include all observations)
From:
To:
Number of time lags
Apollo Oil Corp.
Default
5
6
7
8
9
10
11
12
24
36
48
60
Box-Cox transformation parameter (Lambda)
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)
Time series of Xycoon Stock Exchange
0
1
2
Degree of seasonal differencing (D)
No season
0
1
2
Seasonality
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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' par7 <- as.numeric(par7) 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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) 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 2:(par1+1)) { 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(abs(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,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(abs(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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