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Data:
89.3 88.1 93.6 79.7 83.8 62.3 62.3 77.6 80.3 97 94 75.1 74 77.6 75.1 85 75.4 63.2 64.7 77 82.6 97.6 99 75.3 71.6 76.8 83.9 79.7 77.5 73.1 65.6 85.2 98.3 98 100.6 84.1 76.7 82.4 95.5 79.9 82.4 83.6 73.1 91.1 118.6 102.9 111.8 93.9 91.6 92 91.1 97.5 94.7 96.7 78.7 103.5 113.8 106.1 120.3 114.2 106.3 98.8 113.1 97.7 116.3 107.2 94.5 123.5 126.6 126.5 141.4 124.3 124.9 108.9 126.7 107.7 121.8 118.3 122.8 149.5 147 139.3 162.1 142.2 141.4 124.7 114 126.6 121.9 125.1 122.1 135.9 148.4 137.5 145.3 139.9 128.2 115.4 124.7 111.5 121.1 122.5 127.4 143.7 157.8 148.8 162.9 153.9
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)
1
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
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 #par8 !# ''# par8 <- as.numeric#par8# ox <- x if #par8 ## ''# { if #par2 ## 0# { x <- log#x# } else { x <- #x ^ par2 - 1# / par2 } } else { x <- log#x,base#par8# } if #par3 > 0# x <- diff#x,lag#1,difference#par3# if #par4 > 0# x <- diff#x,lag#par5,difference#par4# bitmap#file#'picts.png'# op <- par#mfrow#c#2,1## plot#ox,type#'l',main#'Original Time Series',xlab#'time',ylab#'value'# if #par8##''# { mytitle <- paste#'Working Time Series #lambda#',par2,', d#',par3,', D#',par4,'#',sep#''# mysub <- paste#'#lambda#',par2,', d#',par3,', D#',par4,', CI#', par7, ', CI type#',par6,'#',sep#''# } else { mytitle <- paste#'Working Time Series #base#',par8,', d#',par3,', D#',par4,'#',sep#''# mysub <- paste#'#base#',par8,', d#',par3,', D#',par4,', CI#', par7, ', CI type#',par6,'#',sep#''# } plot#x,type#'l', main#mytitle,xlab#'time',ylab#'value'# par#op# dev.off## bitmap#file#'pic1.png'# racf <- acf#x, par1, main#'Autocorrelation', xlab#'time lag', ylab#'ACF', ci.type#par6, ci#par7, sub#mysub# dev.off## bitmap#file#'pic2.png'# rpacf <- pacf#x,par1,main#'Partial Autocorrelation',xlab#'lags',ylab#'PACF',sub#mysub# dev.off## 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'#
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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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