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Data:
1.386 1.388 1.391 1.394 1.402 1.414 1.419 1.419 1.42 1.424 1.431 1.438 1.44 1.437 1.437 1.439 1.439 1.438 1.437 1.437 1.43 1.43 1.432 1.427 1.422 1.417 1.416 1.414 1.414 1.415 1.414 1.414 1.415 1.415 1.414 1.414 1.415 1.42 1.425 1.425 1.425 1.424 1.426 1.428 1.429 1.433 1.435 1.44 1.442 1.442 1.444 1.444 1.445 1.448 1.447 1.445 1.445 1.447 1.447 1.447 1.446 1.447 1.446 1.445 1.447 1.447 1.447 1.445 1.448 1.45 1.449 1.452 1.454 1.455 1.459 1.465 1.463 1.463 1.465 1.467 1.466 1.466 1.466 1.462 1.463 1.464 1.464 1.464 1.461 1.462 1.458 1.458 1.459 1.459 1.458 1.457 1.458 1.456 1.456 1.456 1.457 1.457 1.455 1.456 1.455 1.455 1.457 1.457 1.456 1.451 1.449 1.445 1.445 1.447 1.446 1.446 1.444 1.446 1.445 1.445 1.444 1.446 1.446 1.445 1.446 1.442 1.442 1.443 1.439 1.434 1.429 1.427 1.425 1.425 1.426 1.426 1.426 1.424 1.425 1.423 1.423 1.425 1.423 1.422 1.418 1.417 1.415 1.415 1.415 1.417 1.416 1.416 1.416 1.407 1.408 1.409 1.403 1.4 1.397 1.397 1.391 1.391 1.392 1.388 1.386 1.384 1.381 1.376 1.375 1.377 1.376 1.374 1.371 1.369 1.366 1.367 1.367 1.367 1.367 1.367 1.367 1.365 1.366 1.367 1.367 1.371 1.375 1.38 1.385 1.385 1.387 1.391 1.394 1.396 1.397 1.402 1.402 1.404 1.408 1.415 1.419 1.429 1.434 1.435 1.437 1.437 1.437 1.436 1.438 1.436 1.436 1.437 1.437 1.437 1.436 1.437 1.435 1.435 1.437 1.437 1.44 1.445 1.451 1.45 1.45 1.452 1.454 1.457 1.459 1.466 1.469 1.469 1.47 1.474 1.475 1.475 1.475 1.473 1.473 1.475 1.476 1.476 1.476 1.476 1.475 1.474 1.476 1.476 1.477 1.476 1.478 1.478 1.478 1.479 1.477 1.476 1.475 1.476 1.473 1.473 1.475 1.474 1.474 1.472 1.472 1.471 1.471 1.472 1.472 1.473 1.469 1.468 1.467 1.467 1.483 1.487 1.486 1.484 1.485 1.484 1.484 1.486 1.486 1.486 1.493 1.496 1.498 1.499 1.5 1.501 1.502 1.5 1.497 1.494 1.494 1.496 1.493 1.492 1.489 1.489 1.484 1.485 1.486 1.486 1.485 1.483 1.485 1.481 1.482 1.483 1.483 1.483 1.48 1.479 1.475 1.475 1.477 1.475 1.474 1.472 1.473 1.471 1.471 1.473 1.475 1.474 1.472 1.474 1.472 1.472 1.474 1.474 1.473 1.471 1.472 1.468 1.468 1.47 1.468 1.466 1.463 1.46 1.452 1.452 1.454 1.449 1.446 1.445 1.447 1.443 1.443 1.445 1.445 1.442 1.437 1.437 1.434 1.434 1.436 1.434 1.434 1.433 1.434 1.433 1.433 1.435 1.441 1.443 1.442 1.444 1.443 1.443 1.444 1.445 1.449 1.449 1.453 1.452 1.452 1.455 1.454 1.454 1.453 1.453 1.451 1.452 1.455 1.454 1.455 1.453 1.457 1.456 1.456 1.458 1.459 1.458 1.457 1.461 1.46 1.46 1.462 1.463 1.462 1.462 1.464 1.464 1.464 1.466 1.469 1.474 1.473 1.478 1.477 1.478 1.48 1.482 1.482 1.48 1.482 1.48 1.48 1.482 1.481 1.479 1.474 1.475 1.468 1.467 1.468 1.466 1.464 1.462 1.464 1.46 1.46 1.461 1.458 1.455 1.453 1.45 1.444 1.444 1.446 1.444 1.443 1.437 1.435 1.432 1.43 1.434 1.434 1.433 1.432 1.434 1.435 1.436 1.436 1.438 1.442 1.44 1.442 1.438 1.437 1.44 1.439 1.439 1.437 1.433 1.422 1.422 1.424 1.418 1.409 1.402 1.395 1.391 1.391 1.392 1.392 1.391 1.389 1.391 1.39 1.391 1.393 1.391 1.392 1.387 1.384 1.381 1.382 1.383 1.384 1.383 1.381 1.384 1.382 1.382 1.384 1.384 1.384 1.382 1.389 1.394 1.397 1.396 1.398 1.399 1.398 1.4 1.396 1.397 1.399 1.398 1.399 1.399 1.401 1.398 1.399 1.401 1.399 1.395 1.392 1.393 1.39 1.39 1.391 1.392 1.392 1.39 1.391 1.39 1.391 1.393 1.394 1.393 1.392 1.396 1.394 1.394 1.396 1.397 1.396 1.395 1.396 1.395 1.396 1.397 1.399 1.396 1.398 1.404 1.407 1.408 1.411 1.411 1.412 1.416 1.419 1.418 1.419 1.421 1.421 1.421 1.42 1.427 1.426 1.429 1.429 1.429 1.429 1.427 1.429 1.426 1.428 1.428 1.429 1.428 1.427 1.429 1.427 1.428 1.43 1.43 1.429 1.426 1.421 1.418 1.418 1.419 1.419 1.419 1.417 1.418 1.417 1.419 1.421 1.424 1.429 1.427 1.43 1.427 1.428 1.43 1.429 1.433 1.437 1.442 1.441 1.443 1.444 1.445 1.444 1.442 1.444 1.443 1.444 1.446 1.445 1.444 1.442 1.444 1.442 1.442 1.444 1.443 1.442 1.439 1.441 1.435 1.436 1.438 1.434 1.426 1.421 1.418 1.412 1.413 1.414 1.413 1.412 1.411 1.414 1.41 1.411 1.413 1.413 1.412 1.411 1.413 1.411 1.413 1.414 1.41 1.409 1.407 1.408 1.405 1.405 1.407 1.407 1.407 1.404 1.401 1.392 1.393 1.394 1.392 1.391 1.388 1.39 1.386 1.388 1.39 1.389 1.386 1.382 1.38 1.376 1.378 1.379 1.379 1.378 1.378 1.381 1.379 1.38 1.382 1.384 1.384 1.383 1.391 1.392 1.394 1.396 1.398 1.402 1.403 1.408 1.405 1.406 1.408 1.408 1.407 1.405 1.409 1.406 1.407 1.408 1.408 1.407 1.405 1.407 1.403 1.404 1.405 1.404 1.399 1.396 1.398 1.399 1.4 1.401 1.402 1.402 1.4 1.404 1.403 1.404 1.404 1.404 1.44 1.438 1.441 1.438 1.439 1.44 1.44 1.437 1.434 1.437 1.435 1.435 1.437 1.434 1.431 1.426 1.426 1.423 1.425 1.426 1.427 1.424 1.422 1.427 1.424 1.426 1.427 1.429 1.427 1.425 1.427 1.425 1.426 1.428 1.427 1.427 1.425 1.428 1.426 1.428 1.429 1.434 1.434 1.435 1.439 1.437 1.438 1.439 1.439 1.439 1.438 1.442 1.441 1.441 1.442 1.442 1.44 1.438 1.439 1.435 1.435 1.437 1.438 1.434 1.429 1.43 1.424 1.424 1.425 1.423 1.42 1.415 1.413 1.409 1.409 1.411 1.41 1.406 1.4 1.4 1.4 1.401 1.402 1.407 1.408 1.407 1.41 1.41 1.411 1.412 1.418 1.419 1.416 1.419 1.417 1.418 1.42 1.419 1.419 1.417 1.419 1.417 1.418 1.42 1.421 1.421 1.425 1.429 1.428 1.428 1.429 1.43 1.429 1.428 1.431 1.429 1.43 1.431 1.431 1.429 1.428 1.428 1.424 1.424 1.425 1.422 1.42 1.418 1.42 1.418 1.419 1.421 1.421 1.421 1.423 1.428 1.427 1.428 1.43 1.431 1.429 1.428 1.43 1.428 1.429 1.43 1.43 1.429 1.427 1.43 1.428 1.429 1.43 1.431 1.427 1.424 1.422 1.419 1.42 1.421 1.421 1.421 1.42 1.423 1.427 1.428 1.43 1.43 1.429 1.434 1.442 1.445 1.447 1.448 1.448 1.448 1.447 1.449 1.447 1.448 1.449 1.449 1.444 1.439 1.439 1.432 1.433 1.435 1.433 1.427 1.424 1.424 1.42 1.421 1.422 1.42 1.42 1.419 1.42 1.414 1.415 1.416 1.416 1.418 1.418 1.419 1.417 1.418 1.42 1.419 1.422 1.425 1.427 1.425 1.426 1.427 1.425 1.421 1.418 1.42 1.419 1.421 1.421 1.421 1.419 1.417 1.419 1.418 1.418 1.419 1.415 1.412 1.408 1.41 1.409 1.409 1.411 1.411 1.414 1.413 1.421 1.421 1.421 1.424 1.425 1.426 1.422 1.424 1.427 1.426 1.428 1.427 1.427 1.422 1.419 1.415 1.415 1.416 1.413 1.409 1.408 1.409 1.408 1.407 1.41 1.409 1.407 1.404 1.405 1.406 1.406 1.408 1.408 1.412 1.414 1.411 1.406 1.406 1.409 1.405 1.4 1.393 1.387 1.378 1.378 1.378 1.374 1.37 1.361 1.355 1.351 1.35 1.352 1.35 1.349 1.351 1.356 1.355 1.355 1.357 1.357 1.357 1.355 1.358 1.357 1.358 1.361 1.365 1.366 1.364 1.366 1.364 1.364 1.367 1.372 1.373 1.371 1.374 1.365 1.365 1.368 1.362 1.36 1.356 1.357 1.352 1.352 1.354 1.347 1.344 1.342 1.342 1.33 1.33 1.332 1.323 1.319 1.313 1.313 1.304 1.304 1.305 1.299 1.291 1.283 1.28 1.27 1.27 1.271 1.261 1.252 1.24 1.236 1.228 1.228 1.229 1.227 1.225 1.221 1.223 1.222 1.222 1.223 1.217 1.212 1.207 1.208 1.206 1.206 1.208 1.207 1.206 1.203 1.205 1.198 1.2 1.201 1.197 1.191 1.186 1.187 1.184 1.185 1.187 1.187 1.186 1.185 1.186 1.184 1.184 1.187 1.188 1.189 1.188 1.19 1.19 1.192 1.194 1.201 1.21 1.219 1.222 1.225 1.225 1.229 1.237 1.249 1.255 1.26 1.267 1.268 1.271 1.276 1.279 1.28 1.282 1.28 1.28 1.282 1.283 1.283 1.282 1.289 1.291 1.291 1.293 1.293 1.293 1.291 1.293 1.292 1.292 1.294 1.294 1.294 1.292 1.293 1.292 1.291 1.293 1.292 1.287 1.283 1.284 1.278 1.278 1.28 1.279 1.28 1.277 1.278 1.276 1.277 1.278 1.277 1.275 1.273 1.27 1.268 1.268 1.269 1.27 1.269 1.268 1.268 1.261 1.262 1.263 1.264 1.269 1.272 1.282 1.288 1.289 1.291 1.294 1.299 1.3 1.304 1.31 1.31 1.309 1.312 1.312 1.312 1.31 1.306 1.306 1.307 1.306 1.307 1.312 1.313 1.312 1.312 1.313 1.31 1.309 1.309 1.311 1.31 1.31 1.312 1.313 1.313 1.308 1.309 1.308 1.309 1.309 1.31 1.313 1.312 1.31 1.306 1.306 1.304 1.309 1.31 1.31 1.309 1.303 1.302 1.304 1.302 1.301 1.302 1.302 1.301 1.302 1.304 1.305 1.305 1.304 1.305 1.299 1.299 1.301 1.297 1.296 1.295 1.295 1.293 1.293 1.295 1.295 1.295 1.293 1.294 1.294 1.293 1.295 1.294 1.289 1.285 1.284 1.28 1.28 1.281 1.28 1.275 1.267 1.262 1.254 1.254 1.255 1.251 1.245 1.242 1.242 1.239 1.24 1.239 1.233 1.225 1.22 1.22 1.218 1.219 1.22 1.218 1.215 1.21 1.209 1.203 1.203 1.204 1.201 1.197 1.194 1.194 1.193 1.193 1.194 1.194 1.194 1.192 1.19 1.181 1.181 1.181 1.172 1.163 1.157 1.156 1.155 1.155 1.157 1.165 1.174 1.175 1.181 1.186 1.188 1.19 1.196 1.197 1.199 1.2 1.199 1.199 1.201 1.2 1.198 1.198 1.199 1.193 1.194 1.196 1.194 1.193 1.193 1.189 1.185 1.184 1.186 1.185 1.182 1.181 1.184 1.181 1.181 1.185 1.184 1.187 1.19 1.193 1.196 1.197 1.2 1.201 1.199 1.195 1.193 1.187 1.188 1.19 1.186 1.179 1.172 1.172 1.17 1.17 1.172 1.172 1.17 1.169 1.175 1.173 1.173 1.175 1.18 1.187 1.196 1.199 1.198 1.198 1.202 1.206 1.207 1.208 1.208 1.203 1.204 1.206 1.199 1.195 1.191 1.191 1.186 1.186 1.188 1.184 1.181 1.181 1.182 1.18 1.18 1.182 1.177 1.172 1.168 1.162 1.157 1.157 1.159 1.158 1.151 1.143 1.139 1.129 1.129 1.131 1.122 1.113 1.107 1.101 1.094 1.094 1.096 1.087 1.081 1.078 1.071 1.07 1.07 1.071 1.068 1.064 1.067
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
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) x <- na.omit(x) 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() (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
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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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