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Data:
1213.8 1245.6 1306.3 1255.8 1257.6 1287.8 1300.4 1320.9 1370.8 1327.3 1320 1345.3 1346.7 1395.4 1462 1491.6 1461.8 1477.9 1490.3 1521.1 1561.9 1552.6 1523.6 1548.3 1552.4 1587 1621.3 1648.7 1641.8 1650.6 1688.6 1670.7 1682.2 1678.9 1650.6 1662.4 1664.5 1683.2 1736.2 1747.6 1749 1759.7 1793.6 1817.4 1858.4 1839.9 1809.1 1877.7 1880.3 1930.9 2039.3 1992.7 1987.8 1984.4 2016.5 2016.7 2064.1 2031.5 2000.3 2057.8 2041.2 2093.2 2158.3 2128.8 2131.9 2170.3 2190.8 2217.7 2254.4 2223.3 2210.5 2250.8 2249.1 2288.6 2329.2 2313.8 2309.8 2345.9 2361.3 2372 2410.4 2398.5 2362.3 2419.1 2421.6 2465 2480.5 2506.1 2506.6 2525.8 2550 2578.3 2807.8 2815.3 2767.7 2815.4 2838.8 2864 2948.6 2922.8 2917.2 2936.8 2993.4 3007.8 3046.3 3011.5 2958.6 3019.8 2998.5 3040.4 3166 3110 3099.2 3150.3 3163.6 3182.6 3244.4 3223.2 3143.6 3217 3182.3 3217.2 3262.5 3227.9 3171.6 3219 3195.4 3221.6 3262.1 3179.5 3133.6 3219.2 3245 3265.3 3312.5 3383.6 3386.3 3411.1 3467.2 3487.7 3575.5 3571.5 3582.3 3637.1 3685
Sample Range:
(leave blank to include all observations)
From:
To:
Number of time lags
1
Default
5
6
7
8
9
10
11
12
24
36
48
60
Box-Cox transformation parameter (Lambda)
Include Monthly Dummies
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)
No Linear Trend
0
1
2
Degree of seasonal differencing (D)
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')
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Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
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