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Data:
0.0060913893934256 -0.0060913893933763 2.5757174171304E-14 2.5757174171304E-14 2.5757174171304E-14 0.016161967957026 -0.016161967956973 2.5757174171304E-14 2.5757174171304E-14 0.016161967957026 -0.016161967956973 2.5757174171304E-14 2.5757174171304E-14 2.5757174171304E-14 0.016161967957026 2.7089441800854E-14 0.0040000053333271 -1.8651746813703E-14 -0.018127384592519 3.8191672047105E-14 -0.0020345886977617 -0.016427474141974 -2.6645352591004E-14 -2.6645352591004E-14 0.0010346612407734 -2.6645352591004E-15 -0.0010346612408028 0.0010346612407734 -2.6645352591004E-15 -2.6645352591004E-15 -2.6645352591004E-15 -0.0010346612408028 -2.6645352591004E-14 0.0010346612407734 -2.6645352591004E-15 -0.0010346612408028 -2.6645352591004E-14 -2.6645352591004E-14 -2.6645352591004E-14 -2.6645352591004E-14 -2.6645352591004E-14 0.0010346612407734 -2.6645352591004E-15 -0.0010346612408028 -2.6645352591004E-14 -2.6645352591004E-14 -2.6645352591004E-14 -2.6645352591004E-14 -2.6645352591004E-14 -2.6645352591004E-14 -2.6645352591004E-14 -2.6645352591004E-14 -2.6645352591004E-14 -2.6645352591004E-14 -2.6645352591004E-14 -2.6645352591004E-14 0.0010346612407734 -2.6645352591004E-15 -0.0010346612408028 0.0010346612407734 -2.6645352591004E-15 -2.6645352591004E-15 -0.0010346612408028 -2.6645352591004E-14 -2.6645352591004E-14 0.0010346612407734 -2.6645352591004E-15 -2.6645352591004E-15 -2.6645352591004E-15 -0.0010346612408028 -0.070769070888227 -0.01342302033212 -0.018182319083179 1.1546319456102E-14 1.1546319456102E-14 1.1546319456102E-14 1.1546319456102E-14 0.018182319083212 2.1316282072803E-14 2.1316282072803E-14 -0.018182319083179 0.018182319083212 2.1316282072803E-14 2.1316282072803E-14 -0.018182319083179 0.018182319083212 2.1316282072803E-14 -0.42078455664168 -1.1102230246252E-15 -1.1102230246252E-15 -1.1102230246252E-15 -1.1102230246252E-15 -1.1102230246252E-15 -1.1102230246252E-15 -1.1102230246252E-15 -1.1102230246252E-15 -1.1102230246252E-15 -1.1102230246252E-15 -1.1102230246252E-15 -1.1102230246252E-15 -1.1102230246252E-15 -0.005159082810001 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 2.6423307986079E-14 -0.053109825313974 -0.059943035967025 8.4376949871512E-15 8.4376949871512E-15 8.4376949871512E-15 8.4376949871512E-15 8.4376949871512E-15 8.4376949871512E-15 8.4376949871512E-15 8.4376949871512E-15 8.4376949871512E-15 0.30110509278391 -1.3322676295502E-14 0.21970908886559 1.1546319456102E-14 1.1546319456102E-14 1.1546319456102E-14 1.1546319456102E-14 1.1546319456102E-14 1.1546319456102E-14 1.1546319456102E-14 -0.14805309995919 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -4.8405723873657E-14 -0.43242091809665 4.4186876380081E-14 0.074985806884544 -1.8651746813703E-14 -0.27383666562972 0.27383666562971 -1.8651746813703E-14 -1.8651746813703E-14 -1.8651746813703E-14 -1.8651746813703E-14 -1.8651746813703E-14 -1.8651746813703E-14 -1.8651746813703E-14
Sample Range:
(leave blank to include all observations)
From:
To:
Number of time lags
Default
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 (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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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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