Send output to:
Browser Blue - Charts White
Browser Black/White
CSV
Data:
0.00% -0.58% -2.23% -1.37% -1.03% 0.04% -0.47% -0.90% -0.04% 0.22% 8.36% 0.23% -1.71% -1.60% -0.55% -1.70% -2.37% 0.40% 0.14% 0.72% 1.54% -0.74% 1.88% 1.67% 0.38% 0.44% -0.82% -0.34% -0.14% -0.90% -0.66% 1.51% 1.55% 0.17% -0.51% 1.64% -0.70% 0.17% -0.27% -1.35% 1.03% 0.68% 0.07% -1.55% 0.89% 0.14% 0.17% 0.00% 0.24% -0.07% -2.53% -0.59% 0.77% 0.21% -1.38% -1.43% 0.21% -0.07% 0.57% 1.16% -0.97% -0.84% 0.07% 0.07% -1.63% -1.22% 0.00% -2.08% 0.00% -0.63% -0.71% -0.30% 1.59% -1.82% -1.25% 0.19% -0.15% -1.04% -0.27% -1.36% 0.16% 0.12% -0.24% 0.12% 0.28% -0.35% -0.08% 0.08% 0.12% -0.28% 0.08% 4.14% -0.45% -0.08% 0.99% 1.32% 0.78% -0.89% -3.65% 0.54% -0.12% -0.62% 0.46% -0.08% 1.23% 0.11% -0.99% -0.77% -0.12% -2.25% -0.71% 1.28% -1.34% -1.00% -0.40% 0.73% 0.64% 0.28% 2.19% 4.10% -0.60% 4.53% 1.08% -0.04% 0.61% 0.00% -4.01% -1.96% 1.66% 0.19% -3.67% 0.88% 5.60% -0.65% -1.82% -1.04% 0.64% 1.52% -0.51% -1.99% 0.45% -1.31% 1.40% 0.19% 0.45% 1.67% 3.39% 3.32% -0.10% 2.05% -2.65% -3.06% 0.07% -0.53% -0.57% -0.36% 0.83% 1.25% 1.31% 0.52% 0.80% 0.52% -1.23% 1.38% 1.30% 0.47% 2.08% 0.26% -0.69% -0.99% 0.10% 0.30% 0.33% 0.43% 0.89% 13.81% -1.84% 3.71% 1.80% -1.08% 0.70% 0.61% -2.71% 1.59% 0.67% -1.22% -0.03% -1.71% -1.00% -1.56% -0.18% -0.06% -1.15% 0.18% 1.46% -1.05% -0.33% 0.71% -0.44% 1.33% 1.05% -1.01% 1.02% -0.43% -0.26% 0.47% 0.23% -0.61% -0.35% -0.23% 0.09% -0.23% -0.29% -0.68% 0.00% 0.41% -0.29% 4.32% -1.36% -0.92% 1.51% -0.26% 0.60% -0.68% -0.80% 2.98% 0.56% 0.98% -0.69% 1.00% -2.15% 0.53% 0.31% 0.56% 1.11% 1.35% -0.08% -0.03% -0.87% 0.77% 0.03% 0.33% -0.65% -0.38% 0.05% 1.78% 1.42% 2.22% 0.78% 3.19% -0.52% 1.18% 3.39% 1.75% 0.75% 0.68% -4.54% 0.32% -0.70% -0.37% -1.62% -0.92% 0.70% 0.05% -0.82% 1.26% 2.41% -0.07% -0.07% -0.34% -1.68% 1.81% 2.24% 0.33% 0.24% -0.66% 0.14% 0.95% -0.68% 1.21% 1.62% 0.97% -0.11% 0.66% 0.18% 1.36% 1.48% -0.60% 0.44% 1.55% 1.00% 1.40% 3.08% -1.19% -0.04% -5.21% -2.75% -1.86% 1.91% 2.83% 0.95% 0.00% 0.07% -0.02% 0.28% -2.50% 0.53% 3.06% -0.45% -0.71% 0.70% 0.67% 1.03% -1.55% 1.21% 1.17% -0.13% 0.25% 2.27% 1.38% -1.08% 0.29% -0.76% 0.80% 1.45% 0.38% 0.06% 1.75% 0.45% 0.35% -0.12% -0.08% -0.14% -0.79% 0.87% 0.90% -0.02% -7.25% 0.84% 1.56% -1.92% -4.51% -1.88% 1.38% 1.41% -2.28% 1.66% 0.76% -0.74% -1.11% 0.68% -0.35% 0.44% 1.12% 1.54% 1.45% -0.06% -2.08% -2.08% 0.75% -2.11% -4.98% -0.70% -1.30% -2.65% 0.78% 0.75% -2.44% -3.47% 1.10% 1.55% 1.07% 0.25% 2.24% 3.30% -0.82% -0.47% 1.30% 0.44% 0.33% 8.92% -1.06% -1.33% 1.74% 0.19% 1.07% 2.35% 0.91% -3.21% 0.08% 0.80% -3.92% 0.11% -2.20% 0.31% 0.24% 0.78% -1.65% -2.82% -0.05% 2.35% -0.79% -0.82% 0.89% -0.70% -0.05% -0.98% -0.67% -2.48% -1.29% 0.60% -1.85% -1.10% -1.14% 4.99% -0.43% 0.17% -0.02% -0.50% 1.15% -0.21% 0.05% 0.45% -0.71% 0.00% -0.81% -1.39% -0.63% -1.32% -0.32% 0.57% 0.45% 2.91% 2.35% 2.18% 0.18% -0.05% -1.67% -0.02% 0.02% 0.91% -0.65% 0.42% -2.63% -2.44% -1.51% 0.22% -1.01% -1.14% -1.69% 0.05% 1.82% 3.42% 0.46% -0.87% -0.93% -1.08% -1.87% 0.00% -0.48% 0.05% -0.08% 0.82% 0.38% -4.13% -0.63% -0.87% 0.99% -0.48% 0.61% -0.77% -0.40% -0.08% 0.19% 2.45% -0.05% -0.31% 1.25% -0.21% -1.06% 0.65% -0.08% 0.99% 1.03% 0.03% -1.10% 0.62% 0.79% -1.12% -2.11% -0.24% 0.13% 0.60% -0.23% -0.76% 0.18% -0.18% -1.53% -1.50% -0.79% -1.75% -3.37% -0.09% -0.35% -0.06% -0.64% 1.78% 2.67% -1.65% -1.99% 2.72% -0.56% -0.96% 0.72% -2.76% 0.47% 0.67% -1.16% 0.64% 0.03% -1.16% 0.29% 0.47% 2.16% 0.26% -1.28% -1.30% -0.15% -0.06% -0.23% 0.38% 0.15% 1.34% -0.40% 0.75% 1.35% 0.51% 0.96% -1.40% -0.03% -1.22% 0.72% -0.20% -1.37% 1.56% -12.48% -1.50% -1.59% 0.64% -4.20% -1.60% -1.45% 2.19% -1.20% 1.14% -0.14% 0.49% -1.82% -2.25% -0.44% -0.84% 0.22% 1.22% -0.91% -0.85% 0.97% 1.25% 1.85% 1.43% -1.44% 1.07% 0.53% -1.37% 0.39% -0.32% -0.04% -0.39% -0.11% 0.72% -0.50% -0.46% 0.00% -0.07% 0.25% 0.43% -2.42% 0.04% 4.31% -0.84% 0.07% -1.76% -0.93% -0.18% -0.07% 0.69% -1.23% -2.85% -1.47% 0.00% -0.72% -0.08% 2.31% 0.19% 0.75% -2.42% 0.42% 0.53% -0.19% 0.00% 0.00% 0.00% 0.00% -0.95% -0.57% 0.00% -1.54% -0.55% 0.20% 0.16% -0.78% 1.46% -1.13% -1.14% 0.64% 3.95% 2.02% -1.42% -0.57% 1.52% -1.01% -0.61% 0.19% 1.10% -1.20% -0.72% -0.31% -0.08% -0.27% 0.73% 0.11% -1.03% 0.50% -0.12% 0.69% 1.34% 0.38% 1.13% 0.37% 0.48% 0.81% 1.57% 0.18% 1.22% 1.60% 1.08% -3.35% -1.14% 0.61% -0.75% -1.23% 0.07% -0.29% 1.51% 0.11% -0.29% 2.25% 0.74% -0.67% -0.39% 0.75% 0.25% 0.11% 1.06% 7.07% 2.99% 0.00% 1.14% -1.94% -1.66% -1.62% 1.12% 0.29% -0.58% 0.03% 1.17% -0.61% 0.26% 2.30% 1.71% 1.56% 0.12% 0.06% 0.24% -0.67% -0.55% -3.09% -0.03% 1.47% 0.82% -1.37% 0.38% -0.38% 0.09% 0.63% 1.19% 1.33% -0.37% -0.77% 0.00% -0.34% -0.68% 1.06% -0.25% 0.06% 0.43% -1.48% -0.69% 0.35% -0.94% 0.06% -0.70% 0.67% 2.09% -0.06% 0.84% 0.31% -1.32% 1.37% -0.43% -0.31% 1.45% 0.00% 1.49% -0.18% 0.15% 0.30% 0.12% -0.78% -0.21% -0.24% 0.94% 0.30% -0.60% 0.00% -0.24% -0.66% -0.58% -0.46% -2.55% 0.69% 0.03% 1.85% -2.12% 1.07% 1.34% 0.67% 1.00% -0.78% -0.15% -0.67% 1.68% -0.60% 0.09% 0.61% 0.09% 1.08% 0.30% 0.68% 0.56% -1.08% 0.21% 0.92% 1.46% 0.17% 1.76% 3.03% -0.33% 2.84% 4.45% 1.36% -0.48% 1.25% 1.78% -0.64% 1.14% -1.01% 0.87% 0.66% 2.15% 3.02% 0.53% -1.32% -9.97% -2.21% 4.36% -1.38% -1.76% -0.68% 0.56% -0.34% -0.69% 0.00% 1.38% 1.36% 1.29% 2.33% 1.52% -0.07% -1.45% -3.27% 0.62% -0.18% 0.13% 0.95% -1.12% -1.42% -0.55% 1.71% 0.67% 2.20% -0.33% -0.25% 1.14% 2.79% 0.90% -0.82% 1.41% 1.20% 0.43% -0.45% -0.92% 1.53% -0.68% 0.19% 1.51% 1.93% -0.46% 0.00% -0.62% 0.51% -0.09% -0.41% -1.15% 0.72% 0.72% -0.23% -1.36% 0.12% -0.16% -1.64% -1.74% -3.61% -1.98% -0.90% 0.47% 0.39% -1.61% -2.34% -0.48% 0.24% -1.23% -0.46% -0.08% 0.33% 0.35% -0.41% 0.49% -0.16% -0.97% 2.02% -2.12% 1.15% -0.16% 0.08% 3.25% 0.63% 1.33% 1.59% -1.57% 1.00% 0.10% 1.14% 1.36% 0.99% 0.96% -0.02% 0.15% -0.07% 0.68% 0.29% 1.61% 0.02% 0.02% -1.54% -0.63% -0.56% 0.85% -0.17% 1.26% -0.26% 0.17% 0.60% -0.29% -0.02% -1.24% -1.11% -1.24% 0.32% -0.07% 0.84% 0.24% -0.68% -0.47% -0.96% 0.80% -1.06% 0.27% 0.90% 0.54% -0.56% -1.98% 0.03% 0.91% -0.75% 0.35% -0.90% 0.46% 0.23% 0.60% -1.77% -0.81% -0.74% -0.34% -0.93% -1.91% -1.71% 0.08% -0.68% -0.79% -1.59% -1.12% 0.25% -1.69% 0.03% 0.52% -0.26% -0.11% -0.63% 1.09% 0.85% -0.48% 0.65% 0.76% -0.39% 1.99% 0.55% 0.41% 0.16% 0.22% -0.08% 3.37% 1.79% 0.26% -1.91% -0.08% 0.29% -1.10% -1.09% -1.34% 0.65% 1.86% -0.72% 0.11% 0.29% 0.59% 0.42% -0.53% -0.48% -0.32% 1.36% 2.18% -0.08% 1.08% 0.99% 0.45% 0.43% -1.13% -1.14% 0.46% 0.69% 0.48% -0.98% -1.70% -0.85% 0.84% 0.16% -0.26% 1.22% 0.08% 0.36% 0.66% 1.24% 0.85% 0.25% 1.34% -0.61% -1.11% 1.76% -0.24% -1.00% 0.79% 0.42% 0.39% -0.54% -0.02% 0.95% 0.99% 0.00% -0.41% 0.65% -0.29% -0.17% 0.00% 0.63% 0.98% 0.71% -0.33% 0.00% 0.17% 0.05% -0.42% -0.38% -1.76% -0.19% -1.98% -0.89% -0.40% -7.20% -2.18% -1.40% 0.17% 2.34% 1.58% -0.43% 0.48% -0.05% -2.09% -1.18% 1.19% -0.38% -0.83% -0.69% -0.06% 0.28% 0.22% -1.81% -1.53% -0.37% -1.07% 0.29% -0.61% -0.03% -0.06% 0.06% -0.91% -0.95% -3.04% -2.40% 0.91% 0.03% -0.66% 0.47% 0.28% 1.37% 0.92% 0.88% 0.76% 0.09% -0.27% 4.12% 1.41% -0.48% -0.71% -0.63% 2.12% 3.35% 3.13% 0.11% 1.81% 0.03% -0.08% -1.46% -1.96% 0.68% -1.10% -0.79% 1.53% 2.29% 1.16% 0.60% 0.78% -1.23% -3.31% 0.22% 1.99% 0.69% -0.08% 0.37% -2.92% -1.80% 1.56% 1.73% 1.30% -0.34% 0.16% -1.86% -0.13% -0.64% -0.11% 1.43% 0.45% -1.96% 0.70% -1.07% -0.19% -0.41% -0.30% 0.25% 0.60% -0.22% -0.65% -1.37% 1.11% 2.11% 0.54% 2.56% -0.75% 0.81% -4.01% -1.11% 0.47% -0.90% 0.52% 0.08% -1.12% 0.17% 0.86% 0.30% 0.76% -0.14% 0.76% 0.27% 0.11% -0.56% 0.43% -0.91% -0.79% -0.33% 0.47% 1.20% -0.13% -0.03% 0.78% 0.62% 4.61% 0.25% 0.43% 0.51% 1.03% -0.10% -0.02% -0.40% 0.45% 0.92% 0.52% -0.84% -0.52% -0.07% 0.90% 0.54% -0.29% 0.07% 1.08% 1.10% 0.53% 1.73% 2.12% -0.48% 1.44% -0.50% -0.05% -0.21% -0.16% -0.53% -0.97% 0.02% -0.26% -1.22% -0.24% 0.95% 0.47% 0.52% 0.44% 0.81% 1.91% -0.36% 0.64% -0.59% 6.68% 2.79% -0.27% 1.33% 1.00% -0.32% -0.16% 0.41% 0.24% -0.06% 0.16% -1.98% -0.29% 0.06% 0.02% -0.91% 1.75% -0.23% 0.31% -0.80% -0.97% 0.44% 0.27% 0.21% 0.79% 0.55% 0.00% 0.20% -0.39% 1.33% 1.29% -0.04% 1.33% 1.06% 0.39% 0.62% -0.25% 0.54% -0.23% 0.33% -0.81% 0.68% 0.65% -0.88% -0.60% -0.25% -1.51% -2.27% -1.15% -1.63% 0.31% 1.01% 0.68% 0.45% 0.38% -1.03% 1.77% 2.72% 0.88% 1.58% 0.04% -0.86% -0.54% 0.04% 0.75% 1.72% 0.51% 1.52% 1.31% 0.55% 0.02% 0.60% 0.81% 0.27% 0.98% 1.34% 0.43% -14.51% -3.56% 3.78% -0.69% 0.04% -0.51% -0.31% 0.53% 0.69% -2.84% 3.24% 2.53% -1.97% -2.50% 1.59% -1.24% -2.22% -1.28% -0.32% 0.62% -0.28% -1.66% -1.30% 0.13% -0.66% 0.20% 0.95% 3.08% 0.51% -0.13% -1.16% 0.77% 1.65% 1.71% -0.04% 2.50% -0.26% 0.12% 0.42% 0.36% 0.93% -8.09% -0.77% 1.29% -0.32% -0.53% 0.84% -2.22% -0.44% -2.30% 2.02% -1.23% 0.04% -1.78% -1.15% 0.00% 0.00% -1.03% 0.35% 0.23% 0.69% 1.83% -0.22% 1.80% 1.79% 0.26% -0.71% -0.22% 0.55% 0.22% 1.08% 1.50% 1.58% 1.46% 0.20% 0.61% 1.02% 1.11% 1.57% 0.22% -0.49% -2.10% -0.46% -5.24% -0.36% 2.11% 0.38% -1.63% 0.06% 1.31% 0.36% 1.58% 0.31% -0.61% 2.38% 2.39% 2.94% -0.97% 1.79% 1.46% 2.07% 0.20% 1.06% 1.51% 2.43% 1.18% 3.61% -2.30% 1.69% 0.50% -0.08% 0.40% 1.40% -2.52% 0.27% -0.78% 2.37% -2.93% -3.38% -1.77% 2.33% 2.09% -1.96% 0.96% 1.03% 0.94% -0.08% 0.68% -0.99% 1.68% 0.45% 2.37% 1.86% -1.03% 2.09% 2.54% 0.68% 1.34% 0.45% 0.33% 1.42% 1.25% 0.95% 2.80% -0.39% 0.93% 1.63% 1.36% 2.77% 3.36% 2.00% 6.68% -4.57% -0.61% 4.42% -0.45% -1.33% -2.14% -2.29% 2.91% 1.28% -0.31% -2.53% -2.65% 4.32% -1.22% -0.37% -0.37% -0.07% 0.20% -0.04% -2.27% 0.51% 3.05% -1.05% -1.57% -0.18% -0.49% -0.39% -3.96% -2.06% -1.51% -3.64% -2.58% 8.31% 4.41% -5.72% 3.16% 1.94% -0.56% 1.32% -0.08% 0.96% 0.66% 1.26% 1.10% 2.94% 1.20% -0.11%
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 (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,'ACF(k)',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,'PACF(k)',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
view raw input (R code)
Raw Output
view raw output of R engine
Computing time
0 seconds
R Server
Big Analytics Cloud Computing Center
Click here to blog (archive) this computation