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Type 'q()' to quit R. > x <- c(12.610,10.862,52.929,56.902,81.776,87.876,82.103,72.846,60.632,33.521,15.342,7.758,8.668,13.082,38.157,58.263,81.153,88.476,72.329,75.845,61.108,37.665,12.755,2.793,12.935,19.533,33.404,52.074,70.735,69.702,61.656,82.993,53.990,32.283,15.686,2.713,12.842,19.244,48.488,54.464,84.192,84.458,85.793,75.163,68.212,49.233,24.302,5.402,15.058,33.559,70.358,85.934,94.452,129.305,113.882,107.256,94.274,57.842,26.611,14.521) > par7 = '0.95' > par6 = 'MA' > par5 = '12' > par4 = '1' > par3 = '1' > par2 = '0.3' > par1 = '48' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/www/html/rcomp/tmp/1fng01259866022.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')) > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2x8n11259866022.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF') > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 -0.443459826 -0.100927916 -0.044244746 0.217899248 [6] -0.191975305 0.120684636 0.013404619 -0.166773631 0.185855535 [11] -0.120706369 0.100013638 -0.116673967 0.031636119 0.020024832 [16] 0.074991286 -0.119327746 0.048616073 0.002213131 -0.054846557 [21] -0.010013487 0.115248114 -0.042625585 0.004872215 -0.192918857 [26] 0.291131884 -0.073165041 -0.078245099 -0.077313569 0.241710060 [31] -0.127284660 0.007407360 0.055445089 -0.186255296 0.121548507 [36] 0.031890896 0.018310541 -0.112112673 0.112462609 -0.118866904 [41] 0.109259818 -0.060051173 -0.005360555 0.006139805 0.042385339 [46] -0.083179055 0.053176665 > (mypacf <- c(rpacf$acf)) [1] -0.44345983 -0.37043255 -0.38933853 -0.08382828 -0.22769676 -0.03956293 [7] 0.07803496 -0.18159472 0.11275707 -0.12163936 0.04587975 -0.02112139 [13] -0.19631424 0.01247548 -0.02033755 -0.05846861 0.07368571 -0.09077658 [19] -0.04932950 -0.20173428 -0.08070137 0.01928016 0.05257230 -0.26726925 [25] 0.11676187 0.04007828 -0.01305072 -0.07481043 0.03925938 0.08721702 [31] 0.11130996 0.09290386 -0.05127352 -0.06625627 -0.04300210 -0.10607152 [37] 0.03314111 0.02347310 -0.03563087 0.00920618 -0.03604343 -0.01351973 [43] -0.08341718 -0.05439404 -0.03899101 -0.09122817 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/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="/var/www/html/rcomp/tmp/3lhf11259866022.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="/var/www/html/rcomp/tmp/4d85b1259866022.tab") > > system("convert tmp/1fng01259866022.ps tmp/1fng01259866022.png") > system("convert tmp/2x8n11259866022.ps tmp/2x8n11259866022.png") > > > proc.time() user system elapsed 0.577 0.311 0.674